ASX SPI 200 Index Future December 2011

Trading Metrics calculated at close of trading on 10-Nov-2011

Day Change Summary
	Previous	Current
	09-Nov-2011	10-Nov-2011	Change	Change %	Previous Week
Open	4,338.0	4,238.0	-100.0	-2.3%	4,338.0
High	4,369.0	4,274.0	-95.0	-2.2%	4,357.0
Low	4,334.0	4,206.0	-128.0	-3.0%	4,127.0
Close	4,337.0	4,264.0	-73.0	-1.7%	4,285.0
Range	35.0	68.0	33.0	94.3%	230.0
ATR	79.0	82.7	3.7	4.7%	0.0
Volume	26,971	32,507	5,536	20.5%	151,205

Daily Pivots for day following 10-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,452.0	4,426.0	4,301.4
R3	4,384.0	4,358.0	4,282.7
R2	4,316.0	4,316.0	4,276.5
R1	4,290.0	4,290.0	4,270.2	4,303.0
PP	4,248.0	4,248.0	4,248.0	4,254.5
S1	4,222.0	4,222.0	4,257.8	4,235.0
S2	4,180.0	4,180.0	4,251.5
S3	4,112.0	4,154.0	4,245.3
S4	4,044.0	4,086.0	4,226.6

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,946.3	4,845.7	4,411.5
R3	4,716.3	4,615.7	4,348.3
R2	4,486.3	4,486.3	4,327.2
R1	4,385.7	4,385.7	4,306.1	4,321.0
PP	4,256.3	4,256.3	4,256.3	4,224.0
S1	4,155.7	4,155.7	4,263.9	4,091.0
S2	4,026.3	4,026.3	4,242.8
S3	3,796.3	3,925.7	4,221.8
S4	3,566.3	3,695.7	4,158.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,369.0	4,206.0	163.0	3.8%	43.6	1.0%	36%	False	True	25,861
10	4,416.0	4,127.0	289.0	6.8%	57.7	1.4%	47%	False	False	29,296
20	4,416.0	4,127.0	289.0	6.8%	60.7	1.4%	47%	False	False	30,022
40	4,416.0	3,843.0	573.0	13.4%	62.1	1.5%	73%	False	False	34,485
60	4,416.0	3,843.0	573.0	13.4%	59.0	1.4%	73%	False	False	27,736
80	4,595.0	3,730.0	865.0	20.3%	59.8	1.4%	62%	False	False	20,861
100	4,656.0	3,730.0	926.0	21.7%	51.1	1.2%	58%	False	False	16,711
120	4,716.0	3,730.0	986.0	23.1%	42.7	1.0%	54%	False	False	13,940

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.1
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,563.0
2.618	4,452.0
1.618	4,384.0
1.000	4,342.0
0.618	4,316.0
HIGH	4,274.0
0.618	4,248.0
0.500	4,240.0
0.382	4,232.0
LOW	4,206.0
0.618	4,164.0
1.000	4,138.0
1.618	4,096.0
2.618	4,028.0
4.250	3,917.0

Fisher Pivots for day following 10-Nov-2011
Pivot	1 day	3 day
R1	4,256.0	4,287.5
PP	4,248.0	4,279.7
S1	4,240.0	4,271.8

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

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