ASX SPI 200 Index Future March 2017

Trading Metrics calculated at close of trading on 24-Feb-2017

Day Change Summary
	Previous	Current
	23-Feb-2017	24-Feb-2017	Change	Change %	Previous Week
Open	5,761.0	5,752.0	-9.0	-0.2%	5,761.0
High	5,766.0	5,752.0	-14.0	-0.2%	5,775.0
Low	5,731.0	5,699.0	-32.0	-0.6%	5,699.0
Close	5,759.0	5,719.0	-40.0	-0.7%	5,719.0
Range	35.0	53.0	18.0	51.4%	76.0
ATR	45.4	46.4	1.0	2.3%	0.0
Volume	23,514	23,821	307	1.3%	122,329

Daily Pivots for day following 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,882.3	5,853.7	5,748.2
R3	5,829.3	5,800.7	5,733.6
R2	5,776.3	5,776.3	5,728.7
R1	5,747.7	5,747.7	5,723.9	5,735.5
PP	5,723.3	5,723.3	5,723.3	5,717.3
S1	5,694.7	5,694.7	5,714.1	5,682.5
S2	5,670.3	5,670.3	5,709.3
S3	5,617.3	5,641.7	5,704.4
S4	5,564.3	5,588.7	5,689.9

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	5,959.0	5,915.0	5,760.8
R3	5,883.0	5,839.0	5,739.9
R2	5,807.0	5,807.0	5,732.9
R1	5,763.0	5,763.0	5,726.0	5,747.0
PP	5,731.0	5,731.0	5,731.0	5,723.0
S1	5,687.0	5,687.0	5,712.0	5,671.0
S2	5,655.0	5,655.0	5,705.1
S3	5,579.0	5,611.0	5,698.1
S4	5,503.0	5,535.0	5,677.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,775.0	5,699.0	76.0	1.3%	37.0	0.6%	26%	False	True	24,465
10	5,779.0	5,666.0	113.0	2.0%	38.2	0.7%	47%	False	False	25,855
20	5,779.0	5,527.0	252.0	4.4%	42.2	0.7%	76%	False	False	26,449
40	5,790.0	5,527.0	263.0	4.6%	43.8	0.8%	73%	False	False	24,753
60	5,790.0	5,333.0	457.0	8.0%	40.7	0.7%	84%	False	False	26,120
80	5,790.0	5,009.0	781.0	13.7%	40.9	0.7%	91%	False	False	19,603
100	5,790.0	5,009.0	781.0	13.7%	35.0	0.6%	91%	False	False	15,687
120	5,790.0	5,009.0	781.0	13.7%	30.5	0.5%	91%	False	False	13,073

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	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	8.6
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	5,977.3
2.618	5,890.8
1.618	5,837.8
1.000	5,805.0
0.618	5,784.8
HIGH	5,752.0
0.618	5,731.8
0.500	5,725.5
0.382	5,719.2
LOW	5,699.0
0.618	5,666.2
1.000	5,646.0
1.618	5,613.2
2.618	5,560.2
4.250	5,473.8

Fisher Pivots for day following 24-Feb-2017
Pivot	1 day	3 day
R1	5,725.5	5,737.0
PP	5,723.3	5,731.0
S1	5,721.2	5,725.0

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

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