ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 09-Sep-2016

Day Change Summary
	Previous	Current
	08-Sep-2016	09-Sep-2016	Change	Change %	Previous Week
Open	5,388.0	5,340.0	-48.0	-0.9%	5,374.0
High	5,392.0	5,350.0	-42.0	-0.8%	5,435.0
Low	5,352.0	5,321.0	-31.0	-0.6%	5,321.0
Close	5,365.0	5,325.0	-40.0	-0.7%	5,325.0
Range	40.0	29.0	-11.0	-27.5%	114.0
ATR	48.4	48.1	-0.3	-0.6%	0.0
Volume	29,524	36,075	6,551	22.2%	128,723

Daily Pivots for day following 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,419.0	5,401.0	5,341.0
R3	5,390.0	5,372.0	5,333.0
R2	5,361.0	5,361.0	5,330.3
R1	5,343.0	5,343.0	5,327.7	5,337.5
PP	5,332.0	5,332.0	5,332.0	5,329.3
S1	5,314.0	5,314.0	5,322.3	5,308.5
S2	5,303.0	5,303.0	5,319.7
S3	5,274.0	5,285.0	5,317.0
S4	5,245.0	5,256.0	5,309.1

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,702.3	5,627.7	5,387.7
R3	5,588.3	5,513.7	5,356.4
R2	5,474.3	5,474.3	5,345.9
R1	5,399.7	5,399.7	5,335.5	5,380.0
PP	5,360.3	5,360.3	5,360.3	5,350.5
S1	5,285.7	5,285.7	5,314.6	5,266.0
S2	5,246.3	5,246.3	5,304.1
S3	5,132.3	5,171.7	5,293.7
S4	5,018.3	5,057.7	5,262.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,435.0	5,321.0	114.0	2.1%	35.2	0.7%	4%	False	True	25,744
10	5,502.0	5,321.0	181.0	3.4%	45.2	0.8%	2%	False	True	27,186
20	5,552.0	5,321.0	231.0	4.3%	41.3	0.8%	2%	False	True	25,157
40	5,569.0	5,321.0	248.0	4.7%	40.0	0.8%	2%	False	True	24,209
60	5,569.0	4,993.0	576.0	10.8%	47.6	0.9%	58%	False	False	25,753
80	5,569.0	4,993.0	576.0	10.8%	45.2	0.8%	58%	False	False	23,652
100	5,569.0	4,993.0	576.0	10.8%	40.6	0.8%	58%	False	False	18,940
120	5,569.0	4,836.0	733.0	13.8%	37.1	0.7%	67%	False	False	15,797

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	5.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,473.3
2.618	5,425.9
1.618	5,396.9
1.000	5,379.0
0.618	5,367.9
HIGH	5,350.0
0.618	5,338.9
0.500	5,335.5
0.382	5,332.1
LOW	5,321.0
0.618	5,303.1
1.000	5,292.0
1.618	5,274.1
2.618	5,245.1
4.250	5,197.8

Fisher Pivots for day following 09-Sep-2016
Pivot	1 day	3 day
R1	5,335.5	5,378.0
PP	5,332.0	5,360.3
S1	5,328.5	5,342.7

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

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