ASX SPI 200 Index Future March 2017

Trading Metrics calculated at close of trading on 03-Feb-2017

Day Change Summary
	Previous	Current
	02-Feb-2017	03-Feb-2017	Change	Change %	Previous Week
Open	5,615.0	5,597.0	-18.0	-0.3%	5,637.0
High	5,623.0	5,613.0	-10.0	-0.2%	5,640.0
Low	5,575.0	5,563.0	-12.0	-0.2%	5,552.0
Close	5,598.0	5,572.0	-26.0	-0.5%	5,572.0
Range	48.0	50.0	2.0	4.2%	88.0
ATR	51.5	51.4	-0.1	-0.2%	0.0
Volume	28,453	24,792	-3,661	-12.9%	137,039

Daily Pivots for day following 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,732.7	5,702.3	5,599.5
R3	5,682.7	5,652.3	5,585.8
R2	5,632.7	5,632.7	5,581.2
R1	5,602.3	5,602.3	5,576.6	5,592.5
PP	5,582.7	5,582.7	5,582.7	5,577.8
S1	5,552.3	5,552.3	5,567.4	5,542.5
S2	5,532.7	5,532.7	5,562.8
S3	5,482.7	5,502.3	5,558.3
S4	5,432.7	5,452.3	5,544.5

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,852.0	5,800.0	5,620.4
R3	5,764.0	5,712.0	5,596.2
R2	5,676.0	5,676.0	5,588.1
R1	5,624.0	5,624.0	5,580.1	5,606.0
PP	5,588.0	5,588.0	5,588.0	5,579.0
S1	5,536.0	5,536.0	5,563.9	5,518.0
S2	5,500.0	5,500.0	5,555.9
S3	5,412.0	5,448.0	5,547.8
S4	5,324.0	5,360.0	5,523.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,640.0	5,552.0	88.0	1.6%	47.4	0.9%	23%	False	False	27,407
10	5,665.0	5,552.0	113.0	2.0%	49.1	0.9%	18%	False	False	25,668
20	5,790.0	5,552.0	238.0	4.3%	46.6	0.8%	8%	False	False	25,174
40	5,790.0	5,373.0	417.0	7.5%	43.4	0.8%	48%	False	False	29,367
60	5,790.0	5,009.0	781.0	14.0%	41.7	0.7%	72%	False	False	19,604
80	5,790.0	5,009.0	781.0	14.0%	35.9	0.6%	72%	False	False	14,710
100	5,790.0	5,009.0	781.0	14.0%	30.4	0.5%	72%	False	False	11,768

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	13.1
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5,825.5
2.618	5,743.9
1.618	5,693.9
1.000	5,663.0
0.618	5,643.9
HIGH	5,613.0
0.618	5,593.9
0.500	5,588.0
0.382	5,582.1
LOW	5,563.0
0.618	5,532.1
1.000	5,513.0
1.618	5,482.1
2.618	5,432.1
4.250	5,350.5

Fisher Pivots for day following 03-Feb-2017
Pivot	1 day	3 day
R1	5,588.0	5,589.5
PP	5,582.7	5,583.7
S1	5,577.3	5,577.8

Download as Excel Spreadsheet

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

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