ASX SPI 200 Index Future March 2016

Trading Metrics calculated at close of trading on 07-Jan-2016

Day Change Summary
	Previous	Current
	06-Jan-2016	07-Jan-2016	Change	Change %	Previous Week
Open	5,165.0	5,067.0	-98.0	-1.9%	5,159.0
High	5,182.0	5,082.0	-100.0	-1.9%	5,297.0
Low	5,048.0	4,948.0	-100.0	-2.0%	5,146.0
Close	5,076.0	4,958.0	-118.0	-2.3%	5,257.0
Range	134.0	134.0	0.0	0.0%	151.0
ATR	79.4	83.3	3.9	4.9%	0.0
Volume	32,423	42,451	10,028	30.9%	63,216

Daily Pivots for day following 07-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,398.0	5,312.0	5,031.7
R3	5,264.0	5,178.0	4,994.9
R2	5,130.0	5,130.0	4,982.6
R1	5,044.0	5,044.0	4,970.3	5,020.0
PP	4,996.0	4,996.0	4,996.0	4,984.0
S1	4,910.0	4,910.0	4,945.7	4,886.0
S2	4,862.0	4,862.0	4,933.4
S3	4,728.0	4,776.0	4,921.2
S4	4,594.0	4,642.0	4,884.3

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,686.3	5,622.7	5,340.1
R3	5,535.3	5,471.7	5,298.5
R2	5,384.3	5,384.3	5,284.7
R1	5,320.7	5,320.7	5,270.8	5,352.5
PP	5,233.3	5,233.3	5,233.3	5,249.3
S1	5,169.7	5,169.7	5,243.2	5,201.5
S2	5,082.3	5,082.3	5,229.3
S3	4,931.3	5,018.7	5,215.5
S4	4,780.3	4,867.7	5,174.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,297.0	4,948.0	349.0	7.0%	96.8	2.0%	3%	False	True	30,602
10	5,297.0	4,948.0	349.0	7.0%	77.7	1.6%	3%	False	True	23,858
20	5,297.0	4,852.0	445.0	9.0%	74.3	1.5%	24%	False	False	29,505
40	5,297.0	4,852.0	445.0	9.0%	58.0	1.2%	24%	False	False	14,833
60	5,307.0	4,852.0	455.0	9.2%	46.2	0.9%	23%	False	False	9,915
80	5,307.0	4,829.0	478.0	9.6%	44.3	0.9%	27%	False	False	7,453
100	5,307.0	4,829.0	478.0	9.6%	39.4	0.8%	27%	False	False	5,999
120	5,595.0	4,829.0	766.0	15.4%	34.4	0.7%	17%	False	False	5,002

Crabel Price Patterns
NR	False
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	12.9

Fibonacci Retracements and Extensions
4.250	5,651.5
2.618	5,432.8
1.618	5,298.8
1.000	5,216.0
0.618	5,164.8
HIGH	5,082.0
0.618	5,030.8
0.500	5,015.0
0.382	4,999.2
LOW	4,948.0
0.618	4,865.2
1.000	4,814.0
1.618	4,731.2
2.618	4,597.2
4.250	4,378.5

Fisher Pivots for day following 07-Jan-2016
Pivot	1 day	3 day
R1	5,015.0	5,086.5
PP	4,996.0	5,043.7
S1	4,977.0	5,000.8

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

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