ASX SPI 200 Index Future December 2016

Trading Metrics calculated at close of trading on 14-Dec-2016

Day Change Summary
	Previous	Current
	13-Dec-2016	14-Dec-2016	Change	Change %	Previous Week
Open	5,547.0	5,570.0	23.0	0.4%	5,436.0
High	5,576.0	5,600.0	24.0	0.4%	5,570.0
Low	5,541.0	5,561.0	20.0	0.4%	5,383.0
Close	5,550.0	5,582.0	32.0	0.6%	5,559.0
Range	35.0	39.0	4.0	11.4%	187.0
ATR	56.1	55.7	-0.4	-0.8%	0.0
Volume	176,442	130,274	-46,168	-26.2%	142,327

Daily Pivots for day following 14-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,698.0	5,679.0	5,603.5
R3	5,659.0	5,640.0	5,592.7
R2	5,620.0	5,620.0	5,589.2
R1	5,601.0	5,601.0	5,585.6	5,610.5
PP	5,581.0	5,581.0	5,581.0	5,585.8
S1	5,562.0	5,562.0	5,578.4	5,571.5
S2	5,542.0	5,542.0	5,574.9
S3	5,503.0	5,523.0	5,571.3
S4	5,464.0	5,484.0	5,560.6

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	6,065.0	5,999.0	5,661.9
R3	5,878.0	5,812.0	5,610.4
R2	5,691.0	5,691.0	5,593.3
R1	5,625.0	5,625.0	5,576.1	5,658.0
PP	5,504.0	5,504.0	5,504.0	5,520.5
S1	5,438.0	5,438.0	5,541.9	5,471.0
S2	5,317.0	5,317.0	5,524.7
S3	5,130.0	5,251.0	5,507.6
S4	4,943.0	5,064.0	5,456.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,600.0	5,517.0	83.0	1.5%	34.6	0.6%	78%	True	False	97,569
10	5,600.0	5,383.0	217.0	3.9%	41.8	0.7%	92%	True	False	64,258
20	5,600.0	5,276.0	324.0	5.8%	45.4	0.8%	94%	True	False	45,205
40	5,600.0	5,029.0	571.0	10.2%	55.3	1.0%	97%	True	False	39,319
60	5,600.0	5,029.0	571.0	10.2%	49.8	0.9%	97%	True	False	33,813
80	5,600.0	5,029.0	571.0	10.2%	46.0	0.8%	97%	True	False	31,561
100	5,600.0	5,029.0	571.0	10.2%	39.4	0.7%	97%	True	False	25,268
120	5,600.0	5,029.0	571.0	10.2%	33.5	0.6%	97%	True	False	21,066

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.7
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5,765.8
2.618	5,702.1
1.618	5,663.1
1.000	5,639.0
0.618	5,624.1
HIGH	5,600.0
0.618	5,585.1
0.500	5,580.5
0.382	5,575.9
LOW	5,561.0
0.618	5,536.9
1.000	5,522.0
1.618	5,497.9
2.618	5,458.9
4.250	5,395.3

Fisher Pivots for day following 14-Dec-2016
Pivot	1 day	3 day
R1	5,581.5	5,578.2
PP	5,581.0	5,574.3
S1	5,580.5	5,570.5

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

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