ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 15-Aug-2016

Day Change Summary
	Previous	Current
	12-Aug-2016	15-Aug-2016	Change	Change %	Previous Week
Open	5,494.0	5,481.0	-13.0	-0.2%	5,486.0
High	5,511.0	5,502.0	-9.0	-0.2%	5,511.0
Low	5,460.0	5,467.0	7.0	0.1%	5,432.0
Close	5,485.0	5,495.0	10.0	0.2%	5,485.0
Range	51.0	35.0	-16.0	-31.4%	79.0
ATR	49.6	48.5	-1.0	-2.1%	0.0
Volume	26,206	17,657	-8,549	-32.6%	119,408

Daily Pivots for day following 15-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,593.0	5,579.0	5,514.3
R3	5,558.0	5,544.0	5,504.6
R2	5,523.0	5,523.0	5,501.4
R1	5,509.0	5,509.0	5,498.2	5,516.0
PP	5,488.0	5,488.0	5,488.0	5,491.5
S1	5,474.0	5,474.0	5,491.8	5,481.0
S2	5,453.0	5,453.0	5,488.6
S3	5,418.0	5,439.0	5,485.4
S4	5,383.0	5,404.0	5,475.8

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,713.0	5,678.0	5,528.5
R3	5,634.0	5,599.0	5,506.7
R2	5,555.0	5,555.0	5,499.5
R1	5,520.0	5,520.0	5,492.2	5,498.0
PP	5,476.0	5,476.0	5,476.0	5,465.0
S1	5,441.0	5,441.0	5,477.8	5,419.0
S2	5,397.0	5,397.0	5,470.5
S3	5,318.0	5,362.0	5,463.3
S4	5,239.0	5,283.0	5,441.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,511.0	5,432.0	79.0	1.4%	40.2	0.7%	80%	False	False	23,482
10	5,548.0	5,415.0	133.0	2.4%	38.8	0.7%	60%	False	False	22,698
20	5,569.0	5,388.0	181.0	3.3%	38.7	0.7%	59%	False	False	22,994
40	5,569.0	4,993.0	576.0	10.5%	50.2	0.9%	87%	False	False	25,829
60	5,569.0	4,993.0	576.0	10.5%	46.7	0.8%	87%	False	False	23,443
80	5,569.0	4,993.0	576.0	10.5%	40.6	0.7%	87%	False	False	17,606
100	5,569.0	4,836.0	733.0	13.3%	36.6	0.7%	90%	False	False	14,102
120	5,569.0	4,775.0	794.0	14.4%	31.2	0.6%	91%	False	False	11,754

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	9.4
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,650.8
2.618	5,593.6
1.618	5,558.6
1.000	5,537.0
0.618	5,523.6
HIGH	5,502.0
0.618	5,488.6
0.500	5,484.5
0.382	5,480.4
LOW	5,467.0
0.618	5,445.4
1.000	5,432.0
1.618	5,410.4
2.618	5,375.4
4.250	5,318.3

Fisher Pivots for day following 15-Aug-2016
Pivot	1 day	3 day
R1	5,491.5	5,487.2
PP	5,488.0	5,479.3
S1	5,484.5	5,471.5

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

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