ASX SPI 200 Index Future December 2012

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

Day Change Summary
	Previous	Current
	23-Oct-2012	24-Oct-2012	Change	Change %	Previous Week
Open	4,538.0	4,496.0	-42.0	-0.9%	4,473.0
High	4,560.0	4,518.0	-42.0	-0.9%	4,580.0
Low	4,525.0	4,483.0	-42.0	-0.9%	4,471.0
Close	4,532.0	4,492.0	-40.0	-0.9%	4,567.0
Range	35.0	35.0	0.0	0.0%	109.0
ATR	35.1	36.1	1.0	2.8%	0.0
Volume	20,008	24,766	4,758	23.8%	128,148

Daily Pivots for day following 24-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,602.7	4,582.3	4,511.3
R3	4,567.7	4,547.3	4,501.6
R2	4,532.7	4,532.7	4,498.4
R1	4,512.3	4,512.3	4,495.2	4,505.0
PP	4,497.7	4,497.7	4,497.7	4,494.0
S1	4,477.3	4,477.3	4,488.8	4,470.0
S2	4,462.7	4,462.7	4,485.6
S3	4,427.7	4,442.3	4,482.4
S4	4,392.7	4,407.3	4,472.8

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,866.3	4,825.7	4,627.0
R3	4,757.3	4,716.7	4,597.0
R2	4,648.3	4,648.3	4,587.0
R1	4,607.7	4,607.7	4,577.0	4,628.0
PP	4,539.3	4,539.3	4,539.3	4,549.5
S1	4,498.7	4,498.7	4,557.0	4,519.0
S2	4,430.3	4,430.3	4,547.0
S3	4,321.3	4,389.7	4,537.0
S4	4,212.3	4,280.7	4,507.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,580.0	4,483.0	97.0	2.2%	32.4	0.7%	9%	False	True	22,556
10	4,580.0	4,448.0	132.0	2.9%	29.1	0.6%	33%	False	False	22,640
20	4,580.0	4,340.0	240.0	5.3%	32.5	0.7%	63%	False	False	21,578
40	4,580.0	4,271.0	309.0	6.9%	28.8	0.6%	72%	False	False	20,678
60	4,580.0	4,172.0	408.0	9.1%	20.9	0.5%	78%	False	False	13,811
80	4,580.0	4,031.0	549.0	12.2%	17.0	0.4%	84%	False	False	10,383
100	4,580.0	3,950.0	630.0	14.0%	14.0	0.3%	86%	False	False	8,318
120	4,580.0	3,950.0	630.0	14.0%	12.7	0.3%	86%	False	False	6,945

Crabel Price Patterns
NR	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	8.8

Fibonacci Retracements and Extensions
4.250	4,666.8
2.618	4,609.6
1.618	4,574.6
1.000	4,553.0
0.618	4,539.6
HIGH	4,518.0
0.618	4,504.6
0.500	4,500.5
0.382	4,496.4
LOW	4,483.0
0.618	4,461.4
1.000	4,448.0
1.618	4,426.4
2.618	4,391.4
4.250	4,334.3

Fisher Pivots for day following 24-Oct-2012
Pivot	1 day	3 day
R1	4,500.5	4,521.5
PP	4,497.7	4,511.7
S1	4,494.8	4,501.8

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

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