ASX SPI 200 Index Future March 2017

Trading Metrics calculated at close of trading on 07-Feb-2017

Day Change Summary
	Previous	Current
	06-Feb-2017	07-Feb-2017	Change	Change %	Previous Week
Open	5,596.0	5,556.0	-40.0	-0.7%	5,637.0
High	5,609.0	5,574.0	-35.0	-0.6%	5,640.0
Low	5,554.0	5,527.0	-27.0	-0.5%	5,552.0
Close	5,565.0	5,572.0	7.0	0.1%	5,572.0
Range	55.0	47.0	-8.0	-14.5%	88.0
ATR	51.7	51.3	-0.3	-0.6%	0.0
Volume	25,110	29,218	4,108	16.4%	137,039

Daily Pivots for day following 07-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,698.7	5,682.3	5,597.9
R3	5,651.7	5,635.3	5,584.9
R2	5,604.7	5,604.7	5,580.6
R1	5,588.3	5,588.3	5,576.3	5,596.5
PP	5,557.7	5,557.7	5,557.7	5,561.8
S1	5,541.3	5,541.3	5,567.7	5,549.5
S2	5,510.7	5,510.7	5,563.4
S3	5,463.7	5,494.3	5,559.1
S4	5,416.7	5,447.3	5,546.2

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	5,527.0	96.0	1.7%	49.8	0.9%	47%	False	True	26,105
10	5,665.0	5,527.0	138.0	2.5%	46.9	0.8%	33%	False	True	26,043
20	5,761.0	5,527.0	234.0	4.2%	47.3	0.8%	19%	False	True	25,602
40	5,790.0	5,462.0	328.0	5.9%	44.6	0.8%	34%	False	False	30,682
60	5,790.0	5,174.0	616.0	11.1%	39.1	0.7%	65%	False	False	20,508
80	5,790.0	5,009.0	781.0	14.0%	37.1	0.7%	72%	False	False	15,386
100	5,790.0	5,009.0	781.0	14.0%	30.8	0.6%	72%	False	False	12,311

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	14.6
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,773.8
2.618	5,697.0
1.618	5,650.0
1.000	5,621.0
0.618	5,603.0
HIGH	5,574.0
0.618	5,556.0
0.500	5,550.5
0.382	5,545.0
LOW	5,527.0
0.618	5,498.0
1.000	5,480.0
1.618	5,451.0
2.618	5,404.0
4.250	5,327.3

Fisher Pivots for day following 07-Feb-2017
Pivot	1 day	3 day
R1	5,564.8	5,571.3
PP	5,557.7	5,570.7
S1	5,550.5	5,570.0

Download as Excel Spreadsheet

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

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