ASX SPI 200 Index Future March 2016

Trading Metrics calculated at close of trading on 14-Jan-2016

Day Change Summary
	Previous	Current
	13-Jan-2016	14-Jan-2016	Change	Change %	Previous Week
Open	4,899.0	4,830.0	-69.0	-1.4%	5,249.0
High	4,947.0	4,881.0	-66.0	-1.3%	5,297.0
Low	4,880.0	4,810.0	-70.0	-1.4%	4,873.0
Close	4,937.0	4,878.0	-59.0	-1.2%	4,930.0
Range	67.0	71.0	4.0	6.0%	424.0
ATR	85.0	88.0	3.0	3.5%	0.0
Volume	26,277	32,085	5,808	22.1%	173,420

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,069.3	5,044.7	4,917.1
R3	4,998.3	4,973.7	4,897.5
R2	4,927.3	4,927.3	4,891.0
R1	4,902.7	4,902.7	4,884.5	4,915.0
PP	4,856.3	4,856.3	4,856.3	4,862.5
S1	4,831.7	4,831.7	4,871.5	4,844.0
S2	4,785.3	4,785.3	4,865.0
S3	4,714.3	4,760.7	4,858.5
S4	4,643.3	4,689.7	4,839.0

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	4,993.0	4,810.0	183.0	3.8%	80.6	1.7%	37%	False	True	34,179
10	5,297.0	4,810.0	487.0	10.0%	88.7	1.8%	14%	False	True	32,391
20	5,297.0	4,810.0	487.0	10.0%	79.7	1.6%	14%	False	True	33,966
40	5,297.0	4,810.0	487.0	10.0%	64.8	1.3%	14%	False	True	19,076
60	5,307.0	4,810.0	497.0	10.2%	52.2	1.1%	14%	False	True	12,762
80	5,307.0	4,810.0	497.0	10.2%	48.1	1.0%	14%	False	True	9,588
100	5,307.0	4,810.0	497.0	10.2%	42.9	0.9%	14%	False	True	7,699
120	5,595.0	4,810.0	785.0	16.1%	37.7	0.8%	9%	False	True	6,426

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	18.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,182.8
2.618	5,066.9
1.618	4,995.9
1.000	4,952.0
0.618	4,924.9
HIGH	4,881.0
0.618	4,853.9
0.500	4,845.5
0.382	4,837.1
LOW	4,810.0
0.618	4,766.1
1.000	4,739.0
1.618	4,695.1
2.618	4,624.1
4.250	4,508.3

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	4,867.2	4,878.5
PP	4,856.3	4,878.3
S1	4,845.5	4,878.2

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

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