ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 14-Sep-2016

Day Change Summary
	Previous	Current
	13-Sep-2016	14-Sep-2016	Change	Change %	Previous Week
Open	5,260.0	5,178.0	-82.0	-1.6%	5,374.0
High	5,275.0	5,238.0	-37.0	-0.7%	5,435.0
Low	5,191.0	5,178.0	-13.0	-0.3%	5,321.0
Close	5,194.0	5,233.0	39.0	0.8%	5,325.0
Range	84.0	60.0	-24.0	-28.6%	114.0
ATR	55.8	56.1	0.3	0.5%	0.0
Volume	224,370	88,804	-135,566	-60.4%	128,723

Daily Pivots for day following 14-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,396.3	5,374.7	5,266.0
R3	5,336.3	5,314.7	5,249.5
R2	5,276.3	5,276.3	5,244.0
R1	5,254.7	5,254.7	5,238.5	5,265.5
PP	5,216.3	5,216.3	5,216.3	5,221.8
S1	5,194.7	5,194.7	5,227.5	5,205.5
S2	5,156.3	5,156.3	5,222.0
S3	5,096.3	5,134.7	5,216.5
S4	5,036.3	5,074.7	5,200.0

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	5,392.0	5,178.0	214.0	4.1%	52.8	1.0%	26%	False	True	100,091
10	5,435.0	5,178.0	257.0	4.9%	46.0	0.9%	21%	False	True	62,083
20	5,552.0	5,178.0	374.0	7.1%	45.8	0.9%	15%	False	True	43,440
40	5,569.0	5,178.0	391.0	7.5%	41.9	0.8%	14%	False	True	33,264
60	5,569.0	4,993.0	576.0	11.0%	48.5	0.9%	42%	False	False	31,804
80	5,569.0	4,993.0	576.0	11.0%	46.2	0.9%	42%	False	False	29,086
100	5,569.0	4,993.0	576.0	11.0%	42.3	0.8%	42%	False	False	23,287
120	5,569.0	4,836.0	733.0	14.0%	38.4	0.7%	54%	False	False	19,421

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	True
Bull Hook	False
Stretch	5.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,493.0
2.618	5,395.1
1.618	5,335.1
1.000	5,298.0
0.618	5,275.1
HIGH	5,238.0
0.618	5,215.1
0.500	5,208.0
0.382	5,200.9
LOW	5,178.0
0.618	5,140.9
1.000	5,118.0
1.618	5,080.9
2.618	5,020.9
4.250	4,923.0

Fisher Pivots for day following 14-Sep-2016
Pivot	1 day	3 day
R1	5,224.7	5,230.8
PP	5,216.3	5,228.7
S1	5,208.0	5,226.5

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

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