ASX SPI 200 Index Future March 2016

Trading Metrics calculated at close of trading on 04-Mar-2016

Day Change Summary
	Previous	Current
	03-Mar-2016	04-Mar-2016	Change	Change %	Previous Week
Open	5,039.0	5,087.0	48.0	1.0%	4,862.0
High	5,082.0	5,098.0	16.0	0.3%	5,098.0
Low	5,015.0	5,072.0	57.0	1.1%	4,846.0
Close	5,077.0	5,085.0	8.0	0.2%	5,085.0
Range	67.0	26.0	-41.0	-61.2%	252.0
ATR	89.9	85.4	-4.6	-5.1%	0.0
Volume	32,884	27,671	-5,213	-15.9%	159,984

Daily Pivots for day following 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,163.0	5,150.0	5,099.3
R3	5,137.0	5,124.0	5,092.2
R2	5,111.0	5,111.0	5,089.8
R1	5,098.0	5,098.0	5,087.4	5,091.5
PP	5,085.0	5,085.0	5,085.0	5,081.8
S1	5,072.0	5,072.0	5,082.6	5,065.5
S2	5,059.0	5,059.0	5,080.2
S3	5,033.0	5,046.0	5,077.9
S4	5,007.0	5,020.0	5,070.7

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,765.7	5,677.3	5,223.6
R3	5,513.7	5,425.3	5,154.3
R2	5,261.7	5,261.7	5,131.2
R1	5,173.3	5,173.3	5,108.1	5,217.5
PP	5,009.7	5,009.7	5,009.7	5,031.8
S1	4,921.3	4,921.3	5,061.9	4,965.5
S2	4,757.7	4,757.7	5,038.8
S3	4,505.7	4,669.3	5,015.7
S4	4,253.7	4,417.3	4,946.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,098.0	4,846.0	252.0	5.0%	58.8	1.2%	95%	True	False	31,996
10	5,098.0	4,805.0	293.0	5.8%	68.8	1.4%	96%	True	False	29,910
20	5,098.0	4,644.0	454.0	8.9%	75.2	1.5%	97%	True	False	30,192
40	5,098.0	4,644.0	454.0	8.9%	75.8	1.5%	97%	True	False	31,484
60	5,297.0	4,644.0	653.0	12.8%	75.3	1.5%	68%	False	False	30,825
80	5,297.0	4,644.0	653.0	12.8%	66.9	1.3%	68%	False	False	23,159
100	5,307.0	4,644.0	663.0	13.0%	58.0	1.1%	67%	False	False	18,543
120	5,307.0	4,644.0	663.0	13.0%	54.8	1.1%	67%	False	False	15,463

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	15.3
Narrowest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	5,208.5
2.618	5,166.1
1.618	5,140.1
1.000	5,124.0
0.618	5,114.1
HIGH	5,098.0
0.618	5,088.1
0.500	5,085.0
0.382	5,081.9
LOW	5,072.0
0.618	5,055.9
1.000	5,046.0
1.618	5,029.9
2.618	5,003.9
4.250	4,961.5

Fisher Pivots for day following 04-Mar-2016
Pivot	1 day	3 day
R1	5,085.0	5,068.3
PP	5,085.0	5,051.7
S1	5,085.0	5,035.0

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

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