ASX SPI 200 Index Future December 2011

Trading Metrics calculated at close of trading on 11-Nov-2011

Day Change Summary
	Previous	Current
	10-Nov-2011	11-Nov-2011	Change	Change %	Previous Week
Open	4,238.0	4,274.0	36.0	0.8%	4,256.0
High	4,274.0	4,319.0	45.0	1.1%	4,369.0
Low	4,206.0	4,259.0	53.0	1.3%	4,206.0
Close	4,264.0	4,309.0	45.0	1.1%	4,309.0
Range	68.0	60.0	-8.0	-11.8%	163.0
ATR	82.7	81.1	-1.6	-2.0%	0.0
Volume	32,507	22,806	-9,701	-29.8%	127,401

Daily Pivots for day following 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,475.7	4,452.3	4,342.0
R3	4,415.7	4,392.3	4,325.5
R2	4,355.7	4,355.7	4,320.0
R1	4,332.3	4,332.3	4,314.5	4,344.0
PP	4,295.7	4,295.7	4,295.7	4,301.5
S1	4,272.3	4,272.3	4,303.5	4,284.0
S2	4,235.7	4,235.7	4,298.0
S3	4,175.7	4,212.3	4,292.5
S4	4,115.7	4,152.3	4,276.0

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,783.7	4,709.3	4,398.7
R3	4,620.7	4,546.3	4,353.8
R2	4,457.7	4,457.7	4,338.9
R1	4,383.3	4,383.3	4,323.9	4,420.5
PP	4,294.7	4,294.7	4,294.7	4,313.3
S1	4,220.3	4,220.3	4,294.1	4,257.5
S2	4,131.7	4,131.7	4,279.1
S3	3,968.7	4,057.3	4,264.2
S4	3,805.7	3,894.3	4,219.4

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%	47.4	1.1%	63%	False	False	25,480
10	4,369.0	4,127.0	242.0	5.6%	55.5	1.3%	75%	False	False	27,860
20	4,416.0	4,127.0	289.0	6.7%	62.2	1.4%	63%	False	False	29,666
40	4,416.0	3,843.0	573.0	13.3%	62.7	1.5%	81%	False	False	34,235
60	4,416.0	3,843.0	573.0	13.3%	59.6	1.4%	81%	False	False	28,113
80	4,578.0	3,730.0	848.0	19.7%	60.4	1.4%	68%	False	False	21,145
100	4,656.0	3,730.0	926.0	21.5%	51.5	1.2%	63%	False	False	16,939
120	4,716.0	3,730.0	986.0	22.9%	43.2	1.0%	59%	False	False	14,130

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,574.0
2.618	4,476.1
1.618	4,416.1
1.000	4,379.0
0.618	4,356.1
HIGH	4,319.0
0.618	4,296.1
0.500	4,289.0
0.382	4,281.9
LOW	4,259.0
0.618	4,221.9
1.000	4,199.0
1.618	4,161.9
2.618	4,101.9
4.250	4,004.0

Fisher Pivots for day following 11-Nov-2011
Pivot	1 day	3 day
R1	4,302.3	4,301.8
PP	4,295.7	4,294.7
S1	4,289.0	4,287.5

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

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