ASX SPI 200 Index Future March 2012

Trading Metrics calculated at close of trading on 03-Jan-2012

Day Change Summary
	Previous	Current
	30-Dec-2011	03-Jan-2012	Change	Change %	Previous Week
Open	4,075.0	4,080.0	5.0	0.1%	4,146.0
High	4,079.0	4,090.0	11.0	0.3%	4,146.0
Low	4,015.0	4,068.0	53.0	1.3%	4,015.0
Close	4,019.0	4,071.0	52.0	1.3%	4,019.0
Range	64.0	22.0	-42.0	-65.6%	131.0
ATR	61.1	61.8	0.7	1.2%	0.0
Volume	11,175	11,079	-96	-0.9%	41,941

Daily Pivots for day following 03-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,142.3	4,128.7	4,083.1
R3	4,120.3	4,106.7	4,077.1
R2	4,098.3	4,098.3	4,075.0
R1	4,084.7	4,084.7	4,073.0	4,080.5
PP	4,076.3	4,076.3	4,076.3	4,074.3
S1	4,062.7	4,062.7	4,069.0	4,058.5
S2	4,054.3	4,054.3	4,067.0
S3	4,032.3	4,040.7	4,065.0
S4	4,010.3	4,018.7	4,058.9

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,453.0	4,367.0	4,091.1
R3	4,322.0	4,236.0	4,055.0
R2	4,191.0	4,191.0	4,043.0
R1	4,105.0	4,105.0	4,031.0	4,082.5
PP	4,060.0	4,060.0	4,060.0	4,048.8
S1	3,974.0	3,974.0	4,007.0	3,951.5
S2	3,929.0	3,929.0	3,995.0
S3	3,798.0	3,843.0	3,983.0
S4	3,667.0	3,712.0	3,947.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,146.0	4,015.0	131.0	3.2%	46.6	1.1%	43%	False	False	13,366
10	4,156.0	4,015.0	141.0	3.5%	43.8	1.1%	40%	False	False	19,799
20	4,311.0	4,015.0	296.0	7.3%	40.0	1.0%	19%	False	False	21,696
40	4,360.0	3,963.0	397.0	9.8%	31.6	0.8%	27%	False	False	10,911

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	5.1
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	4,183.5
2.618	4,147.6
1.618	4,125.6
1.000	4,112.0
0.618	4,103.6
HIGH	4,090.0
0.618	4,081.6
0.500	4,079.0
0.382	4,076.4
LOW	4,068.0
0.618	4,054.4
1.000	4,046.0
1.618	4,032.4
2.618	4,010.4
4.250	3,974.5

Fisher Pivots for day following 03-Jan-2012
Pivot	1 day	3 day
R1	4,079.0	4,064.8
PP	4,076.3	4,058.7
S1	4,073.7	4,052.5

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

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