ASX SPI 200 Index Future March 2016

Trading Metrics calculated at close of trading on 11-Jan-2016

Day Change Summary
	Previous	Current
	08-Jan-2016	11-Jan-2016	Change	Change %	Previous Week
Open	4,900.0	4,856.0	-44.0	-0.9%	5,249.0
High	4,993.0	4,896.0	-97.0	-1.9%	5,297.0
Low	4,873.0	4,829.0	-44.0	-0.9%	4,873.0
Close	4,930.0	4,866.0	-64.0	-1.3%	4,930.0
Range	120.0	67.0	-53.0	-44.2%	424.0
ATR	85.9	87.0	1.1	1.3%	0.0
Volume	38,501	41,001	2,500	6.5%	173,420

Daily Pivots for day following 11-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,064.7	5,032.3	4,902.9
R3	4,997.7	4,965.3	4,884.4
R2	4,930.7	4,930.7	4,878.3
R1	4,898.3	4,898.3	4,872.1	4,914.5
PP	4,863.7	4,863.7	4,863.7	4,871.8
S1	4,831.3	4,831.3	4,859.9	4,847.5
S2	4,796.7	4,796.7	4,853.7
S3	4,729.7	4,764.3	4,847.6
S4	4,662.7	4,697.3	4,829.2

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	6,305.3	6,041.7	5,163.2
R3	5,881.3	5,617.7	5,046.6
R2	5,457.3	5,457.3	5,007.7
R1	5,193.7	5,193.7	4,968.9	5,113.5
PP	5,033.3	5,033.3	5,033.3	4,993.3
S1	4,769.7	4,769.7	4,891.1	4,689.5
S2	4,609.3	4,609.3	4,852.3
S3	4,185.3	4,345.7	4,813.4
S4	3,761.3	3,921.7	4,696.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,225.0	4,829.0	396.0	8.1%	109.0	2.2%	9%	False	True	38,208
10	5,297.0	4,829.0	468.0	9.6%	85.4	1.8%	8%	False	True	28,889
20	5,297.0	4,829.0	468.0	9.6%	78.9	1.6%	8%	False	True	33,409
40	5,297.0	4,829.0	468.0	9.6%	60.7	1.2%	8%	False	True	16,792
60	5,307.0	4,829.0	478.0	9.8%	48.6	1.0%	8%	False	True	11,240
80	5,307.0	4,829.0	478.0	9.8%	46.1	0.9%	8%	False	True	8,446
100	5,307.0	4,829.0	478.0	9.8%	41.3	0.8%	8%	False	True	6,786
120	5,595.0	4,829.0	766.0	15.7%	35.9	0.7%	5%	False	True	5,664

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	15.2
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,180.8
2.618	5,071.4
1.618	5,004.4
1.000	4,963.0
0.618	4,937.4
HIGH	4,896.0
0.618	4,870.4
0.500	4,862.5
0.382	4,854.6
LOW	4,829.0
0.618	4,787.6
1.000	4,762.0
1.618	4,720.6
2.618	4,653.6
4.250	4,544.3

Fisher Pivots for day following 11-Jan-2016
Pivot	1 day	3 day
R1	4,864.8	4,955.5
PP	4,863.7	4,925.7
S1	4,862.5	4,895.8

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

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