ASX SPI 200 Index Future March 2016

Trading Metrics calculated at close of trading on 09-Feb-2016

Day Change Summary
	Previous	Current
	08-Feb-2016	09-Feb-2016	Change	Change %	Previous Week
Open	4,860.0	4,848.0	-12.0	-0.2%	5,010.0
High	4,929.0	4,859.0	-70.0	-1.4%	5,023.0
Low	4,860.0	4,769.0	-91.0	-1.9%	4,812.0
Close	4,923.0	4,775.0	-148.0	-3.0%	4,923.0
Range	69.0	90.0	21.0	30.4%	211.0
ATR	84.8	89.7	4.9	5.8%	0.0
Volume	17,441	33,021	15,580	89.3%	168,294

Daily Pivots for day following 09-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,071.0	5,013.0	4,824.5
R3	4,981.0	4,923.0	4,799.8
R2	4,891.0	4,891.0	4,791.5
R1	4,833.0	4,833.0	4,783.3	4,817.0
PP	4,801.0	4,801.0	4,801.0	4,793.0
S1	4,743.0	4,743.0	4,766.8	4,727.0
S2	4,711.0	4,711.0	4,758.5
S3	4,621.0	4,653.0	4,750.3
S4	4,531.0	4,563.0	4,725.5

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,552.3	5,448.7	5,039.1
R3	5,341.3	5,237.7	4,981.0
R2	5,130.3	5,130.3	4,961.7
R1	5,026.7	5,026.7	4,942.3	4,973.0
PP	4,919.3	4,919.3	4,919.3	4,892.5
S1	4,815.7	4,815.7	4,903.7	4,762.0
S2	4,708.3	4,708.3	4,884.3
S3	4,497.3	4,604.7	4,865.0
S4	4,286.3	4,393.7	4,807.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,940.0	4,769.0	171.0	3.6%	76.0	1.6%	4%	False	True	27,955
10	5,023.0	4,769.0	254.0	5.3%	73.2	1.5%	2%	False	True	31,318
20	5,023.0	4,747.0	276.0	5.8%	75.0	1.6%	10%	False	False	31,325
40	5,297.0	4,747.0	550.0	11.5%	76.9	1.6%	5%	False	False	32,367
60	5,297.0	4,747.0	550.0	11.5%	65.5	1.4%	5%	False	False	21,636
80	5,307.0	4,747.0	560.0	11.7%	55.2	1.2%	5%	False	False	16,261
100	5,307.0	4,747.0	560.0	11.7%	51.9	1.1%	5%	False	False	13,022
120	5,307.0	4,747.0	560.0	11.7%	46.9	1.0%	5%	False	False	10,876

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.2
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	5,241.5
2.618	5,094.6
1.618	5,004.6
1.000	4,949.0
0.618	4,914.6
HIGH	4,859.0
0.618	4,824.6
0.500	4,814.0
0.382	4,803.4
LOW	4,769.0
0.618	4,713.4
1.000	4,679.0
1.618	4,623.4
2.618	4,533.4
4.250	4,386.5

Fisher Pivots for day following 09-Feb-2016
Pivot	1 day	3 day
R1	4,814.0	4,853.5
PP	4,801.0	4,827.3
S1	4,788.0	4,801.2

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

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