ASX SPI 200 Index Future March 2016

Trading Metrics calculated at close of trading on 17-Mar-2016

Day Change Summary
	Previous	Current
	16-Mar-2016	17-Mar-2016	Change	Change %	Previous Week
Open	5,097.0	5,162.0	65.0	1.3%	5,139.0
High	5,127.0	5,180.0	53.0	1.0%	5,184.0
Low	5,088.0	5,161.0	73.0	1.4%	5,077.0
Close	5,126.0	5,162.0	36.0	0.7%	5,180.0
Range	39.0	19.0	-20.0	-51.3%	107.0
ATR	74.1	72.6	-1.4	-1.9%	0.0
Volume	79,279	1,913	-77,366	-97.6%	158,800

Daily Pivots for day following 17-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,224.7	5,212.3	5,172.5
R3	5,205.7	5,193.3	5,167.2
R2	5,186.7	5,186.7	5,165.5
R1	5,174.3	5,174.3	5,163.7	5,171.5
PP	5,167.7	5,167.7	5,167.7	5,166.3
S1	5,155.3	5,155.3	5,160.3	5,152.5
S2	5,148.7	5,148.7	5,158.5
S3	5,129.7	5,136.3	5,156.8
S4	5,110.7	5,117.3	5,151.6

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,468.0	5,431.0	5,238.9
R3	5,361.0	5,324.0	5,209.4
R2	5,254.0	5,254.0	5,199.6
R1	5,217.0	5,217.0	5,189.8	5,235.5
PP	5,147.0	5,147.0	5,147.0	5,156.3
S1	5,110.0	5,110.0	5,170.2	5,128.5
S2	5,040.0	5,040.0	5,160.4
S3	4,933.0	5,003.0	5,150.6
S4	4,826.0	4,896.0	5,121.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,216.0	5,088.0	128.0	2.5%	50.4	1.0%	58%	False	False	72,795
10	5,216.0	5,072.0	144.0	2.8%	50.5	1.0%	63%	False	False	51,674
20	5,216.0	4,805.0	411.0	8.0%	61.2	1.2%	87%	False	False	40,656
40	5,216.0	4,644.0	572.0	11.1%	68.3	1.3%	91%	False	False	36,151
60	5,297.0	4,644.0	653.0	12.7%	72.8	1.4%	79%	False	False	33,405
80	5,297.0	4,644.0	653.0	12.7%	69.2	1.3%	79%	False	False	29,243
100	5,307.0	4,644.0	663.0	12.8%	62.1	1.2%	78%	False	False	23,432
120	5,307.0	4,644.0	663.0	12.8%	57.2	1.1%	78%	False	False	19,536

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	True
Bear Hook	False
Bull Hook	False
Stretch	9.9
Narrowest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	5,260.8
2.618	5,229.7
1.618	5,210.7
1.000	5,199.0
0.618	5,191.7
HIGH	5,180.0
0.618	5,172.7
0.500	5,170.5
0.382	5,168.3
LOW	5,161.0
0.618	5,149.3
1.000	5,142.0
1.618	5,130.3
2.618	5,111.3
4.250	5,080.3

Fisher Pivots for day following 17-Mar-2016
Pivot	1 day	3 day
R1	5,170.5	5,153.2
PP	5,167.7	5,144.3
S1	5,164.8	5,135.5

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

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