ASX SPI 200 Index Future March 2017

Trading Metrics calculated at close of trading on 09-Jan-2017

Day Change Summary
	Previous	Current
	06-Jan-2017	09-Jan-2017	Change	Change %	Previous Week
Open	5,718.0	5,735.0	17.0	0.3%	5,631.0
High	5,727.0	5,790.0	63.0	1.1%	5,727.0
Low	5,707.0	5,722.0	15.0	0.3%	5,619.0
Close	5,721.0	5,775.0	54.0	0.9%	5,721.0
Range	20.0	68.0	48.0	240.0%	108.0
ATR	45.1	46.8	1.7	3.8%	0.0
Volume	17,668	28,098	10,430	59.0%	78,992

Daily Pivots for day following 09-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,966.3	5,938.7	5,812.4
R3	5,898.3	5,870.7	5,793.7
R2	5,830.3	5,830.3	5,787.5
R1	5,802.7	5,802.7	5,781.2	5,816.5
PP	5,762.3	5,762.3	5,762.3	5,769.3
S1	5,734.7	5,734.7	5,768.8	5,748.5
S2	5,694.3	5,694.3	5,762.5
S3	5,626.3	5,666.7	5,756.3
S4	5,558.3	5,598.7	5,737.6

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,013.0	5,975.0	5,780.4
R3	5,905.0	5,867.0	5,750.7
R2	5,797.0	5,797.0	5,740.8
R1	5,759.0	5,759.0	5,730.9	5,778.0
PP	5,689.0	5,689.0	5,689.0	5,698.5
S1	5,651.0	5,651.0	5,711.1	5,670.0
S2	5,581.0	5,581.0	5,701.2
S3	5,473.0	5,543.0	5,691.3
S4	5,365.0	5,435.0	5,661.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,790.0	5,619.0	171.0	3.0%	41.6	0.7%	91%	True	False	21,418
10	5,790.0	5,558.0	232.0	4.0%	45.4	0.8%	94%	True	False	19,300
20	5,790.0	5,462.0	328.0	5.7%	42.0	0.7%	95%	True	False	35,762
40	5,790.0	5,174.0	616.0	10.7%	35.0	0.6%	98%	True	False	17,961
60	5,790.0	5,009.0	781.0	13.5%	33.7	0.6%	98%	True	False	11,981
80	5,790.0	5,009.0	781.0	13.5%	26.7	0.5%	98%	True	False	8,989

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	6.8
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,079.0
2.618	5,968.0
1.618	5,900.0
1.000	5,858.0
0.618	5,832.0
HIGH	5,790.0
0.618	5,764.0
0.500	5,756.0
0.382	5,748.0
LOW	5,722.0
0.618	5,680.0
1.000	5,654.0
1.618	5,612.0
2.618	5,544.0
4.250	5,433.0

Fisher Pivots for day following 09-Jan-2017
Pivot	1 day	3 day
R1	5,768.7	5,766.2
PP	5,762.3	5,757.3
S1	5,756.0	5,748.5

Download as Excel Spreadsheet

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

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