ASX SPI 200 Index Future December 2016

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	5,428.0	5,418.0	-10.0	-0.2%	5,399.0
High	5,437.0	5,425.0	-12.0	-0.2%	5,437.0
Low	5,410.0	5,386.0	-24.0	-0.4%	5,362.0
Close	5,425.0	5,403.0	-22.0	-0.4%	5,403.0
Range	27.0	39.0	12.0	44.4%	75.0
ATR	44.7	44.3	-0.4	-0.9%	0.0
Volume	19,316	20,625	1,309	6.8%	112,251

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,521.7	5,501.3	5,424.5
R3	5,482.7	5,462.3	5,413.7
R2	5,443.7	5,443.7	5,410.2
R1	5,423.3	5,423.3	5,406.6	5,414.0
PP	5,404.7	5,404.7	5,404.7	5,400.0
S1	5,384.3	5,384.3	5,399.4	5,375.0
S2	5,365.7	5,365.7	5,395.9
S3	5,326.7	5,345.3	5,392.3
S4	5,287.7	5,306.3	5,381.6

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,625.7	5,589.3	5,444.3
R3	5,550.7	5,514.3	5,423.6
R2	5,475.7	5,475.7	5,416.8
R1	5,439.3	5,439.3	5,409.9	5,457.5
PP	5,400.7	5,400.7	5,400.7	5,409.8
S1	5,364.3	5,364.3	5,396.1	5,382.5
S2	5,325.7	5,325.7	5,389.3
S3	5,250.7	5,289.3	5,382.4
S4	5,175.7	5,214.3	5,361.8

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%	38.6	0.7%	55%	False	False	22,450
10	5,490.0	5,362.0	128.0	2.4%	37.0	0.7%	32%	False	False	21,436
20	5,490.0	5,356.0	134.0	2.5%	37.4	0.7%	35%	False	False	21,622
40	5,490.0	5,163.0	327.0	6.1%	37.7	0.7%	73%	False	False	24,799
60	5,532.0	5,163.0	369.0	6.8%	29.6	0.5%	65%	False	False	16,565
80	5,532.0	5,140.0	392.0	7.3%	23.4	0.4%	67%	False	False	12,439
100	5,532.0	5,030.0	502.0	9.3%	20.6	0.4%	74%	False	False	9,956
120	5,532.0	5,030.0	502.0	9.3%	17.3	0.3%	74%	False	False	8,301

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	9.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,590.8
2.618	5,527.1
1.618	5,488.1
1.000	5,464.0
0.618	5,449.1
HIGH	5,425.0
0.618	5,410.1
0.500	5,405.5
0.382	5,400.9
LOW	5,386.0
0.618	5,361.9
1.000	5,347.0
1.618	5,322.9
2.618	5,283.9
4.250	5,220.3

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	5,405.5	5,411.5
PP	5,404.7	5,408.7
S1	5,403.8	5,405.8

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

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