ASX SPI 200 Index Future December 2016

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

Day Change Summary
	Previous	Current
	07-Dec-2016	08-Dec-2016	Change	Change %	Previous Week
Open	5,465.0	5,530.0	65.0	1.2%	5,520.0
High	5,483.0	5,553.0	70.0	1.3%	5,520.0
Low	5,448.0	5,517.0	69.0	1.3%	5,426.0
Close	5,481.0	5,541.0	60.0	1.1%	5,444.0
Range	35.0	36.0	1.0	2.9%	94.0
ATR	61.1	61.9	0.8	1.3%	0.0
Volume	22,895	28,730	5,835	25.5%	161,214

Daily Pivots for day following 08-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,645.0	5,629.0	5,560.8
R3	5,609.0	5,593.0	5,550.9
R2	5,573.0	5,573.0	5,547.6
R1	5,557.0	5,557.0	5,544.3	5,565.0
PP	5,537.0	5,537.0	5,537.0	5,541.0
S1	5,521.0	5,521.0	5,537.7	5,529.0
S2	5,501.0	5,501.0	5,534.4
S3	5,465.0	5,485.0	5,531.1
S4	5,429.0	5,449.0	5,521.2

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	5,553.0	5,383.0	170.0	3.1%	45.4	0.8%	93%	True	False	29,297
10	5,553.0	5,383.0	170.0	3.1%	46.2	0.8%	93%	True	False	30,102
20	5,553.0	5,276.0	277.0	5.0%	46.8	0.8%	96%	True	False	28,514
40	5,553.0	5,029.0	524.0	9.5%	55.6	1.0%	98%	True	False	30,172
60	5,553.0	5,029.0	524.0	9.5%	50.3	0.9%	98%	True	False	27,773
80	5,553.0	5,029.0	524.0	9.5%	44.9	0.8%	98%	True	False	25,826
100	5,553.0	5,029.0	524.0	9.5%	38.2	0.7%	98%	True	False	20,677
120	5,553.0	5,029.0	524.0	9.5%	32.6	0.6%	98%	True	False	17,242

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,706.0
2.618	5,647.2
1.618	5,611.2
1.000	5,589.0
0.618	5,575.2
HIGH	5,553.0
0.618	5,539.2
0.500	5,535.0
0.382	5,530.8
LOW	5,517.0
0.618	5,494.8
1.000	5,481.0
1.618	5,458.8
2.618	5,422.8
4.250	5,364.0

Fisher Pivots for day following 08-Dec-2016
Pivot	1 day	3 day
R1	5,539.0	5,523.3
PP	5,537.0	5,505.7
S1	5,535.0	5,488.0

Download as Excel Spreadsheet

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

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