ASX SPI 200 Index Future December 2016

Trading Metrics calculated at close of trading on 20-Sep-2016

Day Change Summary
	Previous	Current
	19-Sep-2016	20-Sep-2016	Change	Change %	Previous Week
Open	5,280.0	5,269.0	-11.0	-0.2%	5,223.0
High	5,286.0	5,292.0	6.0	0.1%	5,291.0
Low	5,246.0	5,259.0	13.0	0.2%	5,163.0
Close	5,269.0	5,290.0	21.0	0.4%	5,275.0
Range	40.0	33.0	-7.0	-17.5%	128.0
ATR	47.4	46.4	-1.0	-2.2%	0.0
Volume	16,705	20,478	3,773	22.6%	412,242

Daily Pivots for day following 20-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,379.3	5,367.7	5,308.2
R3	5,346.3	5,334.7	5,299.1
R2	5,313.3	5,313.3	5,296.1
R1	5,301.7	5,301.7	5,293.0	5,307.5
PP	5,280.3	5,280.3	5,280.3	5,283.3
S1	5,268.7	5,268.7	5,287.0	5,274.5
S2	5,247.3	5,247.3	5,284.0
S3	5,214.3	5,235.7	5,280.9
S4	5,181.3	5,202.7	5,271.9

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,627.0	5,579.0	5,345.4
R3	5,499.0	5,451.0	5,310.2
R2	5,371.0	5,371.0	5,298.5
R1	5,323.0	5,323.0	5,286.7	5,347.0
PP	5,243.0	5,243.0	5,243.0	5,255.0
S1	5,195.0	5,195.0	5,263.3	5,219.0
S2	5,115.0	5,115.0	5,251.5
S3	4,987.0	5,067.0	5,239.8
S4	4,859.0	4,939.0	5,204.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,292.0	5,163.0	129.0	2.4%	47.2	0.9%	98%	True	False	33,360
10	5,419.0	5,163.0	256.0	4.8%	46.9	0.9%	50%	False	False	46,207
20	5,531.0	5,163.0	368.0	7.0%	32.4	0.6%	35%	False	False	23,142
40	5,532.0	5,163.0	369.0	7.0%	23.0	0.4%	34%	False	False	11,618
60	5,532.0	5,075.0	457.0	8.6%	16.5	0.3%	47%	False	False	7,766
80	5,532.0	5,030.0	502.0	9.5%	14.6	0.3%	52%	False	False	5,833
100	5,532.0	5,030.0	502.0	9.5%	11.9	0.2%	52%	False	False	4,670
120	5,532.0	4,840.0	692.0	13.1%	9.9	0.2%	65%	False	False	3,893

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	10.0
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5,432.3
2.618	5,378.4
1.618	5,345.4
1.000	5,325.0
0.618	5,312.4
HIGH	5,292.0
0.618	5,279.4
0.500	5,275.5
0.382	5,271.6
LOW	5,259.0
0.618	5,238.6
1.000	5,226.0
1.618	5,205.6
2.618	5,172.6
4.250	5,118.8

Fisher Pivots for day following 20-Sep-2016
Pivot	1 day	3 day
R1	5,285.2	5,282.8
PP	5,280.3	5,275.7
S1	5,275.5	5,268.5

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

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