ASX SPI 200 Index Future December 2016

Trading Metrics calculated at close of trading on 08-Nov-2016

Day Change Summary
	Previous	Current
	07-Nov-2016	08-Nov-2016	Change	Change %	Previous Week
Open	5,165.0	5,251.0	86.0	1.7%	5,244.0
High	5,242.0	5,263.0	21.0	0.4%	5,305.0
Low	5,164.0	5,225.0	61.0	1.2%	5,145.0
Close	5,240.0	5,245.0	5.0	0.1%	5,153.0
Range	78.0	38.0	-40.0	-51.3%	160.0
ATR	58.6	57.1	-1.5	-2.5%	0.0
Volume	35,192	30,476	-4,716	-13.4%	149,478

Daily Pivots for day following 08-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,358.3	5,339.7	5,265.9
R3	5,320.3	5,301.7	5,255.5
R2	5,282.3	5,282.3	5,252.0
R1	5,263.7	5,263.7	5,248.5	5,254.0
PP	5,244.3	5,244.3	5,244.3	5,239.5
S1	5,225.7	5,225.7	5,241.5	5,216.0
S2	5,206.3	5,206.3	5,238.0
S3	5,168.3	5,187.7	5,234.6
S4	5,130.3	5,149.7	5,224.1

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	5,263.0	5,145.0	118.0	2.2%	54.2	1.0%	85%	True	False	32,105
10	5,402.0	5,145.0	257.0	4.9%	60.6	1.2%	39%	False	False	32,637
20	5,459.0	5,145.0	314.0	6.0%	51.5	1.0%	32%	False	False	27,764
40	5,490.0	5,145.0	345.0	6.6%	46.1	0.9%	29%	False	False	26,753
60	5,531.0	5,145.0	386.0	7.4%	39.1	0.7%	26%	False	False	22,779
80	5,532.0	5,145.0	387.0	7.4%	31.6	0.6%	26%	False	False	17,109
100	5,532.0	5,030.0	502.0	9.6%	26.5	0.5%	43%	False	False	13,694
120	5,532.0	5,030.0	502.0	9.6%	23.1	0.4%	43%	False	False	11,416

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	8.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,424.5
2.618	5,362.5
1.618	5,324.5
1.000	5,301.0
0.618	5,286.5
HIGH	5,263.0
0.618	5,248.5
0.500	5,244.0
0.382	5,239.5
LOW	5,225.0
0.618	5,201.5
1.000	5,187.0
1.618	5,163.5
2.618	5,125.5
4.250	5,063.5

Fisher Pivots for day following 08-Nov-2016
Pivot	1 day	3 day
R1	5,244.7	5,232.2
PP	5,244.3	5,219.3
S1	5,244.0	5,206.5

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

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