ASX SPI 200 Index Future December 2016

Trading Metrics calculated at close of trading on 07-Nov-2016

Day Change Summary
	Previous	Current
	04-Nov-2016	07-Nov-2016	Change	Change %	Previous Week
Open	5,169.0	5,165.0	-4.0	-0.1%	5,244.0
High	5,186.0	5,242.0	56.0	1.1%	5,305.0
Low	5,150.0	5,164.0	14.0	0.3%	5,145.0
Close	5,153.0	5,240.0	87.0	1.7%	5,153.0
Range	36.0	78.0	42.0	116.7%	160.0
ATR	56.2	58.6	2.3	4.2%	0.0
Volume	27,308	35,192	7,884	28.9%	149,478

Daily Pivots for day following 07-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,449.3	5,422.7	5,282.9
R3	5,371.3	5,344.7	5,261.5
R2	5,293.3	5,293.3	5,254.3
R1	5,266.7	5,266.7	5,247.2	5,280.0
PP	5,215.3	5,215.3	5,215.3	5,222.0
S1	5,188.7	5,188.7	5,232.9	5,202.0
S2	5,137.3	5,137.3	5,225.7
S3	5,059.3	5,110.7	5,218.6
S4	4,981.3	5,032.7	5,197.1

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,681.0	5,577.0	5,241.0
R3	5,521.0	5,417.0	5,197.0
R2	5,361.0	5,361.0	5,182.3
R1	5,257.0	5,257.0	5,167.7	5,229.0
PP	5,201.0	5,201.0	5,201.0	5,187.0
S1	5,097.0	5,097.0	5,138.3	5,069.0
S2	5,041.0	5,041.0	5,123.7
S3	4,881.0	4,937.0	5,109.0
S4	4,721.0	4,777.0	5,065.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,273.0	5,145.0	128.0	2.4%	52.6	1.0%	74%	False	False	31,669
10	5,436.0	5,145.0	291.0	5.6%	61.6	1.2%	33%	False	False	31,743
20	5,490.0	5,145.0	345.0	6.6%	51.2	1.0%	28%	False	False	27,306
40	5,490.0	5,145.0	345.0	6.6%	47.3	0.9%	28%	False	False	31,110
60	5,531.0	5,145.0	386.0	7.4%	38.5	0.7%	25%	False	False	22,271
80	5,532.0	5,145.0	387.0	7.4%	31.1	0.6%	25%	False	False	16,728
100	5,532.0	5,030.0	502.0	9.6%	26.1	0.5%	42%	False	False	13,389
120	5,532.0	5,030.0	502.0	9.6%	22.8	0.4%	42%	False	False	11,162

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.3
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5,573.5
2.618	5,446.2
1.618	5,368.2
1.000	5,320.0
0.618	5,290.2
HIGH	5,242.0
0.618	5,212.2
0.500	5,203.0
0.382	5,193.8
LOW	5,164.0
0.618	5,115.8
1.000	5,086.0
1.618	5,037.8
2.618	4,959.8
4.250	4,832.5

Fisher Pivots for day following 07-Nov-2016
Pivot	1 day	3 day
R1	5,227.7	5,224.5
PP	5,215.3	5,209.0
S1	5,203.0	5,193.5

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

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