ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 26-Aug-2016

Day Change Summary
	Previous	Current
	25-Aug-2016	26-Aug-2016	Change	Change %	Previous Week
Open	5,530.0	5,508.0	-22.0	-0.4%	5,492.0
High	5,542.0	5,518.0	-24.0	-0.4%	5,552.0
Low	5,507.0	5,480.0	-27.0	-0.5%	5,475.0
Close	5,513.0	5,486.0	-27.0	-0.5%	5,486.0
Range	35.0	38.0	3.0	8.6%	77.0
ATR	45.0	44.5	-0.5	-1.1%	0.0
Volume	24,162	21,130	-3,032	-12.5%	115,075

Daily Pivots for day following 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,608.7	5,585.3	5,506.9
R3	5,570.7	5,547.3	5,496.5
R2	5,532.7	5,532.7	5,493.0
R1	5,509.3	5,509.3	5,489.5	5,502.0
PP	5,494.7	5,494.7	5,494.7	5,491.0
S1	5,471.3	5,471.3	5,482.5	5,464.0
S2	5,456.7	5,456.7	5,479.0
S3	5,418.7	5,433.3	5,475.6
S4	5,380.7	5,395.3	5,465.1

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,735.3	5,687.7	5,528.4
R3	5,658.3	5,610.7	5,507.2
R2	5,581.3	5,581.3	5,500.1
R1	5,533.7	5,533.7	5,493.1	5,519.0
PP	5,504.3	5,504.3	5,504.3	5,497.0
S1	5,456.7	5,456.7	5,478.9	5,442.0
S2	5,427.3	5,427.3	5,471.9
S3	5,350.3	5,379.7	5,464.8
S4	5,273.3	5,302.7	5,443.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,552.0	5,475.0	77.0	1.4%	35.0	0.6%	14%	False	False	23,015
10	5,552.0	5,465.0	87.0	1.6%	37.4	0.7%	24%	False	False	23,127
20	5,569.0	5,415.0	154.0	2.8%	38.8	0.7%	46%	False	False	23,216
40	5,569.0	5,101.0	468.0	8.5%	41.0	0.7%	82%	False	False	23,610
60	5,569.0	4,993.0	576.0	10.5%	47.1	0.9%	86%	False	False	26,993
80	5,569.0	4,993.0	576.0	10.5%	42.5	0.8%	86%	False	False	20,269
100	5,569.0	4,852.0	717.0	13.1%	37.3	0.7%	88%	False	False	16,237
120	5,569.0	4,836.0	733.0	13.4%	34.0	0.6%	89%	False	False	13,534

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	10.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,679.5
2.618	5,617.5
1.618	5,579.5
1.000	5,556.0
0.618	5,541.5
HIGH	5,518.0
0.618	5,503.5
0.500	5,499.0
0.382	5,494.5
LOW	5,480.0
0.618	5,456.5
1.000	5,442.0
1.618	5,418.5
2.618	5,380.5
4.250	5,318.5

Fisher Pivots for day following 26-Aug-2016
Pivot	1 day	3 day
R1	5,499.0	5,516.0
PP	5,494.7	5,506.0
S1	5,490.3	5,496.0

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

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