ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 13-Sep-2016

Day Change Summary
	Previous	Current
	12-Sep-2016	13-Sep-2016	Change	Change %	Previous Week
Open	5,237.0	5,260.0	23.0	0.4%	5,374.0
High	5,250.0	5,275.0	25.0	0.5%	5,435.0
Low	5,199.0	5,191.0	-8.0	-0.2%	5,321.0
Close	5,201.0	5,194.0	-7.0	-0.1%	5,325.0
Range	51.0	84.0	33.0	64.7%	114.0
ATR	53.6	55.8	2.2	4.0%	0.0
Volume	121,686	224,370	102,684	84.4%	128,723

Daily Pivots for day following 13-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,472.0	5,417.0	5,240.2
R3	5,388.0	5,333.0	5,217.1
R2	5,304.0	5,304.0	5,209.4
R1	5,249.0	5,249.0	5,201.7	5,234.5
PP	5,220.0	5,220.0	5,220.0	5,212.8
S1	5,165.0	5,165.0	5,186.3	5,150.5
S2	5,136.0	5,136.0	5,178.6
S3	5,052.0	5,081.0	5,170.9
S4	4,968.0	4,997.0	5,147.8

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	5,191.0	244.0	4.7%	48.6	0.9%	1%	False	True	87,284
10	5,468.0	5,191.0	277.0	5.3%	47.4	0.9%	1%	False	True	56,898
20	5,552.0	5,191.0	361.0	7.0%	44.9	0.9%	1%	False	True	40,522
40	5,569.0	5,191.0	378.0	7.3%	41.6	0.8%	1%	False	True	31,776
60	5,569.0	4,993.0	576.0	11.1%	48.2	0.9%	35%	False	False	30,668
80	5,569.0	4,993.0	576.0	11.1%	46.2	0.9%	35%	False	False	27,977
100	5,569.0	4,993.0	576.0	11.1%	41.7	0.8%	35%	False	False	22,400
120	5,569.0	4,836.0	733.0	14.1%	38.0	0.7%	49%	False	False	18,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.5
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	5,632.0
2.618	5,494.9
1.618	5,410.9
1.000	5,359.0
0.618	5,326.9
HIGH	5,275.0
0.618	5,242.9
0.500	5,233.0
0.382	5,223.1
LOW	5,191.0
0.618	5,139.1
1.000	5,107.0
1.618	5,055.1
2.618	4,971.1
4.250	4,834.0

Fisher Pivots for day following 13-Sep-2016
Pivot	1 day	3 day
R1	5,233.0	5,270.5
PP	5,220.0	5,245.0
S1	5,207.0	5,219.5

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

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