ASX SPI 200 Index Future December 2011

Trading Metrics calculated at close of trading on 22-Nov-2011

Day Change Summary
	Previous	Current
	21-Nov-2011	22-Nov-2011	Change	Change %	Previous Week
Open	4,175.0	4,114.0	-61.0	-1.5%	4,364.0
High	4,194.0	4,165.0	-29.0	-0.7%	4,385.0
Low	4,151.0	4,101.0	-50.0	-1.2%	4,177.0
Close	4,186.0	4,152.0	-34.0	-0.8%	4,181.0
Range	43.0	64.0	21.0	48.8%	208.0
ATR	73.3	74.2	0.8	1.1%	0.0
Volume	25,732	28,817	3,085	12.0%	152,797

Daily Pivots for day following 22-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,331.3	4,305.7	4,187.2
R3	4,267.3	4,241.7	4,169.6
R2	4,203.3	4,203.3	4,163.7
R1	4,177.7	4,177.7	4,157.9	4,190.5
PP	4,139.3	4,139.3	4,139.3	4,145.8
S1	4,113.7	4,113.7	4,146.1	4,126.5
S2	4,075.3	4,075.3	4,140.3
S3	4,011.3	4,049.7	4,134.4
S4	3,947.3	3,985.7	4,116.8

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,871.7	4,734.3	4,295.4
R3	4,663.7	4,526.3	4,238.2
R2	4,455.7	4,455.7	4,219.1
R1	4,318.3	4,318.3	4,200.1	4,283.0
PP	4,247.7	4,247.7	4,247.7	4,230.0
S1	4,110.3	4,110.3	4,161.9	4,075.0
S2	4,039.7	4,039.7	4,142.9
S3	3,831.7	3,902.3	4,123.8
S4	3,623.7	3,694.3	4,066.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,323.0	4,101.0	222.0	5.3%	52.8	1.3%	23%	False	True	30,112
10	4,385.0	4,101.0	284.0	6.8%	53.1	1.3%	18%	False	True	28,963
20	4,416.0	4,101.0	315.0	7.6%	62.7	1.5%	16%	False	True	29,459
40	4,416.0	3,843.0	573.0	13.8%	59.6	1.4%	54%	False	False	32,137
60	4,416.0	3,843.0	573.0	13.8%	60.2	1.4%	54%	False	False	31,506
80	4,416.0	3,730.0	686.0	16.5%	61.1	1.5%	62%	False	False	23,724
100	4,656.0	3,730.0	926.0	22.3%	54.5	1.3%	46%	False	False	19,003
120	4,656.0	3,730.0	926.0	22.3%	46.3	1.1%	46%	False	False	15,856

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	13.8
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,437.0
2.618	4,332.6
1.618	4,268.6
1.000	4,229.0
0.618	4,204.6
HIGH	4,165.0
0.618	4,140.6
0.500	4,133.0
0.382	4,125.4
LOW	4,101.0
0.618	4,061.4
1.000	4,037.0
1.618	3,997.4
2.618	3,933.4
4.250	3,829.0

Fisher Pivots for day following 22-Nov-2011
Pivot	1 day	3 day
R1	4,145.7	4,157.5
PP	4,139.3	4,155.7
S1	4,133.0	4,153.8

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

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