ASX SPI 200 Index Future March 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	4,793.0	4,815.0	22.0	0.5%	4,856.0
High	4,855.0	4,879.0	24.0	0.5%	4,949.0
Low	4,786.0	4,783.0	-3.0	-0.1%	4,810.0
Close	4,848.0	4,802.0	-46.0	-0.9%	4,832.0
Range	69.0	96.0	27.0	39.1%	139.0
ATR	89.2	89.7	0.5	0.5%	0.0
Volume	28,691	37,454	8,763	30.5%	165,767

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,109.3	5,051.7	4,854.8
R3	5,013.3	4,955.7	4,828.4
R2	4,917.3	4,917.3	4,819.6
R1	4,859.7	4,859.7	4,810.8	4,840.5
PP	4,821.3	4,821.3	4,821.3	4,811.8
S1	4,763.7	4,763.7	4,793.2	4,744.5
S2	4,725.3	4,725.3	4,784.4
S3	4,629.3	4,667.7	4,775.6
S4	4,533.3	4,571.7	4,749.2

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,280.7	5,195.3	4,908.5
R3	5,141.7	5,056.3	4,870.2
R2	5,002.7	5,002.7	4,857.5
R1	4,917.3	4,917.3	4,844.7	4,890.5
PP	4,863.7	4,863.7	4,863.7	4,850.3
S1	4,778.3	4,778.3	4,819.3	4,751.5
S2	4,724.7	4,724.7	4,806.5
S3	4,585.7	4,639.3	4,793.8
S4	4,446.7	4,500.3	4,755.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,949.0	4,747.0	202.0	4.2%	89.0	1.9%	27%	False	False	32,713
10	5,082.0	4,747.0	335.0	7.0%	91.1	1.9%	16%	False	False	34,483
20	5,297.0	4,747.0	550.0	11.5%	81.7	1.7%	10%	False	False	27,911
40	5,297.0	4,747.0	550.0	11.5%	70.1	1.5%	10%	False	False	22,334
60	5,307.0	4,747.0	560.0	11.7%	58.0	1.2%	10%	False	False	14,952
80	5,307.0	4,747.0	560.0	11.7%	51.6	1.1%	10%	False	False	11,228
100	5,307.0	4,747.0	560.0	11.7%	44.8	0.9%	10%	False	False	8,993
120	5,595.0	4,747.0	848.0	17.7%	40.9	0.9%	6%	False	False	7,521

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,287.0
2.618	5,130.3
1.618	5,034.3
1.000	4,975.0
0.618	4,938.3
HIGH	4,879.0
0.618	4,842.3
0.500	4,831.0
0.382	4,819.7
LOW	4,783.0
0.618	4,723.7
1.000	4,687.0
1.618	4,627.7
2.618	4,531.7
4.250	4,375.0

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	4,831.0	4,813.0
PP	4,821.3	4,809.3
S1	4,811.7	4,805.7

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

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