ASX SPI 200 Index Future September 2012

Trading Metrics calculated at close of trading on 06-Sep-2012

Day Change Summary
	Previous	Current
	05-Sep-2012	06-Sep-2012	Change	Change %	Previous Week
Open	4,294.0	4,304.0	10.0	0.2%	4,359.0
High	4,301.0	4,330.0	29.0	0.7%	4,366.0
Low	4,257.0	4,300.0	43.0	1.0%	4,287.0
Close	4,282.0	4,317.0	35.0	0.8%	4,308.0
Range	44.0	30.0	-14.0	-31.8%	79.0
ATR	43.0	43.4	0.4	0.8%	0.0
Volume	25,206	29,148	3,942	15.6%	105,966

Daily Pivots for day following 06-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,405.7	4,391.3	4,333.5
R3	4,375.7	4,361.3	4,325.3
R2	4,345.7	4,345.7	4,322.5
R1	4,331.3	4,331.3	4,319.8	4,338.5
PP	4,315.7	4,315.7	4,315.7	4,319.3
S1	4,301.3	4,301.3	4,314.3	4,308.5
S2	4,285.7	4,285.7	4,311.5
S3	4,255.7	4,271.3	4,308.8
S4	4,225.7	4,241.3	4,300.5

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,557.3	4,511.7	4,351.5
R3	4,478.3	4,432.7	4,329.7
R2	4,399.3	4,399.3	4,322.5
R1	4,353.7	4,353.7	4,315.2	4,337.0
PP	4,320.3	4,320.3	4,320.3	4,312.0
S1	4,274.7	4,274.7	4,300.8	4,258.0
S2	4,241.3	4,241.3	4,293.5
S3	4,162.3	4,195.7	4,286.3
S4	4,083.3	4,116.7	4,264.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,343.0	4,257.0	86.0	2.0%	43.2	1.0%	70%	False	False	26,319
10	4,366.0	4,257.0	109.0	2.5%	36.7	0.9%	55%	False	False	22,962
20	4,391.0	4,223.0	168.0	3.9%	37.9	0.9%	56%	False	False	23,185
40	4,391.0	4,028.0	363.0	8.4%	36.2	0.8%	80%	False	False	22,840
60	4,391.0	3,959.0	432.0	10.0%	36.9	0.9%	83%	False	False	24,907
80	4,391.0	3,950.0	441.0	10.2%	36.1	0.8%	83%	False	False	19,069
100	4,410.0	3,950.0	460.0	10.7%	33.0	0.8%	80%	False	False	15,285
120	4,410.0	3,950.0	460.0	10.7%	30.8	0.7%	80%	False	False	12,747

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	7.6
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,457.5
2.618	4,408.5
1.618	4,378.5
1.000	4,360.0
0.618	4,348.5
HIGH	4,330.0
0.618	4,318.5
0.500	4,315.0
0.382	4,311.5
LOW	4,300.0
0.618	4,281.5
1.000	4,270.0
1.618	4,251.5
2.618	4,221.5
4.250	4,172.5

Fisher Pivots for day following 06-Sep-2012
Pivot	1 day	3 day
R1	4,316.3	4,311.3
PP	4,315.7	4,305.7
S1	4,315.0	4,300.0

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

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