ASX SPI 200 Index Future March 2016

Trading Metrics calculated at close of trading on 29-Jan-2016

Day Change Summary
	Previous	Current
	28-Jan-2016	29-Jan-2016	Change	Change %	Previous Week
Open	4,888.0	4,930.0	42.0	0.9%	4,928.0
High	4,944.0	4,970.0	26.0	0.5%	4,970.0
Low	4,855.0	4,894.0	39.0	0.8%	4,855.0
Close	4,925.0	4,965.0	40.0	0.8%	4,965.0
Range	89.0	76.0	-13.0	-14.6%	115.0
ATR	85.6	84.9	-0.7	-0.8%	0.0
Volume	30,884	36,635	5,751	18.6%	117,351

Daily Pivots for day following 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,171.0	5,144.0	5,006.8
R3	5,095.0	5,068.0	4,985.9
R2	5,019.0	5,019.0	4,978.9
R1	4,992.0	4,992.0	4,972.0	5,005.5
PP	4,943.0	4,943.0	4,943.0	4,949.8
S1	4,916.0	4,916.0	4,958.0	4,929.5
S2	4,867.0	4,867.0	4,951.1
S3	4,791.0	4,840.0	4,944.1
S4	4,715.0	4,764.0	4,923.2

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,275.0	5,235.0	5,028.3
R3	5,160.0	5,120.0	4,996.6
R2	5,045.0	5,045.0	4,986.1
R1	5,005.0	5,005.0	4,975.5	5,025.0
PP	4,930.0	4,930.0	4,930.0	4,940.0
S1	4,890.0	4,890.0	4,954.5	4,910.0
S2	4,815.0	4,815.0	4,943.9
S3	4,700.0	4,775.0	4,933.4
S4	4,585.0	4,660.0	4,901.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,970.0	4,834.0	136.0	2.7%	66.8	1.3%	96%	True	False	29,378
10	4,970.0	4,747.0	223.0	4.5%	78.3	1.6%	98%	True	False	31,635
20	5,297.0	4,747.0	550.0	11.1%	83.5	1.7%	40%	False	False	32,013
40	5,297.0	4,747.0	550.0	11.1%	75.8	1.5%	40%	False	False	26,943
60	5,297.0	4,747.0	550.0	11.1%	62.3	1.3%	40%	False	False	18,023
80	5,307.0	4,747.0	560.0	11.3%	51.5	1.0%	39%	False	False	13,538
100	5,307.0	4,747.0	560.0	11.3%	47.3	1.0%	39%	False	False	10,838
120	5,358.0	4,747.0	611.0	12.3%	42.9	0.9%	36%	False	False	9,062

Crabel Price Patterns
NR	True
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	17.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,293.0
2.618	5,169.0
1.618	5,093.0
1.000	5,046.0
0.618	5,017.0
HIGH	4,970.0
0.618	4,941.0
0.500	4,932.0
0.382	4,923.0
LOW	4,894.0
0.618	4,847.0
1.000	4,818.0
1.618	4,771.0
2.618	4,695.0
4.250	4,571.0

Fisher Pivots for day following 29-Jan-2016
Pivot	1 day	3 day
R1	4,954.0	4,947.5
PP	4,943.0	4,930.0
S1	4,932.0	4,912.5

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

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