ASX SPI 200 Index Future September 2012

Trading Metrics calculated at close of trading on 24-Aug-2012

Day Change Summary
	Previous	Current
	23-Aug-2012	24-Aug-2012	Change	Change %	Previous Week
Open	4,370.0	4,338.0	-32.0	-0.7%	4,336.0
High	4,390.0	4,343.0	-47.0	-1.1%	4,391.0
Low	4,356.0	4,323.0	-33.0	-0.8%	4,323.0
Close	4,368.0	4,332.0	-36.0	-0.8%	4,332.0
Range	34.0	20.0	-14.0	-41.2%	68.0
ATR	41.5	41.8	0.2	0.6%	0.0
Volume	23,482	17,079	-6,403	-27.3%	112,052

Daily Pivots for day following 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,392.7	4,382.3	4,343.0
R3	4,372.7	4,362.3	4,337.5
R2	4,352.7	4,352.7	4,335.7
R1	4,342.3	4,342.3	4,333.8	4,337.5
PP	4,332.7	4,332.7	4,332.7	4,330.3
S1	4,322.3	4,322.3	4,330.2	4,317.5
S2	4,312.7	4,312.7	4,328.3
S3	4,292.7	4,302.3	4,326.5
S4	4,272.7	4,282.3	4,321.0

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,552.7	4,510.3	4,369.4
R3	4,484.7	4,442.3	4,350.7
R2	4,416.7	4,416.7	4,344.5
R1	4,374.3	4,374.3	4,338.2	4,361.5
PP	4,348.7	4,348.7	4,348.7	4,342.3
S1	4,306.3	4,306.3	4,325.8	4,293.5
S2	4,280.7	4,280.7	4,319.5
S3	4,212.7	4,238.3	4,313.3
S4	4,144.7	4,170.3	4,294.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,391.0	4,323.0	68.0	1.6%	31.4	0.7%	13%	False	True	22,410
10	4,391.0	4,223.0	168.0	3.9%	36.7	0.8%	65%	False	False	22,917
20	4,391.0	4,168.0	223.0	5.1%	32.9	0.8%	74%	False	False	22,340
40	4,391.0	4,025.0	366.0	8.4%	34.6	0.8%	84%	False	False	21,826
60	4,391.0	3,950.0	441.0	10.2%	36.1	0.8%	87%	False	False	21,844
80	4,391.0	3,950.0	441.0	10.2%	34.4	0.8%	87%	False	False	16,436
100	4,410.0	3,950.0	460.0	10.6%	30.3	0.7%	83%	False	False	13,163

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	10.7
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	4,428.0
2.618	4,395.4
1.618	4,375.4
1.000	4,363.0
0.618	4,355.4
HIGH	4,343.0
0.618	4,335.4
0.500	4,333.0
0.382	4,330.6
LOW	4,323.0
0.618	4,310.6
1.000	4,303.0
1.618	4,290.6
2.618	4,270.6
4.250	4,238.0

Fisher Pivots for day following 24-Aug-2012
Pivot	1 day	3 day
R1	4,333.0	4,356.5
PP	4,332.7	4,348.3
S1	4,332.3	4,340.2

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

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