ASX SPI 200 Index Future December 2015

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	4,920.0	4,956.0	36.0	0.7%	5,203.0
High	4,972.0	5,032.0	60.0	1.2%	5,246.0
Low	4,901.0	4,940.0	39.0	0.8%	4,994.0
Close	4,904.0	5,023.0	119.0	2.4%	5,021.0
Range	71.0	92.0	21.0	29.6%	252.0
ATR	79.3	82.7	3.5	4.4%	0.0
Volume	134,220	73,667	-60,553	-45.1%	149,089

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,274.3	5,240.7	5,073.6
R3	5,182.3	5,148.7	5,048.3
R2	5,090.3	5,090.3	5,039.9
R1	5,056.7	5,056.7	5,031.4	5,073.5
PP	4,998.3	4,998.3	4,998.3	5,006.8
S1	4,964.7	4,964.7	5,014.6	4,981.5
S2	4,906.3	4,906.3	5,006.1
S3	4,814.3	4,872.7	4,997.7
S4	4,722.3	4,780.7	4,972.4

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	5,079.0	4,901.0	178.0	3.5%	74.0	1.5%	69%	False	False	73,931
10	5,246.0	4,901.0	345.0	6.9%	67.3	1.3%	35%	False	False	50,790
20	5,294.0	4,901.0	393.0	7.8%	67.6	1.3%	31%	False	False	37,913
40	5,369.0	4,901.0	468.0	9.3%	68.2	1.4%	26%	False	False	31,947
60	5,369.0	4,881.0	488.0	9.7%	68.9	1.4%	29%	False	False	29,770
80	5,369.0	4,881.0	488.0	9.7%	69.7	1.4%	29%	False	False	27,743
100	5,644.0	4,881.0	763.0	15.2%	60.7	1.2%	19%	False	False	22,214

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	False
Bear Hook	False
Bull Hook	False
Stretch	19.9
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5,423.0
2.618	5,272.9
1.618	5,180.9
1.000	5,124.0
0.618	5,088.9
HIGH	5,032.0
0.618	4,996.9
0.500	4,986.0
0.382	4,975.1
LOW	4,940.0
0.618	4,883.1
1.000	4,848.0
1.618	4,791.1
2.618	4,699.1
4.250	4,549.0

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	5,010.7	5,004.2
PP	4,998.3	4,985.3
S1	4,986.0	4,966.5

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

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