ASX SPI 200 Index Future December 2016

Trading Metrics calculated at close of trading on 03-Nov-2016

Day Change Summary
	Previous	Current
	02-Nov-2016	03-Nov-2016	Change	Change %	Previous Week
Open	5,218.0	5,160.0	-58.0	-1.1%	5,414.0
High	5,226.0	5,214.0	-12.0	-0.2%	5,436.0
Low	5,176.0	5,145.0	-31.0	-0.6%	5,234.0
Close	5,184.0	5,192.0	8.0	0.2%	5,253.0
Range	50.0	69.0	19.0	38.0%	202.0
ATR	56.4	57.3	0.9	1.6%	0.0
Volume	36,674	30,877	-5,797	-15.8%	158,946

Daily Pivots for day following 03-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,390.7	5,360.3	5,230.0
R3	5,321.7	5,291.3	5,211.0
R2	5,252.7	5,252.7	5,204.7
R1	5,222.3	5,222.3	5,198.3	5,237.5
PP	5,183.7	5,183.7	5,183.7	5,191.3
S1	5,153.3	5,153.3	5,185.7	5,168.5
S2	5,114.7	5,114.7	5,179.4
S3	5,045.7	5,084.3	5,173.0
S4	4,976.7	5,015.3	5,154.1

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,913.7	5,785.3	5,364.1
R3	5,711.7	5,583.3	5,308.6
R2	5,509.7	5,509.7	5,290.0
R1	5,381.3	5,381.3	5,271.5	5,344.5
PP	5,307.7	5,307.7	5,307.7	5,289.3
S1	5,179.3	5,179.3	5,234.5	5,142.5
S2	5,105.7	5,105.7	5,216.0
S3	4,903.7	4,977.3	5,197.5
S4	4,701.7	4,775.3	5,141.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,305.0	5,145.0	160.0	3.1%	54.4	1.0%	29%	False	True	30,860
10	5,436.0	5,145.0	291.0	5.6%	60.6	1.2%	16%	False	True	30,174
20	5,490.0	5,145.0	345.0	6.6%	49.3	0.9%	14%	False	True	25,718
40	5,490.0	5,145.0	345.0	6.6%	46.4	0.9%	14%	False	True	31,737
60	5,531.0	5,145.0	386.0	7.4%	37.2	0.7%	12%	False	True	21,238
80	5,532.0	5,145.0	387.0	7.5%	29.7	0.6%	12%	False	True	15,949
100	5,532.0	5,030.0	502.0	9.7%	25.7	0.5%	32%	False	False	12,764
120	5,532.0	5,030.0	502.0	9.7%	21.9	0.4%	32%	False	False	10,641

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.5
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,507.3
2.618	5,394.6
1.618	5,325.6
1.000	5,283.0
0.618	5,256.6
HIGH	5,214.0
0.618	5,187.6
0.500	5,179.5
0.382	5,171.4
LOW	5,145.0
0.618	5,102.4
1.000	5,076.0
1.618	5,033.4
2.618	4,964.4
4.250	4,851.8

Fisher Pivots for day following 03-Nov-2016
Pivot	1 day	3 day
R1	5,187.8	5,209.0
PP	5,183.7	5,203.3
S1	5,179.5	5,197.7

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

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