ASX SPI 200 Index Future December 2011

Trading Metrics calculated at close of trading on 19-Oct-2011

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	4,216.0	4,225.0	9.0	0.2%	4,162.0
High	4,223.0	4,237.0	14.0	0.3%	4,261.0
Low	4,182.0	4,201.0	19.0	0.5%	4,152.0
Close	4,185.0	4,218.0	33.0	0.8%	4,220.0
Range	41.0	36.0	-5.0	-12.2%	109.0
ATR	80.8	78.7	-2.1	-2.5%	0.0
Volume	34,815	32,254	-2,561	-7.4%	163,619

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,326.7	4,308.3	4,237.8
R3	4,290.7	4,272.3	4,227.9
R2	4,254.7	4,254.7	4,224.6
R1	4,236.3	4,236.3	4,221.3	4,227.5
PP	4,218.7	4,218.7	4,218.7	4,214.3
S1	4,200.3	4,200.3	4,214.7	4,191.5
S2	4,182.7	4,182.7	4,211.4
S3	4,146.7	4,164.3	4,208.1
S4	4,110.7	4,128.3	4,198.2

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,538.0	4,488.0	4,280.0
R3	4,429.0	4,379.0	4,250.0
R2	4,320.0	4,320.0	4,240.0
R1	4,270.0	4,270.0	4,230.0	4,295.0
PP	4,211.0	4,211.0	4,211.0	4,223.5
S1	4,161.0	4,161.0	4,210.0	4,186.0
S2	4,102.0	4,102.0	4,200.0
S3	3,993.0	4,052.0	4,190.0
S4	3,884.0	3,943.0	4,160.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,293.0	4,182.0	111.0	2.6%	39.0	0.9%	32%	False	False	32,728
10	4,293.0	3,983.0	310.0	7.3%	53.2	1.3%	76%	False	False	34,629
20	4,293.0	3,843.0	450.0	10.7%	60.0	1.4%	83%	False	False	38,405
40	4,356.0	3,843.0	513.0	12.2%	56.3	1.3%	73%	False	False	29,667
60	4,503.0	3,730.0	773.0	18.3%	59.7	1.4%	63%	False	False	19,863
80	4,656.0	3,730.0	926.0	22.0%	49.7	1.2%	53%	False	False	14,919
100	4,715.0	3,730.0	985.0	23.4%	40.6	1.0%	50%	False	False	11,956

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	11.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,390.0
2.618	4,331.2
1.618	4,295.2
1.000	4,273.0
0.618	4,259.2
HIGH	4,237.0
0.618	4,223.2
0.500	4,219.0
0.382	4,214.8
LOW	4,201.0
0.618	4,178.8
1.000	4,165.0
1.618	4,142.8
2.618	4,106.8
4.250	4,048.0

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	4,219.0	4,237.5
PP	4,218.7	4,231.0
S1	4,218.3	4,224.5

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These figures are updated between 7pm and 10pm EST after a trading day.

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