ASX SPI 200 Index Future June 2012

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

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	4,052.0	4,003.0	-49.0	-1.2%	4,045.0
High	4,080.0	4,012.0	-68.0	-1.7%	4,121.0
Low	4,035.0	3,988.0	-47.0	-1.2%	4,033.0
Close	4,070.0	3,997.0	-73.0	-1.8%	4,070.0
Range	45.0	24.0	-21.0	-46.7%	88.0
ATR	53.5	55.6	2.0	3.8%	0.0
Volume	30,057	28,812	-1,245	-4.1%	140,430

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,071.0	4,058.0	4,010.2
R3	4,047.0	4,034.0	4,003.6
R2	4,023.0	4,023.0	4,001.4
R1	4,010.0	4,010.0	3,999.2	4,004.5
PP	3,999.0	3,999.0	3,999.0	3,996.3
S1	3,986.0	3,986.0	3,994.8	3,980.5
S2	3,975.0	3,975.0	3,992.6
S3	3,951.0	3,962.0	3,990.4
S4	3,927.0	3,938.0	3,983.8

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,338.7	4,292.3	4,118.4
R3	4,250.7	4,204.3	4,094.2
R2	4,162.7	4,162.7	4,086.1
R1	4,116.3	4,116.3	4,078.1	4,139.5
PP	4,074.7	4,074.7	4,074.7	4,086.3
S1	4,028.3	4,028.3	4,061.9	4,051.5
S2	3,986.7	3,986.7	4,053.9
S3	3,898.7	3,940.3	4,045.8
S4	3,810.7	3,852.3	4,021.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,121.0	3,988.0	133.0	3.3%	47.6	1.2%	7%	False	True	29,849
10	4,136.0	3,988.0	148.0	3.7%	46.4	1.2%	6%	False	True	29,012
20	4,328.0	3,988.0	340.0	8.5%	47.7	1.2%	3%	False	True	30,882
40	4,448.0	3,988.0	460.0	11.5%	40.4	1.0%	2%	False	True	27,200
60	4,448.0	3,988.0	460.0	11.5%	38.9	1.0%	2%	False	True	28,559
80	4,448.0	3,988.0	460.0	11.5%	31.5	0.8%	2%	False	True	21,465

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	8.0
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	4,114.0
2.618	4,074.8
1.618	4,050.8
1.000	4,036.0
0.618	4,026.8
HIGH	4,012.0
0.618	4,002.8
0.500	4,000.0
0.382	3,997.2
LOW	3,988.0
0.618	3,973.2
1.000	3,964.0
1.618	3,949.2
2.618	3,925.2
4.250	3,886.0

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	4,000.0	4,039.5
PP	3,999.0	4,025.3
S1	3,998.0	4,011.2

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

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