ASX SPI 200 Index Future September 2012

Trading Metrics calculated at close of trading on 16-Aug-2012

Day Change Summary
	Previous	Current
	15-Aug-2012	16-Aug-2012	Change	Change %	Previous Week
Open	4,263.0	4,254.0	-9.0	-0.2%	4,242.0
High	4,276.0	4,291.0	15.0	0.4%	4,292.0
Low	4,223.0	4,249.0	26.0	0.6%	4,226.0
Close	4,246.0	4,283.0	37.0	0.9%	4,255.0
Range	53.0	42.0	-11.0	-20.8%	66.0
ATR	43.0	43.1	0.1	0.3%	0.0
Volume	30,512	21,625	-8,887	-29.1%	101,068

Daily Pivots for day following 16-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,400.3	4,383.7	4,306.1
R3	4,358.3	4,341.7	4,294.6
R2	4,316.3	4,316.3	4,290.7
R1	4,299.7	4,299.7	4,286.9	4,308.0
PP	4,274.3	4,274.3	4,274.3	4,278.5
S1	4,257.7	4,257.7	4,279.2	4,266.0
S2	4,232.3	4,232.3	4,275.3
S3	4,190.3	4,215.7	4,271.5
S4	4,148.3	4,173.7	4,259.9

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	4,291.0	4,223.0	68.0	1.6%	40.8	1.0%	88%	True	False	22,616
10	4,292.0	4,168.0	124.0	2.9%	34.0	0.8%	93%	False	False	21,536
20	4,292.0	4,033.0	259.0	6.0%	34.7	0.8%	97%	False	False	22,392
40	4,292.0	3,959.0	333.0	7.8%	36.3	0.8%	97%	False	False	22,065
60	4,292.0	3,950.0	342.0	8.0%	35.3	0.8%	97%	False	False	19,562
80	4,410.0	3,950.0	460.0	10.7%	33.2	0.8%	72%	False	False	14,713
100	4,410.0	3,950.0	460.0	10.7%	29.8	0.7%	72%	False	False	11,786

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	7.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,469.5
2.618	4,401.0
1.618	4,359.0
1.000	4,333.0
0.618	4,317.0
HIGH	4,291.0
0.618	4,275.0
0.500	4,270.0
0.382	4,265.0
LOW	4,249.0
0.618	4,223.0
1.000	4,207.0
1.618	4,181.0
2.618	4,139.0
4.250	4,070.5

Fisher Pivots for day following 16-Aug-2012
Pivot	1 day	3 day
R1	4,278.7	4,274.3
PP	4,274.3	4,265.7
S1	4,270.0	4,257.0

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

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