ASX SPI 200 Index Future March 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	4,276.0	4,269.0	-7.0	-0.2%	4,295.0
High	4,290.0	4,278.0	-12.0	-0.3%	4,319.0
Low	4,261.0	4,253.0	-8.0	-0.2%	4,244.0
Close	4,278.0	4,268.0	-10.0	-0.2%	4,278.0
Range	29.0	25.0	-4.0	-13.8%	75.0
ATR	48.3	46.6	-1.7	-3.4%	0.0
Volume	18,972	20,420	1,448	7.6%	150,339

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,341.3	4,329.7	4,281.8
R3	4,316.3	4,304.7	4,274.9
R2	4,291.3	4,291.3	4,272.6
R1	4,279.7	4,279.7	4,270.3	4,273.0
PP	4,266.3	4,266.3	4,266.3	4,263.0
S1	4,254.7	4,254.7	4,265.7	4,248.0
S2	4,241.3	4,241.3	4,263.4
S3	4,216.3	4,229.7	4,261.1
S4	4,191.3	4,204.7	4,254.3

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,505.3	4,466.7	4,319.3
R3	4,430.3	4,391.7	4,298.6
R2	4,355.3	4,355.3	4,291.8
R1	4,316.7	4,316.7	4,284.9	4,298.5
PP	4,280.3	4,280.3	4,280.3	4,271.3
S1	4,241.7	4,241.7	4,271.1	4,223.5
S2	4,205.3	4,205.3	4,264.3
S3	4,130.3	4,166.7	4,257.4
S4	4,055.3	4,091.7	4,236.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,319.0	4,244.0	75.0	1.8%	36.2	0.8%	32%	False	False	28,299
10	4,319.0	4,226.0	93.0	2.2%	39.0	0.9%	45%	False	False	27,628
20	4,319.0	4,130.0	189.0	4.4%	41.8	1.0%	73%	False	False	28,572
40	4,319.0	4,062.0	257.0	6.0%	40.2	0.9%	80%	False	False	25,730
60	4,319.0	4,015.0	304.0	7.1%	41.6	1.0%	83%	False	False	25,695
80	4,360.0	3,963.0	397.0	9.3%	38.1	0.9%	77%	False	False	19,319
100	4,387.0	3,963.0	424.0	9.9%	33.8	0.8%	72%	False	False	15,470

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	9.9
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	4,384.3
2.618	4,343.5
1.618	4,318.5
1.000	4,303.0
0.618	4,293.5
HIGH	4,278.0
0.618	4,268.5
0.500	4,265.5
0.382	4,262.6
LOW	4,253.0
0.618	4,237.6
1.000	4,228.0
1.618	4,212.6
2.618	4,187.6
4.250	4,146.8

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	4,267.2	4,267.7
PP	4,266.3	4,267.3
S1	4,265.5	4,267.0

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

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