ASX SPI 200 Index Future March 2017

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

Day Change Summary
	Previous	Current
	08-Feb-2017	09-Feb-2017	Change	Change %	Previous Week
Open	5,568.0	5,603.0	35.0	0.6%	5,637.0
High	5,602.0	5,616.0	14.0	0.2%	5,640.0
Low	5,559.0	5,578.0	19.0	0.3%	5,552.0
Close	5,598.0	5,610.0	12.0	0.2%	5,572.0
Range	43.0	38.0	-5.0	-11.6%	88.0
ATR	50.7	49.8	-0.9	-1.8%	0.0
Volume	28,390	21,999	-6,391	-22.5%	137,039

Daily Pivots for day following 09-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,715.3	5,700.7	5,630.9
R3	5,677.3	5,662.7	5,620.5
R2	5,639.3	5,639.3	5,617.0
R1	5,624.7	5,624.7	5,613.5	5,632.0
PP	5,601.3	5,601.3	5,601.3	5,605.0
S1	5,586.7	5,586.7	5,606.5	5,594.0
S2	5,563.3	5,563.3	5,603.0
S3	5,525.3	5,548.7	5,599.6
S4	5,487.3	5,510.7	5,589.1

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	5,616.0	5,527.0	89.0	1.6%	46.6	0.8%	93%	True	False	25,901
10	5,665.0	5,527.0	138.0	2.5%	46.2	0.8%	60%	False	False	26,309
20	5,761.0	5,527.0	234.0	4.2%	47.3	0.8%	35%	False	False	25,448
40	5,790.0	5,462.0	328.0	5.8%	45.3	0.8%	45%	False	False	31,715
60	5,790.0	5,242.0	548.0	9.8%	38.5	0.7%	67%	False	False	21,348
80	5,790.0	5,009.0	781.0	13.9%	37.6	0.7%	77%	False	False	16,016
100	5,790.0	5,009.0	781.0	13.9%	31.6	0.6%	77%	False	False	12,815

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	12.9
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	5,777.5
2.618	5,715.5
1.618	5,677.5
1.000	5,654.0
0.618	5,639.5
HIGH	5,616.0
0.618	5,601.5
0.500	5,597.0
0.382	5,592.5
LOW	5,578.0
0.618	5,554.5
1.000	5,540.0
1.618	5,516.5
2.618	5,478.5
4.250	5,416.5

Fisher Pivots for day following 09-Feb-2017
Pivot	1 day	3 day
R1	5,605.7	5,597.2
PP	5,601.3	5,584.3
S1	5,597.0	5,571.5

Download as Excel Spreadsheet

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

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