ASX SPI 200 Index Future March 2016

Trading Metrics calculated at close of trading on 02-Mar-2016

Day Change Summary
	Previous	Current
	01-Mar-2016	02-Mar-2016	Change	Change %	Previous Week
Open	4,867.0	4,993.0	126.0	2.6%	4,925.0
High	4,924.0	5,042.0	118.0	2.4%	5,011.0
Low	4,846.0	4,972.0	126.0	2.6%	4,805.0
Close	4,890.0	5,014.0	124.0	2.5%	4,853.0
Range	78.0	70.0	-8.0	-10.3%	206.0
ATR	87.0	91.6	4.6	5.3%	0.0
Volume	32,127	36,746	4,619	14.4%	139,124

Daily Pivots for day following 02-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,219.3	5,186.7	5,052.5
R3	5,149.3	5,116.7	5,033.3
R2	5,079.3	5,079.3	5,026.8
R1	5,046.7	5,046.7	5,020.4	5,063.0
PP	5,009.3	5,009.3	5,009.3	5,017.5
S1	4,976.7	4,976.7	5,007.6	4,993.0
S2	4,939.3	4,939.3	5,001.2
S3	4,869.3	4,906.7	4,994.8
S4	4,799.3	4,836.7	4,975.5

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,507.7	5,386.3	4,966.3
R3	5,301.7	5,180.3	4,909.7
R2	5,095.7	5,095.7	4,890.8
R1	4,974.3	4,974.3	4,871.9	4,932.0
PP	4,889.7	4,889.7	4,889.7	4,868.5
S1	4,768.3	4,768.3	4,834.1	4,726.0
S2	4,683.7	4,683.7	4,815.2
S3	4,477.7	4,562.3	4,796.4
S4	4,271.7	4,356.3	4,739.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,042.0	4,805.0	237.0	4.7%	74.8	1.5%	88%	True	False	30,838
10	5,042.0	4,805.0	237.0	4.7%	71.3	1.4%	88%	True	False	29,741
20	5,042.0	4,644.0	398.0	7.9%	77.7	1.5%	93%	True	False	29,798
40	5,182.0	4,644.0	538.0	10.7%	80.1	1.6%	69%	False	False	31,842
60	5,297.0	4,644.0	653.0	13.0%	76.9	1.5%	57%	False	False	29,819
80	5,297.0	4,644.0	653.0	13.0%	67.1	1.3%	57%	False	False	22,406
100	5,307.0	4,644.0	663.0	13.2%	57.8	1.2%	56%	False	False	17,937
120	5,307.0	4,644.0	663.0	13.2%	54.0	1.1%	56%	False	False	14,959

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	14.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,339.5
2.618	5,225.3
1.618	5,155.3
1.000	5,112.0
0.618	5,085.3
HIGH	5,042.0
0.618	5,015.3
0.500	5,007.0
0.382	4,998.7
LOW	4,972.0
0.618	4,928.7
1.000	4,902.0
1.618	4,858.7
2.618	4,788.7
4.250	4,674.5

Fisher Pivots for day following 02-Mar-2016
Pivot	1 day	3 day
R1	5,011.7	4,990.7
PP	5,009.3	4,967.3
S1	5,007.0	4,944.0

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

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