ASX SPI 200 Index Future December 2016

Trading Metrics calculated at close of trading on 09-Nov-2016

Day Change Summary
	Previous	Current
	08-Nov-2016	09-Nov-2016	Change	Change %	Previous Week
Open	5,251.0	5,256.0	5.0	0.1%	5,244.0
High	5,263.0	5,299.0	36.0	0.7%	5,305.0
Low	5,225.0	5,029.0	-196.0	-3.8%	5,145.0
Close	5,245.0	5,152.0	-93.0	-1.8%	5,153.0
Range	38.0	270.0	232.0	610.5%	160.0
ATR	57.1	72.3	15.2	26.6%	0.0
Volume	30,476	77,695	47,219	154.9%	149,478

Daily Pivots for day following 09-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,970.0	5,831.0	5,300.5
R3	5,700.0	5,561.0	5,226.3
R2	5,430.0	5,430.0	5,201.5
R1	5,291.0	5,291.0	5,176.8	5,225.5
PP	5,160.0	5,160.0	5,160.0	5,127.3
S1	5,021.0	5,021.0	5,127.3	4,955.5
S2	4,890.0	4,890.0	5,102.5
S3	4,620.0	4,751.0	5,077.8
S4	4,350.0	4,481.0	5,003.5

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	5,299.0	5,029.0	270.0	5.2%	98.2	1.9%	46%	True	True	40,309
10	5,345.0	5,029.0	316.0	6.1%	78.9	1.5%	39%	False	True	36,116
20	5,450.0	5,029.0	421.0	8.2%	62.7	1.2%	29%	False	True	30,520
40	5,490.0	5,029.0	461.0	8.9%	51.4	1.0%	27%	False	True	26,794
60	5,531.0	5,029.0	502.0	9.7%	43.0	0.8%	25%	False	True	24,071
80	5,532.0	5,029.0	503.0	9.8%	35.0	0.7%	24%	False	True	18,080
100	5,532.0	5,029.0	503.0	9.8%	28.9	0.6%	24%	False	True	14,471
120	5,532.0	5,029.0	503.0	9.8%	25.4	0.5%	24%	False	True	12,063

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.4
Widest range in 178 trading days

Fibonacci Retracements and Extensions
4.250	6,446.5
2.618	6,005.9
1.618	5,735.9
1.000	5,569.0
0.618	5,465.9
HIGH	5,299.0
0.618	5,195.9
0.500	5,164.0
0.382	5,132.1
LOW	5,029.0
0.618	4,862.1
1.000	4,759.0
1.618	4,592.1
2.618	4,322.1
4.250	3,881.5

Fisher Pivots for day following 09-Nov-2016
Pivot	1 day	3 day
R1	5,164.0	5,164.0
PP	5,160.0	5,160.0
S1	5,156.0	5,156.0

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

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