ASX SPI 200 Index Future March 2017

Trading Metrics calculated at close of trading on 04-Jan-2017

Day Change Summary
	Previous	Current
	03-Jan-2017	04-Jan-2017	Change	Change %	Previous Week
Open	5,631.0	5,697.0	66.0	1.2%	5,591.0
High	5,704.0	5,707.0	3.0	0.1%	5,675.0
Low	5,619.0	5,688.0	69.0	1.2%	5,591.0
Close	5,702.0	5,697.0	-5.0	-0.1%	5,631.0
Range	85.0	19.0	-66.0	-77.6%	84.0
ATR	50.9	48.7	-2.3	-4.5%	0.0
Volume	27,110	15,392	-11,718	-43.2%	53,188

Daily Pivots for day following 04-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,754.3	5,744.7	5,707.5
R3	5,735.3	5,725.7	5,702.2
R2	5,716.3	5,716.3	5,700.5
R1	5,706.7	5,706.7	5,698.7	5,706.5
PP	5,697.3	5,697.3	5,697.3	5,697.3
S1	5,687.7	5,687.7	5,695.3	5,687.5
S2	5,678.3	5,678.3	5,693.5
S3	5,659.3	5,668.7	5,691.8
S4	5,640.3	5,649.7	5,686.6

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,884.3	5,841.7	5,677.2
R3	5,800.3	5,757.7	5,654.1
R2	5,716.3	5,716.3	5,646.4
R1	5,673.7	5,673.7	5,638.7	5,695.0
PP	5,632.3	5,632.3	5,632.3	5,643.0
S1	5,589.7	5,589.7	5,623.3	5,611.0
S2	5,548.3	5,548.3	5,615.6
S3	5,464.3	5,505.7	5,607.9
S4	5,380.3	5,421.7	5,584.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,707.0	5,591.0	116.0	2.0%	52.2	0.9%	91%	True	False	19,138
10	5,707.0	5,483.0	224.0	3.9%	48.7	0.9%	96%	True	False	20,194
20	5,707.0	5,333.0	374.0	6.6%	40.1	0.7%	97%	True	False	32,641
40	5,707.0	5,009.0	698.0	12.3%	40.6	0.7%	99%	True	False	16,348
60	5,707.0	5,009.0	698.0	12.3%	32.4	0.6%	99%	True	False	10,908
80	5,707.0	5,009.0	698.0	12.3%	26.2	0.5%	99%	True	False	8,181

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	6.7
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	5,787.8
2.618	5,756.7
1.618	5,737.7
1.000	5,726.0
0.618	5,718.7
HIGH	5,707.0
0.618	5,699.7
0.500	5,697.5
0.382	5,695.3
LOW	5,688.0
0.618	5,676.3
1.000	5,669.0
1.618	5,657.3
2.618	5,638.3
4.250	5,607.3

Fisher Pivots for day following 04-Jan-2017
Pivot	1 day	3 day
R1	5,697.5	5,685.2
PP	5,697.3	5,673.3
S1	5,697.2	5,661.5

Download as Excel Spreadsheet

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

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