ASX SPI 200 Index Future March 2017

Trading Metrics calculated at close of trading on 06-Feb-2017

Day Change Summary
	Previous	Current
	03-Feb-2017	06-Feb-2017	Change	Change %	Previous Week
Open	5,597.0	5,596.0	-1.0	0.0%	5,637.0
High	5,613.0	5,609.0	-4.0	-0.1%	5,640.0
Low	5,563.0	5,554.0	-9.0	-0.2%	5,552.0
Close	5,572.0	5,565.0	-7.0	-0.1%	5,572.0
Range	50.0	55.0	5.0	10.0%	88.0
ATR	51.4	51.7	0.3	0.5%	0.0
Volume	24,792	25,110	318	1.3%	137,039

Daily Pivots for day following 06-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,741.0	5,708.0	5,595.3
R3	5,686.0	5,653.0	5,580.1
R2	5,631.0	5,631.0	5,575.1
R1	5,598.0	5,598.0	5,570.0	5,587.0
PP	5,576.0	5,576.0	5,576.0	5,570.5
S1	5,543.0	5,543.0	5,560.0	5,532.0
S2	5,521.0	5,521.0	5,554.9
S3	5,466.0	5,488.0	5,549.9
S4	5,411.0	5,433.0	5,534.8

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	5,623.0	5,552.0	71.0	1.3%	48.6	0.9%	18%	False	False	27,193
10	5,665.0	5,552.0	113.0	2.0%	51.1	0.9%	12%	False	False	26,136
20	5,790.0	5,552.0	238.0	4.3%	48.3	0.9%	5%	False	False	25,546
40	5,790.0	5,405.0	385.0	6.9%	44.1	0.8%	42%	False	False	29,983
60	5,790.0	5,009.0	781.0	14.0%	42.1	0.8%	71%	False	False	20,021
80	5,790.0	5,009.0	781.0	14.0%	36.5	0.7%	71%	False	False	15,024
100	5,790.0	5,009.0	781.0	14.0%	31.0	0.6%	71%	False	False	12,019

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	14.2
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5,842.8
2.618	5,753.0
1.618	5,698.0
1.000	5,664.0
0.618	5,643.0
HIGH	5,609.0
0.618	5,588.0
0.500	5,581.5
0.382	5,575.0
LOW	5,554.0
0.618	5,520.0
1.000	5,499.0
1.618	5,465.0
2.618	5,410.0
4.250	5,320.3

Fisher Pivots for day following 06-Feb-2017
Pivot	1 day	3 day
R1	5,581.5	5,588.5
PP	5,576.0	5,580.7
S1	5,570.5	5,572.8

Download as Excel Spreadsheet

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

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