ASX SPI 200 Index Future September 2013

Trading Metrics calculated at close of trading on 17-Jul-2013

Day Change Summary
	Previous	Current
	16-Jul-2013	17-Jul-2013	Change	Change %	Previous Week
Open	4,960.0	4,950.0	-10.0	-0.2%	4,795.0
High	4,969.0	4,956.0	-13.0	-0.3%	4,977.0
Low	4,933.0	4,934.0	1.0	0.0%	4,745.0
Close	4,947.0	4,940.0	-7.0	-0.1%	4,936.0
Range	36.0	22.0	-14.0	-38.9%	232.0
ATR	67.3	64.1	-3.2	-4.8%	0.0
Volume	14,460	17,298	2,838	19.6%	109,618

Daily Pivots for day following 17-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,009.3	4,996.7	4,952.1
R3	4,987.3	4,974.7	4,946.1
R2	4,965.3	4,965.3	4,944.0
R1	4,952.7	4,952.7	4,942.0	4,948.0
PP	4,943.3	4,943.3	4,943.3	4,941.0
S1	4,930.7	4,930.7	4,938.0	4,926.0
S2	4,921.3	4,921.3	4,936.0
S3	4,899.3	4,908.7	4,934.0
S4	4,877.3	4,886.7	4,927.9

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,582.0	5,491.0	5,063.6
R3	5,350.0	5,259.0	4,999.8
R2	5,118.0	5,118.0	4,978.5
R1	5,027.0	5,027.0	4,957.3	5,072.5
PP	4,886.0	4,886.0	4,886.0	4,908.8
S1	4,795.0	4,795.0	4,914.7	4,840.5
S2	4,654.0	4,654.0	4,893.5
S3	4,422.0	4,563.0	4,872.2
S4	4,190.0	4,331.0	4,808.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,977.0	4,892.0	85.0	1.7%	36.2	0.7%	56%	False	False	18,289
10	4,977.0	4,728.0	249.0	5.0%	45.5	0.9%	85%	False	False	18,901
20	4,977.0	4,598.0	379.0	7.7%	62.5	1.3%	90%	False	False	25,802
40	5,188.0	4,598.0	590.0	11.9%	55.3	1.1%	58%	False	False	21,300
60	5,192.0	4,598.0	594.0	12.0%	39.3	0.8%	58%	False	False	14,211
80	5,192.0	4,598.0	594.0	12.0%	32.9	0.7%	58%	False	False	10,668
100	5,192.0	4,598.0	594.0	12.0%	26.9	0.5%	58%	False	False	8,544
120	5,192.0	4,598.0	594.0	12.0%	22.6	0.5%	58%	False	False	7,123

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.0
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	5,049.5
2.618	5,013.6
1.618	4,991.6
1.000	4,978.0
0.618	4,969.6
HIGH	4,956.0
0.618	4,947.6
0.500	4,945.0
0.382	4,942.4
LOW	4,934.0
0.618	4,920.4
1.000	4,912.0
1.618	4,898.4
2.618	4,876.4
4.250	4,840.5

Fisher Pivots for day following 17-Jul-2013
Pivot	1 day	3 day
R1	4,945.0	4,945.5
PP	4,943.3	4,943.7
S1	4,941.7	4,941.8

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

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