ASX SPI 200 Index Future December 2016

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

Day Change Summary
	Previous	Current
	19-Oct-2016	20-Oct-2016	Change	Change %	Previous Week
Open	5,417.0	5,428.0	11.0	0.2%	5,470.0
High	5,432.0	5,437.0	5.0	0.1%	5,490.0
Low	5,400.0	5,410.0	10.0	0.2%	5,400.0
Close	5,406.0	5,425.0	19.0	0.4%	5,415.0
Range	32.0	27.0	-5.0	-15.6%	90.0
ATR	45.8	44.7	-1.1	-2.3%	0.0
Volume	22,259	19,316	-2,943	-13.2%	102,115

Daily Pivots for day following 20-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,505.0	5,492.0	5,439.9
R3	5,478.0	5,465.0	5,432.4
R2	5,451.0	5,451.0	5,430.0
R1	5,438.0	5,438.0	5,427.5	5,431.0
PP	5,424.0	5,424.0	5,424.0	5,420.5
S1	5,411.0	5,411.0	5,422.5	5,404.0
S2	5,397.0	5,397.0	5,420.1
S3	5,370.0	5,384.0	5,417.6
S4	5,343.0	5,357.0	5,410.2

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	5,437.0	5,362.0	75.0	1.4%	35.0	0.6%	84%	True	False	22,510
10	5,490.0	5,362.0	128.0	2.4%	37.9	0.7%	49%	False	False	21,263
20	5,490.0	5,356.0	134.0	2.5%	38.4	0.7%	51%	False	False	22,616
40	5,500.0	5,163.0	337.0	6.2%	37.4	0.7%	78%	False	False	24,284
60	5,532.0	5,163.0	369.0	6.8%	29.3	0.5%	71%	False	False	16,222
80	5,532.0	5,140.0	392.0	7.2%	22.9	0.4%	73%	False	False	12,181
100	5,532.0	5,030.0	502.0	9.3%	20.2	0.4%	79%	False	False	9,752
120	5,532.0	5,030.0	502.0	9.3%	17.0	0.3%	79%	False	False	8,130

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,551.8
2.618	5,507.7
1.618	5,480.7
1.000	5,464.0
0.618	5,453.7
HIGH	5,437.0
0.618	5,426.7
0.500	5,423.5
0.382	5,420.3
LOW	5,410.0
0.618	5,393.3
1.000	5,383.0
1.618	5,366.3
2.618	5,339.3
4.250	5,295.3

Fisher Pivots for day following 20-Oct-2016
Pivot	1 day	3 day
R1	5,424.5	5,416.8
PP	5,424.0	5,408.7
S1	5,423.5	5,400.5

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

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