ASX SPI 200 Index Future December 2015

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	5,244.0	5,197.0	-47.0	-0.9%	5,265.0
High	5,275.0	5,219.0	-56.0	-1.1%	5,294.0
Low	5,199.0	5,166.0	-33.0	-0.6%	5,180.0
Close	5,207.0	5,186.0	-21.0	-0.4%	5,207.0
Range	76.0	53.0	-23.0	-30.3%	114.0
ATR	80.4	78.4	-2.0	-2.4%	0.0
Volume	16,277	26,199	9,922	61.0%	103,464

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,349.3	5,320.7	5,215.2
R3	5,296.3	5,267.7	5,200.6
R2	5,243.3	5,243.3	5,195.7
R1	5,214.7	5,214.7	5,190.9	5,202.5
PP	5,190.3	5,190.3	5,190.3	5,184.3
S1	5,161.7	5,161.7	5,181.1	5,149.5
S2	5,137.3	5,137.3	5,176.3
S3	5,084.3	5,108.7	5,171.4
S4	5,031.3	5,055.7	5,156.9

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,569.0	5,502.0	5,269.7
R3	5,455.0	5,388.0	5,238.4
R2	5,341.0	5,341.0	5,227.9
R1	5,274.0	5,274.0	5,217.5	5,250.5
PP	5,227.0	5,227.0	5,227.0	5,215.3
S1	5,160.0	5,160.0	5,196.6	5,136.5
S2	5,113.0	5,113.0	5,186.1
S3	4,999.0	5,046.0	5,175.7
S4	4,885.0	4,932.0	5,144.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,276.0	5,166.0	110.0	2.1%	64.4	1.2%	18%	False	True	21,257
10	5,294.0	5,038.0	256.0	4.9%	67.6	1.3%	58%	False	False	25,083
20	5,294.0	4,959.0	335.0	6.5%	70.5	1.4%	68%	False	False	26,012
40	5,369.0	4,959.0	410.0	7.9%	64.1	1.2%	55%	False	False	24,828
60	5,369.0	4,881.0	488.0	9.4%	71.9	1.4%	63%	False	False	27,507
80	5,408.0	4,881.0	527.0	10.2%	64.8	1.2%	58%	False	False	20,686
100	5,644.0	4,881.0	763.0	14.7%	53.8	1.0%	40%	False	False	16,551

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	17.7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,444.3
2.618	5,357.8
1.618	5,304.8
1.000	5,272.0
0.618	5,251.8
HIGH	5,219.0
0.618	5,198.8
0.500	5,192.5
0.382	5,186.2
LOW	5,166.0
0.618	5,133.2
1.000	5,113.0
1.618	5,080.2
2.618	5,027.2
4.250	4,940.8

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	5,192.5	5,220.5
PP	5,190.3	5,209.0
S1	5,188.2	5,197.5

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

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