ASX SPI 200 Index Future December 2015

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

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	5,197.0	5,196.0	-1.0	0.0%	5,265.0
High	5,219.0	5,290.0	71.0	1.4%	5,294.0
Low	5,166.0	5,174.0	8.0	0.2%	5,180.0
Close	5,186.0	5,264.0	78.0	1.5%	5,207.0
Range	53.0	116.0	63.0	118.9%	114.0
ATR	78.4	81.1	2.7	3.4%	0.0
Volume	26,199	39,398	13,199	50.4%	103,464

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,590.7	5,543.3	5,327.8
R3	5,474.7	5,427.3	5,295.9
R2	5,358.7	5,358.7	5,285.3
R1	5,311.3	5,311.3	5,274.6	5,335.0
PP	5,242.7	5,242.7	5,242.7	5,254.5
S1	5,195.3	5,195.3	5,253.4	5,219.0
S2	5,126.7	5,126.7	5,242.7
S3	5,010.7	5,079.3	5,232.1
S4	4,894.7	4,963.3	5,200.2

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	5,290.0	5,166.0	124.0	2.4%	77.2	1.5%	79%	True	False	24,715
10	5,294.0	5,087.0	207.0	3.9%	69.9	1.3%	86%	False	False	25,385
20	5,294.0	4,959.0	335.0	6.4%	73.2	1.4%	91%	False	False	26,743
40	5,369.0	4,959.0	410.0	7.8%	65.4	1.2%	74%	False	False	25,086
60	5,369.0	4,881.0	488.0	9.3%	72.8	1.4%	78%	False	False	28,143
80	5,369.0	4,881.0	488.0	9.3%	66.1	1.3%	78%	False	False	21,178
100	5,644.0	4,881.0	763.0	14.5%	55.0	1.0%	50%	False	False	16,945

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	19.7
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	5,783.0
2.618	5,593.7
1.618	5,477.7
1.000	5,406.0
0.618	5,361.7
HIGH	5,290.0
0.618	5,245.7
0.500	5,232.0
0.382	5,218.3
LOW	5,174.0
0.618	5,102.3
1.000	5,058.0
1.618	4,986.3
2.618	4,870.3
4.250	4,681.0

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	5,253.3	5,252.0
PP	5,242.7	5,240.0
S1	5,232.0	5,228.0

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

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