ASX SPI 200 Index Future December 2016

Trading Metrics calculated at close of trading on 05-Dec-2016

Day Change Summary
	Previous	Current
	02-Dec-2016	05-Dec-2016	Change	Change %	Previous Week
Open	5,493.0	5,436.0	-57.0	-1.0%	5,520.0
High	5,500.0	5,445.0	-55.0	-1.0%	5,520.0
Low	5,438.0	5,383.0	-55.0	-1.0%	5,426.0
Close	5,444.0	5,397.0	-47.0	-0.9%	5,444.0
Range	62.0	62.0	0.0	0.0%	94.0
ATR	61.9	61.9	0.0	0.0%	0.0
Volume	31,990	33,284	1,294	4.0%	161,214

Daily Pivots for day following 05-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,594.3	5,557.7	5,431.1
R3	5,532.3	5,495.7	5,414.1
R2	5,470.3	5,470.3	5,408.4
R1	5,433.7	5,433.7	5,402.7	5,421.0
PP	5,408.3	5,408.3	5,408.3	5,402.0
S1	5,371.7	5,371.7	5,391.3	5,359.0
S2	5,346.3	5,346.3	5,385.6
S3	5,284.3	5,309.7	5,380.0
S4	5,222.3	5,247.7	5,362.9

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,745.3	5,688.7	5,495.7
R3	5,651.3	5,594.7	5,469.9
R2	5,557.3	5,557.3	5,461.2
R1	5,500.7	5,500.7	5,452.6	5,482.0
PP	5,463.3	5,463.3	5,463.3	5,454.0
S1	5,406.7	5,406.7	5,435.4	5,388.0
S2	5,369.3	5,369.3	5,426.8
S3	5,275.3	5,312.7	5,418.2
S4	5,181.3	5,218.7	5,392.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,512.0	5,383.0	129.0	2.4%	51.8	1.0%	11%	False	True	33,739
10	5,528.0	5,382.0	146.0	2.7%	53.5	1.0%	10%	False	False	29,747
20	5,528.0	5,029.0	499.0	9.2%	61.3	1.1%	74%	False	False	32,444
40	5,528.0	5,029.0	499.0	9.2%	56.2	1.0%	74%	False	False	29,875
60	5,528.0	5,029.0	499.0	9.2%	51.9	1.0%	74%	False	False	31,554
80	5,531.0	5,029.0	502.0	9.3%	44.2	0.8%	73%	False	False	24,814
100	5,532.0	5,029.0	503.0	9.3%	37.1	0.7%	73%	False	False	19,871
120	5,532.0	5,029.0	503.0	9.3%	31.9	0.6%	73%	False	False	16,565

Crabel Price Patterns
NR	False
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	9.1

Fibonacci Retracements and Extensions
4.250	5,708.5
2.618	5,607.3
1.618	5,545.3
1.000	5,507.0
0.618	5,483.3
HIGH	5,445.0
0.618	5,421.3
0.500	5,414.0
0.382	5,406.7
LOW	5,383.0
0.618	5,344.7
1.000	5,321.0
1.618	5,282.7
2.618	5,220.7
4.250	5,119.5

Fisher Pivots for day following 05-Dec-2016
Pivot	1 day	3 day
R1	5,414.0	5,447.5
PP	5,408.3	5,430.7
S1	5,402.7	5,413.8

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

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