ASX SPI 200 Index Future September 2015

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	5,220.0	5,136.0	-84.0	-1.6%	5,050.0
High	5,220.0	5,190.0	-30.0	-0.6%	5,289.0
Low	5,129.0	5,052.0	-77.0	-1.5%	4,805.0
Close	5,167.0	5,059.0	-108.0	-2.1%	5,234.0
Range	91.0	138.0	47.0	51.6%	484.0
ATR	114.9	116.5	1.7	1.4%	0.0
Volume	34,345	35,495	1,150	3.3%	282,384

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,514.3	5,424.7	5,134.9
R3	5,376.3	5,286.7	5,097.0
R2	5,238.3	5,238.3	5,084.3
R1	5,148.7	5,148.7	5,071.7	5,124.5
PP	5,100.3	5,100.3	5,100.3	5,088.3
S1	5,010.7	5,010.7	5,046.4	4,986.5
S2	4,962.3	4,962.3	5,033.7
S3	4,824.3	4,872.7	5,021.1
S4	4,686.3	4,734.7	4,983.1

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,561.3	6,381.7	5,500.2
R3	6,077.3	5,897.7	5,367.1
R2	5,593.3	5,593.3	5,322.7
R1	5,413.7	5,413.7	5,278.4	5,503.5
PP	5,109.3	5,109.3	5,109.3	5,154.3
S1	4,929.7	4,929.7	5,189.6	5,019.5
S2	4,625.3	4,625.3	5,145.3
S3	4,141.3	4,445.7	5,100.9
S4	3,657.3	3,961.7	4,967.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,289.0	4,980.0	309.0	6.1%	110.8	2.2%	26%	False	False	38,084
10	5,354.0	4,805.0	549.0	10.9%	125.1	2.5%	46%	False	False	46,066
20	5,635.0	4,805.0	830.0	16.4%	104.1	2.1%	31%	False	False	38,980
40	5,671.0	4,805.0	866.0	17.1%	83.3	1.6%	29%	False	False	30,794
60	5,671.0	4,805.0	866.0	17.1%	78.5	1.6%	29%	False	False	32,120
80	5,756.0	4,805.0	951.0	18.8%	67.1	1.3%	27%	False	False	24,122
100	5,923.0	4,805.0	1,118.0	22.1%	55.9	1.1%	23%	False	False	19,307

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	19.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,776.5
2.618	5,551.3
1.618	5,413.3
1.000	5,328.0
0.618	5,275.3
HIGH	5,190.0
0.618	5,137.3
0.500	5,121.0
0.382	5,104.7
LOW	5,052.0
0.618	4,966.7
1.000	4,914.0
1.618	4,828.7
2.618	4,690.7
4.250	4,465.5

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	5,121.0	5,170.5
PP	5,100.3	5,133.3
S1	5,079.7	5,096.2

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

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