ASX SPI 200 Index Future September 2012

Trading Metrics calculated at close of trading on 09-Aug-2012

Day Change Summary
	Previous	Current
	08-Aug-2012	09-Aug-2012	Change	Change %	Previous Week
Open	4,265.0	4,285.0	20.0	0.5%	4,215.0
High	4,283.0	4,292.0	9.0	0.2%	4,252.0
Low	4,261.0	4,264.0	3.0	0.1%	4,168.0
Close	4,280.0	4,275.0	-5.0	-0.1%	4,185.0
Range	22.0	28.0	6.0	27.3%	84.0
ATR	45.0	43.8	-1.2	-2.7%	0.0
Volume	19,314	23,897	4,583	23.7%	116,557

Daily Pivots for day following 09-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,361.0	4,346.0	4,290.4
R3	4,333.0	4,318.0	4,282.7
R2	4,305.0	4,305.0	4,280.1
R1	4,290.0	4,290.0	4,277.6	4,283.5
PP	4,277.0	4,277.0	4,277.0	4,273.8
S1	4,262.0	4,262.0	4,272.4	4,255.5
S2	4,249.0	4,249.0	4,269.9
S3	4,221.0	4,234.0	4,267.3
S4	4,193.0	4,206.0	4,259.6

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,453.7	4,403.3	4,231.2
R3	4,369.7	4,319.3	4,208.1
R2	4,285.7	4,285.7	4,200.4
R1	4,235.3	4,235.3	4,192.7	4,218.5
PP	4,201.7	4,201.7	4,201.7	4,193.3
S1	4,151.3	4,151.3	4,177.3	4,134.5
S2	4,117.7	4,117.7	4,169.6
S3	4,033.7	4,067.3	4,161.9
S4	3,949.7	3,983.3	4,138.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,292.0	4,168.0	124.0	2.9%	27.2	0.6%	86%	True	False	20,457
10	4,292.0	4,134.0	158.0	3.7%	29.0	0.7%	89%	True	False	22,047
20	4,292.0	4,028.0	264.0	6.2%	34.5	0.8%	94%	True	False	22,494
40	4,292.0	3,959.0	333.0	7.8%	36.4	0.9%	95%	True	False	25,767
60	4,292.0	3,950.0	342.0	8.0%	35.5	0.8%	95%	True	False	17,697
80	4,410.0	3,950.0	460.0	10.8%	31.8	0.7%	71%	False	False	13,310
100	4,410.0	3,950.0	460.0	10.8%	29.4	0.7%	71%	False	False	10,660

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,411.0
2.618	4,365.3
1.618	4,337.3
1.000	4,320.0
0.618	4,309.3
HIGH	4,292.0
0.618	4,281.3
0.500	4,278.0
0.382	4,274.7
LOW	4,264.0
0.618	4,246.7
1.000	4,236.0
1.618	4,218.7
2.618	4,190.7
4.250	4,145.0

Fisher Pivots for day following 09-Aug-2012
Pivot	1 day	3 day
R1	4,278.0	4,270.5
PP	4,277.0	4,266.0
S1	4,276.0	4,261.5

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

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