ASX SPI 200 Index Future December 2015

Trading Metrics calculated at close of trading on 15-Dec-2015

Day Change Summary
	Previous	Current
	14-Dec-2015	15-Dec-2015	Change	Change %	Previous Week
Open	4,950.0	4,920.0	-30.0	-0.6%	5,203.0
High	4,982.0	4,972.0	-10.0	-0.2%	5,246.0
Low	4,917.0	4,901.0	-16.0	-0.3%	4,994.0
Close	4,921.0	4,904.0	-17.0	-0.3%	5,021.0
Range	65.0	71.0	6.0	9.2%	252.0
ATR	79.9	79.3	-0.6	-0.8%	0.0
Volume	98,326	134,220	35,894	36.5%	149,089

Daily Pivots for day following 15-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,138.7	5,092.3	4,943.1
R3	5,067.7	5,021.3	4,923.5
R2	4,996.7	4,996.7	4,917.0
R1	4,950.3	4,950.3	4,910.5	4,938.0
PP	4,925.7	4,925.7	4,925.7	4,919.5
S1	4,879.3	4,879.3	4,897.5	4,867.0
S2	4,854.7	4,854.7	4,891.0
S3	4,783.7	4,808.3	4,884.5
S4	4,712.7	4,737.3	4,865.0

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,843.0	5,684.0	5,159.6
R3	5,591.0	5,432.0	5,090.3
R2	5,339.0	5,339.0	5,067.2
R1	5,180.0	5,180.0	5,044.1	5,133.5
PP	5,087.0	5,087.0	5,087.0	5,063.8
S1	4,928.0	4,928.0	4,997.9	4,881.5
S2	4,835.0	4,835.0	4,974.8
S3	4,583.0	4,676.0	4,951.7
S4	4,331.0	4,424.0	4,882.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,126.0	4,901.0	225.0	4.6%	67.6	1.4%	1%	False	True	66,325
10	5,283.0	4,901.0	382.0	7.8%	62.6	1.3%	1%	False	True	45,331
20	5,294.0	4,901.0	393.0	8.0%	66.3	1.4%	1%	False	True	35,358
40	5,369.0	4,901.0	468.0	9.5%	67.7	1.4%	1%	False	True	30,584
60	5,369.0	4,881.0	488.0	10.0%	68.5	1.4%	5%	False	False	29,053
80	5,369.0	4,881.0	488.0	10.0%	69.0	1.4%	5%	False	False	26,828
100	5,644.0	4,881.0	763.0	15.6%	59.7	1.2%	3%	False	False	21,477

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	20.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,273.8
2.618	5,157.9
1.618	5,086.9
1.000	5,043.0
0.618	5,015.9
HIGH	4,972.0
0.618	4,944.9
0.500	4,936.5
0.382	4,928.1
LOW	4,901.0
0.618	4,857.1
1.000	4,830.0
1.618	4,786.1
2.618	4,715.1
4.250	4,599.3

Fisher Pivots for day following 15-Dec-2015
Pivot	1 day	3 day
R1	4,936.5	4,986.0
PP	4,925.7	4,958.7
S1	4,914.8	4,931.3

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

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