ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 02-Aug-2016

Day Change Summary
	Previous	Current
	01-Aug-2016	02-Aug-2016	Change	Change %	Previous Week
Open	5,531.0	5,534.0	3.0	0.1%	5,474.0
High	5,569.0	5,548.0	-21.0	-0.4%	5,527.0
Low	5,520.0	5,488.0	-32.0	-0.6%	5,453.0
Close	5,546.0	5,500.0	-46.0	-0.8%	5,519.0
Range	49.0	60.0	11.0	22.4%	74.0
ATR	51.2	51.8	0.6	1.2%	0.0
Volume	23,732	28,187	4,455	18.8%	114,074

Daily Pivots for day following 02-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,692.0	5,656.0	5,533.0
R3	5,632.0	5,596.0	5,516.5
R2	5,572.0	5,572.0	5,511.0
R1	5,536.0	5,536.0	5,505.5	5,524.0
PP	5,512.0	5,512.0	5,512.0	5,506.0
S1	5,476.0	5,476.0	5,494.5	5,464.0
S2	5,452.0	5,452.0	5,489.0
S3	5,392.0	5,416.0	5,483.5
S4	5,332.0	5,356.0	5,467.0

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	5,569.0	5,485.0	84.0	1.5%	41.4	0.8%	18%	False	False	25,796
10	5,569.0	5,404.0	165.0	3.0%	40.9	0.7%	58%	False	False	24,070
20	5,569.0	5,101.0	468.0	8.5%	40.9	0.7%	85%	False	False	24,150
40	5,569.0	4,993.0	576.0	10.5%	52.6	1.0%	88%	False	False	30,177
60	5,569.0	4,993.0	576.0	10.5%	45.3	0.8%	88%	False	False	20,149
80	5,569.0	4,852.0	717.0	13.0%	37.8	0.7%	90%	False	False	15,138
100	5,569.0	4,836.0	733.0	13.3%	34.1	0.6%	91%	False	False	12,117
120	5,569.0	4,633.0	936.0	17.0%	28.7	0.5%	93%	False	False	10,097

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	9.8
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	5,803.0
2.618	5,705.1
1.618	5,645.1
1.000	5,608.0
0.618	5,585.1
HIGH	5,548.0
0.618	5,525.1
0.500	5,518.0
0.382	5,510.9
LOW	5,488.0
0.618	5,450.9
1.000	5,428.0
1.618	5,390.9
2.618	5,330.9
4.250	5,233.0

Fisher Pivots for day following 02-Aug-2016
Pivot	1 day	3 day
R1	5,518.0	5,528.5
PP	5,512.0	5,519.0
S1	5,506.0	5,509.5

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

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