ASX SPI 200 Index Future September 2012

Trading Metrics calculated at close of trading on 27-Aug-2012

Day Change Summary
	Previous	Current
	24-Aug-2012	27-Aug-2012	Change	Change %	Previous Week
Open	4,338.0	4,359.0	21.0	0.5%	4,336.0
High	4,343.0	4,366.0	23.0	0.5%	4,391.0
Low	4,323.0	4,327.0	4.0	0.1%	4,323.0
Close	4,332.0	4,337.0	5.0	0.1%	4,332.0
Range	20.0	39.0	19.0	95.0%	68.0
ATR	41.8	41.6	-0.2	-0.5%	0.0
Volume	17,079	17,288	209	1.2%	112,052

Daily Pivots for day following 27-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,460.3	4,437.7	4,358.5
R3	4,421.3	4,398.7	4,347.7
R2	4,382.3	4,382.3	4,344.2
R1	4,359.7	4,359.7	4,340.6	4,351.5
PP	4,343.3	4,343.3	4,343.3	4,339.3
S1	4,320.7	4,320.7	4,333.4	4,312.5
S2	4,304.3	4,304.3	4,329.9
S3	4,265.3	4,281.7	4,326.3
S4	4,226.3	4,242.7	4,315.6

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%	32.6	0.8%	21%	False	False	20,965
10	4,391.0	4,223.0	168.0	3.9%	36.5	0.8%	68%	False	False	22,843
20	4,391.0	4,168.0	223.0	5.1%	33.9	0.8%	76%	False	False	21,976
40	4,391.0	4,025.0	366.0	8.4%	34.7	0.8%	85%	False	False	21,585
60	4,391.0	3,950.0	441.0	10.2%	36.1	0.8%	88%	False	False	22,129
80	4,391.0	3,950.0	441.0	10.2%	34.6	0.8%	88%	False	False	16,651
100	4,410.0	3,950.0	460.0	10.6%	30.7	0.7%	84%	False	False	13,336

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	10.2
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,531.8
2.618	4,468.1
1.618	4,429.1
1.000	4,405.0
0.618	4,390.1
HIGH	4,366.0
0.618	4,351.1
0.500	4,346.5
0.382	4,341.9
LOW	4,327.0
0.618	4,302.9
1.000	4,288.0
1.618	4,263.9
2.618	4,224.9
4.250	4,161.3

Fisher Pivots for day following 27-Aug-2012
Pivot	1 day	3 day
R1	4,346.5	4,356.5
PP	4,343.3	4,350.0
S1	4,340.2	4,343.5

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

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