ASX SPI 200 Index Future March 2017

Trading Metrics calculated at close of trading on 16-Mar-2017

Day Change Summary
	Previous	Current
	15-Mar-2017	16-Mar-2017	Change	Change %	Previous Week
Open	5,741.0	5,795.0	54.0	0.9%	5,725.0
High	5,784.0	5,807.0	23.0	0.4%	5,784.0
Low	5,728.0	5,778.0	50.0	0.9%	5,700.0
Close	5,782.0	5,781.0	-1.0	0.0%	5,779.0
Range	56.0	29.0	-27.0	-48.2%	84.0
ATR	45.6	44.4	-1.2	-2.6%	0.0
Volume	148,946	1,457	-147,489	-99.0%	149,362

Daily Pivots for day following 16-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,875.7	5,857.3	5,797.0
R3	5,846.7	5,828.3	5,789.0
R2	5,817.7	5,817.7	5,786.3
R1	5,799.3	5,799.3	5,783.7	5,794.0
PP	5,788.7	5,788.7	5,788.7	5,786.0
S1	5,770.3	5,770.3	5,778.3	5,765.0
S2	5,759.7	5,759.7	5,775.7
S3	5,730.7	5,741.3	5,773.0
S4	5,701.7	5,712.3	5,765.1

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,006.3	5,976.7	5,825.2
R3	5,922.3	5,892.7	5,802.1
R2	5,838.3	5,838.3	5,794.4
R1	5,808.7	5,808.7	5,786.7	5,823.5
PP	5,754.3	5,754.3	5,754.3	5,761.8
S1	5,724.7	5,724.7	5,771.3	5,739.5
S2	5,670.3	5,670.3	5,763.6
S3	5,586.3	5,640.7	5,755.9
S4	5,502.3	5,556.7	5,732.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,807.0	5,728.0	79.0	1.4%	39.2	0.7%	67%	True	False	96,533
10	5,807.0	5,695.0	112.0	1.9%	39.0	0.7%	77%	True	False	61,689
20	5,807.0	5,654.0	153.0	2.6%	37.2	0.6%	83%	True	False	45,308
40	5,807.0	5,527.0	280.0	4.8%	41.9	0.7%	91%	True	False	35,939
60	5,807.0	5,483.0	324.0	5.6%	42.9	0.7%	92%	True	False	31,299
80	5,807.0	5,302.0	505.0	8.7%	39.4	0.7%	95%	True	False	29,123
100	5,807.0	5,009.0	798.0	13.8%	39.1	0.7%	97%	True	False	23,302
120	5,807.0	5,009.0	798.0	13.8%	34.0	0.6%	97%	True	False	19,421

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Bull Hook	True
Stretch	8.1
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,930.3
2.618	5,882.9
1.618	5,853.9
1.000	5,836.0
0.618	5,824.9
HIGH	5,807.0
0.618	5,795.9
0.500	5,792.5
0.382	5,789.1
LOW	5,778.0
0.618	5,760.1
1.000	5,749.0
1.618	5,731.1
2.618	5,702.1
4.250	5,654.8

Fisher Pivots for day following 16-Mar-2017
Pivot	1 day	3 day
R1	5,792.5	5,776.5
PP	5,788.7	5,772.0
S1	5,784.8	5,767.5

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

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