ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 31-Aug-2016

Day Change Summary
	Previous	Current
	30-Aug-2016	31-Aug-2016	Change	Change %	Previous Week
Open	5,478.0	5,468.0	-10.0	-0.2%	5,492.0
High	5,502.0	5,468.0	-34.0	-0.6%	5,552.0
Low	5,454.0	5,394.0	-60.0	-1.1%	5,475.0
Close	5,459.0	5,410.0	-49.0	-0.9%	5,486.0
Range	48.0	74.0	26.0	54.2%	77.0
ATR	46.3	48.3	2.0	4.3%	0.0
Volume	26,693	36,959	10,266	38.5%	115,075

Daily Pivots for day following 31-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,646.0	5,602.0	5,450.7
R3	5,572.0	5,528.0	5,430.4
R2	5,498.0	5,498.0	5,423.6
R1	5,454.0	5,454.0	5,416.8	5,439.0
PP	5,424.0	5,424.0	5,424.0	5,416.5
S1	5,380.0	5,380.0	5,403.2	5,365.0
S2	5,350.0	5,350.0	5,396.4
S3	5,276.0	5,306.0	5,389.7
S4	5,202.0	5,232.0	5,369.3

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	5,542.0	5,394.0	148.0	2.7%	52.0	1.0%	11%	False	True	26,237
10	5,552.0	5,394.0	158.0	2.9%	45.6	0.8%	10%	False	True	24,798
20	5,552.0	5,394.0	158.0	2.9%	40.4	0.7%	10%	False	True	23,647
40	5,569.0	5,163.0	406.0	7.5%	40.2	0.7%	61%	False	False	23,635
60	5,569.0	4,993.0	576.0	10.6%	48.8	0.9%	72%	False	False	28,407
80	5,569.0	4,993.0	576.0	10.6%	44.5	0.8%	72%	False	False	21,335
100	5,569.0	4,852.0	717.0	13.3%	38.8	0.7%	78%	False	False	17,093
120	5,569.0	4,836.0	733.0	13.5%	35.5	0.7%	78%	False	False	14,250

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.1
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	5,782.5
2.618	5,661.7
1.618	5,587.7
1.000	5,542.0
0.618	5,513.7
HIGH	5,468.0
0.618	5,439.7
0.500	5,431.0
0.382	5,422.3
LOW	5,394.0
0.618	5,348.3
1.000	5,320.0
1.618	5,274.3
2.618	5,200.3
4.250	5,079.5

Fisher Pivots for day following 31-Aug-2016
Pivot	1 day	3 day
R1	5,431.0	5,448.0
PP	5,424.0	5,435.3
S1	5,417.0	5,422.7

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

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