ASX SPI 200 Index Future September 2012

Trading Metrics calculated at close of trading on 25-Jun-2012

Day Change Summary
	Previous	Current
	22-Jun-2012	25-Jun-2012	Change	Change %	Previous Week
Open	4,019.0	4,008.0	-11.0	-0.3%	4,069.0
High	4,023.0	4,014.0	-9.0	-0.2%	4,127.0
Low	3,997.0	3,959.0	-38.0	-1.0%	3,997.0
Close	4,001.0	3,997.0	-4.0	-0.1%	4,001.0
Range	26.0	55.0	29.0	111.5%	130.0
ATR	48.4	48.9	0.5	1.0%	0.0
Volume	22,070	29,694	7,624	34.5%	276,506

Daily Pivots for day following 25-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,155.0	4,131.0	4,027.3
R3	4,100.0	4,076.0	4,012.1
R2	4,045.0	4,045.0	4,007.1
R1	4,021.0	4,021.0	4,002.0	4,005.5
PP	3,990.0	3,990.0	3,990.0	3,982.3
S1	3,966.0	3,966.0	3,992.0	3,950.5
S2	3,935.0	3,935.0	3,986.9
S3	3,880.0	3,911.0	3,981.9
S4	3,825.0	3,856.0	3,966.8

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,431.7	4,346.3	4,072.5
R3	4,301.7	4,216.3	4,036.8
R2	4,171.7	4,171.7	4,024.8
R1	4,086.3	4,086.3	4,012.9	4,064.0
PP	4,041.7	4,041.7	4,041.7	4,030.5
S1	3,956.3	3,956.3	3,989.1	3,934.0
S2	3,911.7	3,911.7	3,977.2
S3	3,781.7	3,826.3	3,965.3
S4	3,651.7	3,696.3	3,929.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,127.0	3,959.0	168.0	4.2%	43.6	1.1%	23%	False	True	52,063
10	4,127.0	3,959.0	168.0	4.2%	40.3	1.0%	23%	False	True	33,655
20	4,127.0	3,950.0	177.0	4.4%	35.3	0.9%	27%	False	False	17,121
40	4,410.0	3,950.0	460.0	11.5%	30.6	0.8%	10%	False	False	8,652
60	4,410.0	3,950.0	460.0	11.5%	26.0	0.6%	10%	False	False	5,794

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	4.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,247.8
2.618	4,158.0
1.618	4,103.0
1.000	4,069.0
0.618	4,048.0
HIGH	4,014.0
0.618	3,993.0
0.500	3,986.5
0.382	3,980.0
LOW	3,959.0
0.618	3,925.0
1.000	3,904.0
1.618	3,870.0
2.618	3,815.0
4.250	3,725.3

Fisher Pivots for day following 25-Jun-2012
Pivot	1 day	3 day
R1	3,993.5	4,034.0
PP	3,990.0	4,021.7
S1	3,986.5	4,009.3

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

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