ASX SPI 200 Index Future March 2008

Trading Metrics calculated at close of trading on 31-Jan-2008

Day Change Summary
	Previous	Current
	30-Jan-2008	31-Jan-2008	Change	Change %	Previous Week
Open	5,782.0	5,535.0	-247.0	-4.3%	5,700.0
High	5,831.0	5,648.0	-183.0	-3.1%	5,889.0
Low	5,579.0	5,426.0	-153.0	-2.7%	5,183.0
Close	5,588.0	5,625.0	37.0	0.7%	5,884.0
Range	252.0	222.0	-30.0	-11.9%	706.0
ATR	171.7	175.3	3.6	2.1%	0.0
Volume	32,421	52,043	19,622	60.5%	222,569

Daily Pivots for day following 31-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,232.3	6,150.7	5,747.1
R3	6,010.3	5,928.7	5,686.1
R2	5,788.3	5,788.3	5,665.7
R1	5,706.7	5,706.7	5,645.4	5,747.5
PP	5,566.3	5,566.3	5,566.3	5,586.8
S1	5,484.7	5,484.7	5,604.7	5,525.5
S2	5,344.3	5,344.3	5,584.3
S3	5,122.3	5,262.7	5,564.0
S4	4,900.3	5,040.7	5,502.9

Weekly Pivots for week ending 25-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,770.0	7,533.0	6,272.3
R3	7,064.0	6,827.0	6,078.2
R2	6,358.0	6,358.0	6,013.4
R1	6,121.0	6,121.0	5,948.7	6,239.5
PP	5,652.0	5,652.0	5,652.0	5,711.3
S1	5,415.0	5,415.0	5,819.3	5,533.5
S2	4,946.0	4,946.0	5,754.6
S3	4,240.0	4,709.0	5,689.9
S4	3,534.0	4,003.0	5,495.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,889.0	5,426.0	463.0	8.2%	206.2	3.7%	43%	False	True	37,234
10	5,889.0	5,183.0	706.0	12.6%	184.5	3.3%	63%	False	False	40,340
20	6,365.0	5,183.0	1,182.0	21.0%	134.8	2.4%	37%	False	False	32,357
40	6,725.0	5,183.0	1,542.0	27.4%	103.7	1.8%	29%	False	False	24,878
60	6,757.0	5,183.0	1,574.0	28.0%	81.2	1.4%	28%	False	False	16,637
80	6,869.0	5,183.0	1,686.0	30.0%	66.4	1.2%	26%	False	False	12,497

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	False
Bear Hook	True
Bull Hook	False
Stretch	35.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,591.5
2.618	6,229.2
1.618	6,007.2
1.000	5,870.0
0.618	5,785.2
HIGH	5,648.0
0.618	5,563.2
0.500	5,537.0
0.382	5,510.8
LOW	5,426.0
0.618	5,288.8
1.000	5,204.0
1.618	5,066.8
2.618	4,844.8
4.250	4,482.5

Fisher Pivots for day following 31-Jan-2008
Pivot	1 day	3 day
R1	5,595.7	5,647.5
PP	5,566.3	5,640.0
S1	5,537.0	5,632.5

Download as Excel Spreadsheet

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

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