ASX SPI 200 Index Future September 2015

Trading Metrics calculated at close of trading on 09-Sep-2015

Day Change Summary
	Previous	Current
	08-Sep-2015	09-Sep-2015	Change	Change %	Previous Week
Open	5,005.0	5,147.0	142.0	2.8%	5,220.0
High	5,110.0	5,226.0	116.0	2.3%	5,220.0
Low	5,005.0	5,140.0	135.0	2.7%	4,968.0
Close	5,100.0	5,215.0	115.0	2.3%	5,025.0
Range	105.0	86.0	-19.0	-18.1%	252.0
ATR	113.3	114.2	0.9	0.8%	0.0
Volume	29,328	43,460	14,132	48.2%	183,562

Daily Pivots for day following 09-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,451.7	5,419.3	5,262.3
R3	5,365.7	5,333.3	5,238.7
R2	5,279.7	5,279.7	5,230.8
R1	5,247.3	5,247.3	5,222.9	5,263.5
PP	5,193.7	5,193.7	5,193.7	5,201.8
S1	5,161.3	5,161.3	5,207.1	5,177.5
S2	5,107.7	5,107.7	5,199.2
S3	5,021.7	5,075.3	5,191.4
S4	4,935.7	4,989.3	5,167.7

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,827.0	5,678.0	5,163.6
R3	5,575.0	5,426.0	5,094.3
R2	5,323.0	5,323.0	5,071.2
R1	5,174.0	5,174.0	5,048.1	5,122.5
PP	5,071.0	5,071.0	5,071.0	5,045.3
S1	4,922.0	4,922.0	5,001.9	4,870.5
S2	4,819.0	4,819.0	4,978.8
S3	4,567.0	4,670.0	4,955.7
S4	4,315.0	4,418.0	4,886.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,226.0	4,954.0	272.0	5.2%	104.4	2.0%	96%	True	False	33,921
10	5,289.0	4,954.0	335.0	6.4%	100.0	1.9%	78%	False	False	34,791
20	5,370.0	4,805.0	565.0	10.8%	108.1	2.1%	73%	False	False	39,991
40	5,671.0	4,805.0	866.0	16.6%	86.4	1.7%	47%	False	False	31,849
60	5,671.0	4,805.0	866.0	16.6%	84.3	1.6%	47%	False	False	30,933
80	5,756.0	4,805.0	951.0	18.2%	74.0	1.4%	43%	False	False	26,789
100	5,923.0	4,805.0	1,118.0	21.4%	62.1	1.2%	37%	False	False	21,441

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	20.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,591.5
2.618	5,451.1
1.618	5,365.1
1.000	5,312.0
0.618	5,279.1
HIGH	5,226.0
0.618	5,193.1
0.500	5,183.0
0.382	5,172.9
LOW	5,140.0
0.618	5,086.9
1.000	5,054.0
1.618	5,000.9
2.618	4,914.9
4.250	4,774.5

Fisher Pivots for day following 09-Sep-2015
Pivot	1 day	3 day
R1	5,204.3	5,173.3
PP	5,193.7	5,131.7
S1	5,183.0	5,090.0

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

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