ASX SPI 200 Index Future March 2012

Trading Metrics calculated at close of trading on 04-Jan-2012

Day Change Summary
	Previous	Current
	03-Jan-2012	04-Jan-2012	Change	Change %	Previous Week
Open	4,080.0	4,100.0	20.0	0.5%	4,146.0
High	4,090.0	4,185.0	95.0	2.3%	4,146.0
Low	4,068.0	4,093.0	25.0	0.6%	4,015.0
Close	4,071.0	4,160.0	89.0	2.2%	4,019.0
Range	22.0	92.0	70.0	318.2%	131.0
ATR	61.8	65.5	3.7	6.0%	0.0
Volume	11,079	33,406	22,327	201.5%	41,941

Daily Pivots for day following 04-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,422.0	4,383.0	4,210.6
R3	4,330.0	4,291.0	4,185.3
R2	4,238.0	4,238.0	4,176.9
R1	4,199.0	4,199.0	4,168.4	4,218.5
PP	4,146.0	4,146.0	4,146.0	4,155.8
S1	4,107.0	4,107.0	4,151.6	4,126.5
S2	4,054.0	4,054.0	4,143.1
S3	3,962.0	4,015.0	4,134.7
S4	3,870.0	3,923.0	4,109.4

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	4,185.0	4,015.0	170.0	4.1%	58.6	1.4%	85%	True	False	17,285
10	4,185.0	4,015.0	170.0	4.1%	50.1	1.2%	85%	True	False	20,551
20	4,311.0	4,015.0	296.0	7.1%	43.6	1.0%	49%	False	False	23,356
40	4,360.0	3,963.0	397.0	9.5%	33.8	0.8%	50%	False	False	11,746
60	4,387.0	3,963.0	424.0	10.2%	29.1	0.7%	46%	False	False	7,856

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.7
Widest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	4,576.0
2.618	4,425.9
1.618	4,333.9
1.000	4,277.0
0.618	4,241.9
HIGH	4,185.0
0.618	4,149.9
0.500	4,139.0
0.382	4,128.1
LOW	4,093.0
0.618	4,036.1
1.000	4,001.0
1.618	3,944.1
2.618	3,852.1
4.250	3,702.0

Fisher Pivots for day following 04-Jan-2012
Pivot	1 day	3 day
R1	4,153.0	4,140.0
PP	4,146.0	4,120.0
S1	4,139.0	4,100.0

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

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