ASX SPI 200 Index Future December 2016

Trading Metrics calculated at close of trading on 18-Nov-2016

Day Change Summary
	Previous	Current
	17-Nov-2016	18-Nov-2016	Change	Change %	Previous Week
Open	5,300.0	5,365.0	65.0	1.2%	5,340.0
High	5,350.0	5,370.0	20.0	0.4%	5,370.0
Low	5,276.0	5,344.0	68.0	1.3%	5,276.0
Close	5,338.0	5,362.0	24.0	0.4%	5,362.0
Range	74.0	26.0	-48.0	-64.9%	94.0
ATR	72.0	69.1	-2.9	-4.0%	0.0
Volume	28,602	17,377	-11,225	-39.2%	130,033

Daily Pivots for day following 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,436.7	5,425.3	5,376.3
R3	5,410.7	5,399.3	5,369.2
R2	5,384.7	5,384.7	5,366.8
R1	5,373.3	5,373.3	5,364.4	5,366.0
PP	5,358.7	5,358.7	5,358.7	5,355.0
S1	5,347.3	5,347.3	5,359.6	5,340.0
S2	5,332.7	5,332.7	5,357.2
S3	5,306.7	5,321.3	5,354.9
S4	5,280.7	5,295.3	5,347.7

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,618.0	5,584.0	5,413.7
R3	5,524.0	5,490.0	5,387.9
R2	5,430.0	5,430.0	5,379.2
R1	5,396.0	5,396.0	5,370.6	5,413.0
PP	5,336.0	5,336.0	5,336.0	5,344.5
S1	5,302.0	5,302.0	5,353.4	5,319.0
S2	5,242.0	5,242.0	5,344.8
S3	5,148.0	5,208.0	5,336.2
S4	5,054.0	5,114.0	5,310.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,370.0	5,276.0	94.0	1.8%	42.4	0.8%	91%	True	False	26,006
10	5,370.0	5,029.0	341.0	6.4%	73.6	1.4%	98%	True	False	36,627
20	5,436.0	5,029.0	407.0	7.6%	67.0	1.2%	82%	False	False	33,735
40	5,490.0	5,029.0	461.0	8.6%	52.2	1.0%	72%	False	False	27,678
60	5,490.0	5,029.0	461.0	8.6%	47.4	0.9%	72%	False	False	27,778
80	5,532.0	5,029.0	503.0	9.4%	39.0	0.7%	66%	False	False	20,858
100	5,532.0	5,029.0	503.0	9.4%	32.1	0.6%	66%	False	False	16,698
120	5,532.0	5,029.0	503.0	9.4%	28.3	0.5%	66%	False	False	13,919

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	12.2
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	5,480.5
2.618	5,438.1
1.618	5,412.1
1.000	5,396.0
0.618	5,386.1
HIGH	5,370.0
0.618	5,360.1
0.500	5,357.0
0.382	5,353.9
LOW	5,344.0
0.618	5,327.9
1.000	5,318.0
1.618	5,301.9
2.618	5,275.9
4.250	5,233.5

Fisher Pivots for day following 18-Nov-2016
Pivot	1 day	3 day
R1	5,360.3	5,349.0
PP	5,358.7	5,336.0
S1	5,357.0	5,323.0

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

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