ASX SPI 200 Index Future December 2016

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

Day Change Summary
	Previous	Current
	13-Oct-2016	14-Oct-2016	Change	Change %	Previous Week
Open	5,450.0	5,419.0	-31.0	-0.6%	5,470.0
High	5,450.0	5,430.0	-20.0	-0.4%	5,490.0
Low	5,400.0	5,409.0	9.0	0.2%	5,400.0
Close	5,415.0	5,415.0	0.0	0.0%	5,415.0
Range	50.0	21.0	-29.0	-58.0%	90.0
ATR	48.0	46.0	-1.9	-4.0%	0.0
Volume	25,456	20,925	-4,531	-17.8%	102,115

Daily Pivots for day following 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,481.0	5,469.0	5,426.6
R3	5,460.0	5,448.0	5,420.8
R2	5,439.0	5,439.0	5,418.9
R1	5,427.0	5,427.0	5,416.9	5,422.5
PP	5,418.0	5,418.0	5,418.0	5,415.8
S1	5,406.0	5,406.0	5,413.1	5,401.5
S2	5,397.0	5,397.0	5,411.2
S3	5,376.0	5,385.0	5,409.2
S4	5,355.0	5,364.0	5,403.5

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,705.0	5,650.0	5,464.5
R3	5,615.0	5,560.0	5,439.8
R2	5,525.0	5,525.0	5,431.5
R1	5,470.0	5,470.0	5,423.3	5,452.5
PP	5,435.0	5,435.0	5,435.0	5,426.3
S1	5,380.0	5,380.0	5,406.8	5,362.5
S2	5,345.0	5,345.0	5,398.5
S3	5,255.0	5,290.0	5,390.3
S4	5,165.0	5,200.0	5,365.5

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	5,400.0	90.0	1.7%	35.4	0.7%	17%	False	False	20,423
10	5,490.0	5,400.0	90.0	1.7%	36.8	0.7%	17%	False	False	20,472
20	5,490.0	5,246.0	244.0	4.5%	38.5	0.7%	69%	False	False	22,708
40	5,531.0	5,163.0	368.0	6.8%	34.4	0.6%	68%	False	False	22,004
60	5,532.0	5,163.0	369.0	6.8%	26.9	0.5%	68%	False	False	14,695
80	5,532.0	5,030.0	502.0	9.3%	21.0	0.4%	77%	False	False	11,036
100	5,532.0	5,030.0	502.0	9.3%	18.6	0.3%	77%	False	False	8,836
120	5,532.0	5,030.0	502.0	9.3%	15.7	0.3%	77%	False	False	7,366

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.8
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	5,519.3
2.618	5,485.0
1.618	5,464.0
1.000	5,451.0
0.618	5,443.0
HIGH	5,430.0
0.618	5,422.0
0.500	5,419.5
0.382	5,417.0
LOW	5,409.0
0.618	5,396.0
1.000	5,388.0
1.618	5,375.0
2.618	5,354.0
4.250	5,319.8

Fisher Pivots for day following 14-Oct-2016
Pivot	1 day	3 day
R1	5,419.5	5,429.5
PP	5,418.0	5,424.7
S1	5,416.5	5,419.8

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

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