ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 05-Aug-2016

Day Change Summary
	Previous	Current
	04-Aug-2016	05-Aug-2016	Change	Change %	Previous Week
Open	5,447.0	5,452.0	5.0	0.1%	5,531.0
High	5,460.0	5,465.0	5.0	0.1%	5,569.0
Low	5,426.0	5,442.0	16.0	0.3%	5,415.0
Close	5,435.0	5,458.0	23.0	0.4%	5,458.0
Range	34.0	23.0	-11.0	-32.4%	154.0
ATR	53.3	51.6	-1.7	-3.1%	0.0
Volume	19,642	16,727	-2,915	-14.8%	113,647

Daily Pivots for day following 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,524.0	5,514.0	5,470.7
R3	5,501.0	5,491.0	5,464.3
R2	5,478.0	5,478.0	5,462.2
R1	5,468.0	5,468.0	5,460.1	5,473.0
PP	5,455.0	5,455.0	5,455.0	5,457.5
S1	5,445.0	5,445.0	5,455.9	5,450.0
S2	5,432.0	5,432.0	5,453.8
S3	5,409.0	5,422.0	5,451.7
S4	5,386.0	5,399.0	5,445.4

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,942.7	5,854.3	5,542.7
R3	5,788.7	5,700.3	5,500.4
R2	5,634.7	5,634.7	5,486.2
R1	5,546.3	5,546.3	5,472.1	5,513.5
PP	5,480.7	5,480.7	5,480.7	5,464.3
S1	5,392.3	5,392.3	5,443.9	5,359.5
S2	5,326.7	5,326.7	5,429.8
S3	5,172.7	5,238.3	5,415.7
S4	5,018.7	5,084.3	5,373.3

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	5,415.0	154.0	2.8%	42.6	0.8%	28%	False	False	22,729
10	5,569.0	5,415.0	154.0	2.8%	39.1	0.7%	28%	False	False	22,772
20	5,569.0	5,250.0	319.0	5.8%	39.4	0.7%	65%	False	False	23,443
40	5,569.0	4,993.0	576.0	10.6%	52.4	1.0%	81%	False	False	31,534
60	5,569.0	4,993.0	576.0	10.6%	45.2	0.8%	81%	False	False	21,167
80	5,569.0	4,993.0	576.0	10.6%	38.0	0.7%	81%	False	False	15,904
100	5,569.0	4,836.0	733.0	13.4%	35.1	0.6%	85%	False	False	12,734
120	5,569.0	4,773.0	796.0	14.6%	29.4	0.5%	86%	False	False	10,612

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	False
Stretch	10.6
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,562.8
2.618	5,525.2
1.618	5,502.2
1.000	5,488.0
0.618	5,479.2
HIGH	5,465.0
0.618	5,456.2
0.500	5,453.5
0.382	5,450.8
LOW	5,442.0
0.618	5,427.8
1.000	5,419.0
1.618	5,404.8
2.618	5,381.8
4.250	5,344.3

Fisher Pivots for day following 05-Aug-2016
Pivot	1 day	3 day
R1	5,456.5	5,452.0
PP	5,455.0	5,446.0
S1	5,453.5	5,440.0

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

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