ASX SPI 200 Index Future December 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	5,387.0	5,374.0	-13.0	-0.2%	5,419.0
High	5,405.0	5,374.0	-31.0	-0.6%	5,452.0
Low	5,382.0	5,335.0	-47.0	-0.9%	5,335.0
Close	5,391.0	5,333.0	-58.0	-1.1%	5,333.0
Range	23.0	39.0	16.0	69.6%	117.0
ATR	29.2	31.1	1.9	6.5%	0.0
Volume	37	337	300	810.8%	464

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,464.3	5,437.7	5,354.5
R3	5,425.3	5,398.7	5,343.7
R2	5,386.3	5,386.3	5,340.2
R1	5,359.7	5,359.7	5,336.6	5,353.5
PP	5,347.3	5,347.3	5,347.3	5,344.3
S1	5,320.7	5,320.7	5,329.4	5,314.5
S2	5,308.3	5,308.3	5,325.9
S3	5,269.3	5,281.7	5,322.3
S4	5,230.3	5,242.7	5,311.6

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,724.3	5,645.7	5,397.4
R3	5,607.3	5,528.7	5,365.2
R2	5,490.3	5,490.3	5,354.5
R1	5,411.7	5,411.7	5,343.7	5,392.5
PP	5,373.3	5,373.3	5,373.3	5,363.8
S1	5,294.7	5,294.7	5,322.3	5,275.5
S2	5,256.3	5,256.3	5,311.6
S3	5,139.3	5,177.7	5,300.8
S4	5,022.3	5,060.7	5,268.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,452.0	5,335.0	117.0	2.2%	20.0	0.4%	-2%	False	True	92
10	5,531.0	5,335.0	196.0	3.7%	16.4	0.3%	-1%	False	True	89
20	5,531.0	5,335.0	196.0	3.7%	13.3	0.2%	-1%	False	True	120
40	5,532.0	5,287.0	245.0	4.6%	10.1	0.2%	19%	False	False	84
60	5,532.0	5,030.0	502.0	9.4%	10.8	0.2%	60%	False	False	64
80	5,532.0	5,030.0	502.0	9.4%	8.1	0.2%	60%	False	False	57
100	5,532.0	5,028.0	504.0	9.5%	6.7	0.1%	61%	False	False	49
120	5,532.0	4,840.0	692.0	13.0%	5.6	0.1%	71%	False	False	44

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	1.9
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	5,539.8
2.618	5,476.1
1.618	5,437.1
1.000	5,413.0
0.618	5,398.1
HIGH	5,374.0
0.618	5,359.1
0.500	5,354.5
0.382	5,349.9
LOW	5,335.0
0.618	5,310.9
1.000	5,296.0
1.618	5,271.9
2.618	5,232.9
4.250	5,169.3

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	5,354.5	5,372.0
PP	5,347.3	5,359.0
S1	5,340.2	5,346.0

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

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