ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 29-Jul-2016

Day Change Summary
	Previous	Current
	28-Jul-2016	29-Jul-2016	Change	Change %	Previous Week
Open	5,508.0	5,519.0	11.0	0.2%	5,474.0
High	5,521.0	5,527.0	6.0	0.1%	5,527.0
Low	5,500.0	5,491.0	-9.0	-0.2%	5,453.0
Close	5,517.0	5,519.0	2.0	0.0%	5,519.0
Range	21.0	36.0	15.0	71.4%	74.0
ATR	52.5	51.3	-1.2	-2.2%	0.0
Volume	19,290	37,258	17,968	93.1%	114,074

Daily Pivots for day following 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,620.3	5,605.7	5,538.8
R3	5,584.3	5,569.7	5,528.9
R2	5,548.3	5,548.3	5,525.6
R1	5,533.7	5,533.7	5,522.3	5,537.0
PP	5,512.3	5,512.3	5,512.3	5,514.0
S1	5,497.7	5,497.7	5,515.7	5,501.0
S2	5,476.3	5,476.3	5,512.4
S3	5,440.3	5,461.7	5,509.1
S4	5,404.3	5,425.7	5,499.2

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,721.7	5,694.3	5,559.7
R3	5,647.7	5,620.3	5,539.4
R2	5,573.7	5,573.7	5,532.6
R1	5,546.3	5,546.3	5,525.8	5,560.0
PP	5,499.7	5,499.7	5,499.7	5,506.5
S1	5,472.3	5,472.3	5,512.2	5,486.0
S2	5,425.7	5,425.7	5,505.4
S3	5,351.7	5,398.3	5,498.7
S4	5,277.7	5,324.3	5,478.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,527.0	5,453.0	74.0	1.3%	35.6	0.6%	89%	True	False	22,814
10	5,527.0	5,388.0	139.0	2.5%	37.2	0.7%	94%	True	False	23,219
20	5,527.0	5,101.0	426.0	7.7%	43.3	0.8%	98%	True	False	24,003
40	5,527.0	4,993.0	534.0	9.7%	51.3	0.9%	99%	True	False	28,881
60	5,527.0	4,993.0	534.0	9.7%	43.7	0.8%	99%	True	False	19,286
80	5,527.0	4,852.0	675.0	12.2%	36.9	0.7%	99%	True	False	14,492
100	5,527.0	4,836.0	691.0	12.5%	33.0	0.6%	99%	True	False	11,597
120	5,527.0	4,600.0	927.0	16.8%	28.2	0.5%	99%	True	False	9,665

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,680.0
2.618	5,621.2
1.618	5,585.2
1.000	5,563.0
0.618	5,549.2
HIGH	5,527.0
0.618	5,513.2
0.500	5,509.0
0.382	5,504.8
LOW	5,491.0
0.618	5,468.8
1.000	5,455.0
1.618	5,432.8
2.618	5,396.8
4.250	5,338.0

Fisher Pivots for day following 29-Jul-2016
Pivot	1 day	3 day
R1	5,515.7	5,514.7
PP	5,512.3	5,510.3
S1	5,509.0	5,506.0

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

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