ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 22-Aug-2016

Day Change Summary
	Previous	Current
	19-Aug-2016	22-Aug-2016	Change	Change %	Previous Week
Open	5,494.0	5,492.0	-2.0	0.0%	5,481.0
High	5,505.0	5,508.0	3.0	0.1%	5,526.0
Low	5,472.0	5,475.0	3.0	0.1%	5,465.0
Close	5,496.0	5,491.0	-5.0	-0.1%	5,496.0
Range	33.0	33.0	0.0	0.0%	61.0
ATR	46.7	45.7	-1.0	-2.1%	0.0
Volume	19,079	20,422	1,343	7.0%	116,201

Daily Pivots for day following 22-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,590.3	5,573.7	5,509.2
R3	5,557.3	5,540.7	5,500.1
R2	5,524.3	5,524.3	5,497.1
R1	5,507.7	5,507.7	5,494.0	5,499.5
PP	5,491.3	5,491.3	5,491.3	5,487.3
S1	5,474.7	5,474.7	5,488.0	5,466.5
S2	5,458.3	5,458.3	5,485.0
S3	5,425.3	5,441.7	5,481.9
S4	5,392.3	5,408.7	5,472.9

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,678.7	5,648.3	5,529.6
R3	5,617.7	5,587.3	5,512.8
R2	5,556.7	5,556.7	5,507.2
R1	5,526.3	5,526.3	5,501.6	5,541.5
PP	5,495.7	5,495.7	5,495.7	5,503.3
S1	5,465.3	5,465.3	5,490.4	5,480.5
S2	5,434.7	5,434.7	5,484.8
S3	5,373.7	5,404.3	5,479.2
S4	5,312.7	5,343.3	5,462.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,526.0	5,465.0	61.0	1.1%	39.4	0.7%	43%	False	False	23,793
10	5,526.0	5,432.0	94.0	1.7%	39.8	0.7%	63%	False	False	23,637
20	5,569.0	5,415.0	154.0	2.8%	38.8	0.7%	49%	False	False	23,262
40	5,569.0	4,993.0	576.0	10.5%	43.6	0.8%	86%	False	False	24,707
60	5,569.0	4,993.0	576.0	10.5%	47.0	0.9%	86%	False	False	25,421
80	5,569.0	4,993.0	576.0	10.5%	41.8	0.8%	86%	False	False	19,087
100	5,569.0	4,836.0	733.0	13.3%	38.2	0.7%	89%	False	False	15,291
120	5,569.0	4,836.0	733.0	13.3%	32.8	0.6%	89%	False	False	12,745

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	9.4

Fibonacci Retracements and Extensions
4.250	5,648.3
2.618	5,594.4
1.618	5,561.4
1.000	5,541.0
0.618	5,528.4
HIGH	5,508.0
0.618	5,495.4
0.500	5,491.5
0.382	5,487.6
LOW	5,475.0
0.618	5,454.6
1.000	5,442.0
1.618	5,421.6
2.618	5,388.6
4.250	5,334.8

Fisher Pivots for day following 22-Aug-2016
Pivot	1 day	3 day
R1	5,491.5	5,495.5
PP	5,491.3	5,494.0
S1	5,491.2	5,492.5

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

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