ASX SPI 200 Index Future December 2016

Trading Metrics calculated at close of trading on 11-Oct-2016

Day Change Summary
	Previous	Current
	10-Oct-2016	11-Oct-2016	Change	Change %	Previous Week
Open	5,470.0	5,486.0	16.0	0.3%	5,437.0
High	5,480.0	5,490.0	10.0	0.2%	5,486.0
Low	5,453.0	5,458.0	5.0	0.1%	5,424.0
Close	5,460.0	5,465.0	5.0	0.1%	5,450.0
Range	27.0	32.0	5.0	18.5%	62.0
ATR	48.1	47.0	-1.2	-2.4%	0.0
Volume	11,857	21,317	9,460	79.8%	102,605

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,567.0	5,548.0	5,482.6
R3	5,535.0	5,516.0	5,473.8
R2	5,503.0	5,503.0	5,470.9
R1	5,484.0	5,484.0	5,467.9	5,477.5
PP	5,471.0	5,471.0	5,471.0	5,467.8
S1	5,452.0	5,452.0	5,462.1	5,445.5
S2	5,439.0	5,439.0	5,459.1
S3	5,407.0	5,420.0	5,456.2
S4	5,375.0	5,388.0	5,447.4

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,639.3	5,606.7	5,484.1
R3	5,577.3	5,544.7	5,467.1
R2	5,515.3	5,515.3	5,461.4
R1	5,482.7	5,482.7	5,455.7	5,499.0
PP	5,453.3	5,453.3	5,453.3	5,461.5
S1	5,420.7	5,420.7	5,444.3	5,437.0
S2	5,391.3	5,391.3	5,438.6
S3	5,329.3	5,358.7	5,433.0
S4	5,267.3	5,296.7	5,415.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,490.0	5,424.0	66.0	1.2%	33.0	0.6%	62%	True	False	18,629
10	5,490.0	5,381.0	109.0	2.0%	34.9	0.6%	77%	True	False	20,548
20	5,490.0	5,163.0	327.0	6.0%	40.7	0.7%	92%	True	False	25,742
40	5,531.0	5,163.0	368.0	6.7%	32.9	0.6%	82%	False	False	20,287
60	5,532.0	5,163.0	369.0	6.8%	24.9	0.5%	82%	False	False	13,557
80	5,532.0	5,030.0	502.0	9.2%	20.2	0.4%	87%	False	False	10,177
100	5,532.0	5,030.0	502.0	9.2%	17.5	0.3%	87%	False	False	8,146
120	5,532.0	5,030.0	502.0	9.2%	14.7	0.3%	87%	False	False	6,792

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,626.0
2.618	5,573.8
1.618	5,541.8
1.000	5,522.0
0.618	5,509.8
HIGH	5,490.0
0.618	5,477.8
0.500	5,474.0
0.382	5,470.2
LOW	5,458.0
0.618	5,438.2
1.000	5,426.0
1.618	5,406.2
2.618	5,374.2
4.250	5,322.0

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	5,474.0	5,464.7
PP	5,471.0	5,464.3
S1	5,468.0	5,464.0

Download as Excel Spreadsheet

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

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