ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 15-Sep-2016

Day Change Summary
	Previous	Current
	14-Sep-2016	15-Sep-2016	Change	Change %	Previous Week
Open	5,178.0	5,220.0	42.0	0.8%	5,374.0
High	5,238.0	5,229.0	-9.0	-0.2%	5,435.0
Low	5,178.0	5,195.0	17.0	0.3%	5,321.0
Close	5,233.0	5,204.0	-29.0	-0.6%	5,325.0
Range	60.0	34.0	-26.0	-43.3%	114.0
ATR	56.1	54.8	-1.3	-2.3%	0.0
Volume	88,804	990	-87,814	-98.9%	128,723

Daily Pivots for day following 15-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,311.3	5,291.7	5,222.7
R3	5,277.3	5,257.7	5,213.4
R2	5,243.3	5,243.3	5,210.2
R1	5,223.7	5,223.7	5,207.1	5,216.5
PP	5,209.3	5,209.3	5,209.3	5,205.8
S1	5,189.7	5,189.7	5,200.9	5,182.5
S2	5,175.3	5,175.3	5,197.8
S3	5,141.3	5,155.7	5,194.7
S4	5,107.3	5,121.7	5,185.3

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,702.3	5,627.7	5,387.7
R3	5,588.3	5,513.7	5,356.4
R2	5,474.3	5,474.3	5,345.9
R1	5,399.7	5,399.7	5,335.5	5,380.0
PP	5,360.3	5,360.3	5,360.3	5,350.5
S1	5,285.7	5,285.7	5,314.6	5,266.0
S2	5,246.3	5,246.3	5,304.1
S3	5,132.3	5,171.7	5,293.7
S4	5,018.3	5,057.7	5,262.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,350.0	5,178.0	172.0	3.3%	51.6	1.0%	15%	False	False	94,385
10	5,435.0	5,178.0	257.0	4.9%	46.2	0.9%	10%	False	False	59,876
20	5,552.0	5,178.0	374.0	7.2%	44.5	0.9%	7%	False	False	42,093
40	5,569.0	5,178.0	391.0	7.5%	41.8	0.8%	7%	False	False	32,573
60	5,569.0	4,993.0	576.0	11.1%	48.5	0.9%	37%	False	False	31,486
80	5,569.0	4,993.0	576.0	11.1%	45.9	0.9%	37%	False	False	29,098
100	5,569.0	4,993.0	576.0	11.1%	41.8	0.8%	37%	False	False	23,293
120	5,569.0	4,836.0	733.0	14.1%	38.7	0.7%	50%	False	False	19,429

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,373.5
2.618	5,318.0
1.618	5,284.0
1.000	5,263.0
0.618	5,250.0
HIGH	5,229.0
0.618	5,216.0
0.500	5,212.0
0.382	5,208.0
LOW	5,195.0
0.618	5,174.0
1.000	5,161.0
1.618	5,140.0
2.618	5,106.0
4.250	5,050.5

Fisher Pivots for day following 15-Sep-2016
Pivot	1 day	3 day
R1	5,212.0	5,226.5
PP	5,209.3	5,219.0
S1	5,206.7	5,211.5

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

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