ASX SPI 200 Index Future September 2012

Trading Metrics calculated at close of trading on 15-Aug-2012

Day Change Summary
	Previous	Current
	14-Aug-2012	15-Aug-2012	Change	Change %	Previous Week
Open	4,260.0	4,263.0	3.0	0.1%	4,242.0
High	4,264.0	4,276.0	12.0	0.3%	4,292.0
Low	4,240.0	4,223.0	-17.0	-0.4%	4,226.0
Close	4,256.0	4,246.0	-10.0	-0.2%	4,255.0
Range	24.0	53.0	29.0	120.8%	66.0
ATR	42.2	43.0	0.8	1.8%	0.0
Volume	20,924	30,512	9,588	45.8%	101,068

Daily Pivots for day following 15-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,407.3	4,379.7	4,275.2
R3	4,354.3	4,326.7	4,260.6
R2	4,301.3	4,301.3	4,255.7
R1	4,273.7	4,273.7	4,250.9	4,261.0
PP	4,248.3	4,248.3	4,248.3	4,242.0
S1	4,220.7	4,220.7	4,241.1	4,208.0
S2	4,195.3	4,195.3	4,236.3
S3	4,142.3	4,167.7	4,231.4
S4	4,089.3	4,114.7	4,216.9

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,455.7	4,421.3	4,291.3
R3	4,389.7	4,355.3	4,273.2
R2	4,323.7	4,323.7	4,267.1
R1	4,289.3	4,289.3	4,261.1	4,306.5
PP	4,257.7	4,257.7	4,257.7	4,266.3
S1	4,223.3	4,223.3	4,249.0	4,240.5
S2	4,191.7	4,191.7	4,242.9
S3	4,125.7	4,157.3	4,236.9
S4	4,059.7	4,091.3	4,218.7

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	4,223.0	69.0	1.6%	38.0	0.9%	33%	False	True	23,071
10	4,292.0	4,168.0	124.0	2.9%	32.8	0.8%	63%	False	False	21,082
20	4,292.0	4,033.0	259.0	6.1%	34.9	0.8%	82%	False	False	22,608
40	4,292.0	3,959.0	333.0	7.8%	36.9	0.9%	86%	False	False	22,112
60	4,292.0	3,950.0	342.0	8.1%	35.1	0.8%	87%	False	False	19,205
80	4,410.0	3,950.0	460.0	10.8%	33.0	0.8%	64%	False	False	14,444
100	4,410.0	3,950.0	460.0	10.8%	29.5	0.7%	64%	False	False	11,570

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	7.2
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	4,501.3
2.618	4,414.8
1.618	4,361.8
1.000	4,329.0
0.618	4,308.8
HIGH	4,276.0
0.618	4,255.8
0.500	4,249.5
0.382	4,243.2
LOW	4,223.0
0.618	4,190.2
1.000	4,170.0
1.618	4,137.2
2.618	4,084.2
4.250	3,997.8

Fisher Pivots for day following 15-Aug-2012
Pivot	1 day	3 day
R1	4,249.5	4,252.0
PP	4,248.3	4,250.0
S1	4,247.2	4,248.0

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

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