ASX SPI 200 Index Future September 2013

Trading Metrics calculated at close of trading on 02-Aug-2013

Day Change Summary
	Previous	Current
	01-Aug-2013	02-Aug-2013	Change	Change %	Previous Week
Open	5,027.0	5,059.0	32.0	0.6%	5,010.0
High	5,052.0	5,074.0	22.0	0.4%	5,074.0
Low	4,984.0	5,050.0	66.0	1.3%	4,983.0
Close	5,007.0	5,068.0	61.0	1.2%	5,068.0
Range	68.0	24.0	-44.0	-64.7%	91.0
ATR	53.2	54.2	1.0	1.8%	0.0
Volume	27,012	19,650	-7,362	-27.3%	113,328

Daily Pivots for day following 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,136.0	5,126.0	5,081.2
R3	5,112.0	5,102.0	5,074.6
R2	5,088.0	5,088.0	5,072.4
R1	5,078.0	5,078.0	5,070.2	5,083.0
PP	5,064.0	5,064.0	5,064.0	5,066.5
S1	5,054.0	5,054.0	5,065.8	5,059.0
S2	5,040.0	5,040.0	5,063.6
S3	5,016.0	5,030.0	5,061.4
S4	4,992.0	5,006.0	5,054.8

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,314.7	5,282.3	5,118.1
R3	5,223.7	5,191.3	5,093.0
R2	5,132.7	5,132.7	5,084.7
R1	5,100.3	5,100.3	5,076.3	5,116.5
PP	5,041.7	5,041.7	5,041.7	5,049.8
S1	5,009.3	5,009.3	5,059.7	5,025.5
S2	4,950.7	4,950.7	5,051.3
S3	4,859.7	4,918.3	5,043.0
S4	4,768.7	4,827.3	5,018.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,074.0	4,983.0	91.0	1.8%	42.0	0.8%	93%	True	False	22,665
10	5,074.0	4,952.0	122.0	2.4%	39.5	0.8%	95%	True	False	20,473
20	5,074.0	4,745.0	329.0	6.5%	43.5	0.9%	98%	True	False	19,958
40	5,074.0	4,598.0	476.0	9.4%	54.8	1.1%	99%	True	False	27,158
60	5,192.0	4,598.0	594.0	11.7%	46.7	0.9%	79%	False	False	18,215
80	5,192.0	4,598.0	594.0	11.7%	37.6	0.7%	79%	False	False	13,667
100	5,192.0	4,598.0	594.0	11.7%	31.7	0.6%	79%	False	False	10,941
120	5,192.0	4,598.0	594.0	11.7%	26.6	0.5%	79%	False	False	9,126

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	11.9
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	5,176.0
2.618	5,136.8
1.618	5,112.8
1.000	5,098.0
0.618	5,088.8
HIGH	5,074.0
0.618	5,064.8
0.500	5,062.0
0.382	5,059.2
LOW	5,050.0
0.618	5,035.2
1.000	5,026.0
1.618	5,011.2
2.618	4,987.2
4.250	4,948.0

Fisher Pivots for day following 02-Aug-2013
Pivot	1 day	3 day
R1	5,066.0	5,055.0
PP	5,064.0	5,042.0
S1	5,062.0	5,029.0

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

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