ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 16-Aug-2016

Day Change Summary
	Previous	Current
	15-Aug-2016	16-Aug-2016	Change	Change %	Previous Week
Open	5,481.0	5,512.0	31.0	0.6%	5,486.0
High	5,502.0	5,512.0	10.0	0.2%	5,511.0
Low	5,467.0	5,484.0	17.0	0.3%	5,432.0
Close	5,495.0	5,488.0	-7.0	-0.1%	5,485.0
Range	35.0	28.0	-7.0	-20.0%	79.0
ATR	48.5	47.1	-1.5	-3.0%	0.0
Volume	17,657	21,086	3,429	19.4%	119,408

Daily Pivots for day following 16-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,578.7	5,561.3	5,503.4
R3	5,550.7	5,533.3	5,495.7
R2	5,522.7	5,522.7	5,493.1
R1	5,505.3	5,505.3	5,490.6	5,500.0
PP	5,494.7	5,494.7	5,494.7	5,492.0
S1	5,477.3	5,477.3	5,485.4	5,472.0
S2	5,466.7	5,466.7	5,482.9
S3	5,438.7	5,449.3	5,480.3
S4	5,410.7	5,421.3	5,472.6

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	5,512.0	5,432.0	80.0	1.5%	41.4	0.8%	70%	True	False	24,099
10	5,512.0	5,415.0	97.0	1.8%	35.6	0.6%	75%	True	False	21,987
20	5,569.0	5,404.0	165.0	3.0%	38.3	0.7%	51%	False	False	23,029
40	5,569.0	4,993.0	576.0	10.5%	49.8	0.9%	86%	False	False	25,741
60	5,569.0	4,993.0	576.0	10.5%	46.6	0.8%	86%	False	False	23,795
80	5,569.0	4,993.0	576.0	10.5%	40.8	0.7%	86%	False	False	17,869
100	5,569.0	4,836.0	733.0	13.4%	36.6	0.7%	89%	False	False	14,313
120	5,569.0	4,775.0	794.0	14.5%	31.5	0.6%	90%	False	False	11,929

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	True
Bear Hook	False
Bull Hook	True
Stretch	8.0
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,631.0
2.618	5,585.3
1.618	5,557.3
1.000	5,540.0
0.618	5,529.3
HIGH	5,512.0
0.618	5,501.3
0.500	5,498.0
0.382	5,494.7
LOW	5,484.0
0.618	5,466.7
1.000	5,456.0
1.618	5,438.7
2.618	5,410.7
4.250	5,365.0

Fisher Pivots for day following 16-Aug-2016
Pivot	1 day	3 day
R1	5,498.0	5,487.3
PP	5,494.7	5,486.7
S1	5,491.3	5,486.0

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

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