ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 30-Aug-2016

Day Change Summary
	Previous	Current
	29-Aug-2016	30-Aug-2016	Change	Change %	Previous Week
Open	5,495.0	5,478.0	-17.0	-0.3%	5,492.0
High	5,498.0	5,502.0	4.0	0.1%	5,552.0
Low	5,433.0	5,454.0	21.0	0.4%	5,475.0
Close	5,451.0	5,459.0	8.0	0.1%	5,486.0
Range	65.0	48.0	-17.0	-26.2%	77.0
ATR	46.0	46.3	0.4	0.8%	0.0
Volume	22,242	26,693	4,451	20.0%	115,075

Daily Pivots for day following 30-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,615.7	5,585.3	5,485.4
R3	5,567.7	5,537.3	5,472.2
R2	5,519.7	5,519.7	5,467.8
R1	5,489.3	5,489.3	5,463.4	5,480.5
PP	5,471.7	5,471.7	5,471.7	5,467.3
S1	5,441.3	5,441.3	5,454.6	5,432.5
S2	5,423.7	5,423.7	5,450.2
S3	5,375.7	5,393.3	5,445.8
S4	5,327.7	5,345.3	5,432.6

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	5,433.0	119.0	2.2%	40.8	0.7%	22%	False	False	22,947
10	5,552.0	5,433.0	119.0	2.2%	42.4	0.8%	22%	False	False	24,146
20	5,552.0	5,415.0	137.0	2.5%	39.0	0.7%	32%	False	False	23,067
40	5,569.0	5,101.0	468.0	8.6%	40.0	0.7%	76%	False	False	23,608
60	5,569.0	4,993.0	576.0	10.6%	48.0	0.9%	81%	False	False	27,807
80	5,569.0	4,993.0	576.0	10.6%	43.7	0.8%	81%	False	False	20,879
100	5,569.0	4,852.0	717.0	13.1%	38.0	0.7%	85%	False	False	16,724
120	5,569.0	4,836.0	733.0	13.4%	34.9	0.6%	85%	False	False	13,942

Crabel Price Patterns
NR	True
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	11.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,706.0
2.618	5,627.7
1.618	5,579.7
1.000	5,550.0
0.618	5,531.7
HIGH	5,502.0
0.618	5,483.7
0.500	5,478.0
0.382	5,472.3
LOW	5,454.0
0.618	5,424.3
1.000	5,406.0
1.618	5,376.3
2.618	5,328.3
4.250	5,250.0

Fisher Pivots for day following 30-Aug-2016
Pivot	1 day	3 day
R1	5,478.0	5,475.5
PP	5,471.7	5,470.0
S1	5,465.3	5,464.5

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

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