ASX SPI 200 Index Future December 2016

Trading Metrics calculated at close of trading on 16-Nov-2016

Day Change Summary
	Previous	Current
	15-Nov-2016	16-Nov-2016	Change	Change %	Previous Week
Open	5,339.0	5,351.0	12.0	0.2%	5,165.0
High	5,341.0	5,355.0	14.0	0.3%	5,369.0
Low	5,306.0	5,318.0	12.0	0.2%	5,029.0
Close	5,324.0	5,320.0	-4.0	-0.1%	5,357.0
Range	35.0	37.0	2.0	5.7%	340.0
ATR	74.5	71.8	-2.7	-3.6%	0.0
Volume	27,018	22,954	-4,064	-15.0%	236,244

Daily Pivots for day following 16-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,442.0	5,418.0	5,340.4
R3	5,405.0	5,381.0	5,330.2
R2	5,368.0	5,368.0	5,326.8
R1	5,344.0	5,344.0	5,323.4	5,337.5
PP	5,331.0	5,331.0	5,331.0	5,327.8
S1	5,307.0	5,307.0	5,316.6	5,300.5
S2	5,294.0	5,294.0	5,313.2
S3	5,257.0	5,270.0	5,309.8
S4	5,220.0	5,233.0	5,299.7

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	6,271.7	6,154.3	5,544.0
R3	5,931.7	5,814.3	5,450.5
R2	5,591.7	5,591.7	5,419.3
R1	5,474.3	5,474.3	5,388.2	5,533.0
PP	5,251.7	5,251.7	5,251.7	5,281.0
S1	5,134.3	5,134.3	5,325.8	5,193.0
S2	4,911.7	4,911.7	5,294.7
S3	4,571.7	4,794.3	5,263.5
S4	4,231.7	4,454.3	5,170.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,369.0	5,270.0	99.0	1.9%	50.0	0.9%	51%	False	False	35,387
10	5,369.0	5,029.0	340.0	6.4%	74.1	1.4%	86%	False	False	37,848
20	5,437.0	5,029.0	408.0	7.7%	65.3	1.2%	71%	False	False	33,433
40	5,490.0	5,029.0	461.0	8.7%	52.0	1.0%	63%	False	False	28,117
60	5,500.0	5,029.0	471.0	8.9%	46.2	0.9%	62%	False	False	27,013
80	5,532.0	5,029.0	503.0	9.5%	37.9	0.7%	58%	False	False	20,283
100	5,532.0	5,029.0	503.0	9.5%	31.1	0.6%	58%	False	False	16,239
120	5,532.0	5,029.0	503.0	9.5%	27.5	0.5%	58%	False	False	13,538

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,512.3
2.618	5,451.9
1.618	5,414.9
1.000	5,392.0
0.618	5,377.9
HIGH	5,355.0
0.618	5,340.9
0.500	5,336.5
0.382	5,332.1
LOW	5,318.0
0.618	5,295.1
1.000	5,281.0
1.618	5,258.1
2.618	5,221.1
4.250	5,160.8

Fisher Pivots for day following 16-Nov-2016
Pivot	1 day	3 day
R1	5,336.5	5,331.5
PP	5,331.0	5,327.7
S1	5,325.5	5,323.8

Download as Excel Spreadsheet

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

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