ASX SPI 200 Index Future March 2016

Trading Metrics calculated at close of trading on 16-Mar-2016

Day Change Summary
	Previous	Current
	15-Mar-2016	16-Mar-2016	Change	Change %	Previous Week
Open	5,180.0	5,097.0	-83.0	-1.6%	5,139.0
High	5,183.0	5,127.0	-56.0	-1.1%	5,184.0
Low	5,100.0	5,088.0	-12.0	-0.2%	5,077.0
Close	5,105.0	5,126.0	21.0	0.4%	5,180.0
Range	83.0	39.0	-44.0	-53.0%	107.0
ATR	76.8	74.1	-2.7	-3.5%	0.0
Volume	164,739	79,279	-85,460	-51.9%	158,800

Daily Pivots for day following 16-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,230.7	5,217.3	5,147.5
R3	5,191.7	5,178.3	5,136.7
R2	5,152.7	5,152.7	5,133.2
R1	5,139.3	5,139.3	5,129.6	5,146.0
PP	5,113.7	5,113.7	5,113.7	5,117.0
S1	5,100.3	5,100.3	5,122.4	5,107.0
S2	5,074.7	5,074.7	5,118.9
S3	5,035.7	5,061.3	5,115.3
S4	4,996.7	5,022.3	5,104.6

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,468.0	5,431.0	5,238.9
R3	5,361.0	5,324.0	5,209.4
R2	5,254.0	5,254.0	5,199.6
R1	5,217.0	5,217.0	5,189.8	5,235.5
PP	5,147.0	5,147.0	5,147.0	5,156.3
S1	5,110.0	5,110.0	5,170.2	5,128.5
S2	5,040.0	5,040.0	5,160.4
S3	4,933.0	5,003.0	5,150.6
S4	4,826.0	4,896.0	5,121.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,216.0	5,088.0	128.0	2.5%	53.0	1.0%	30%	False	True	77,189
10	5,216.0	5,015.0	201.0	3.9%	55.3	1.1%	55%	False	False	54,771
20	5,216.0	4,805.0	411.0	8.0%	63.3	1.2%	78%	False	False	42,256
40	5,216.0	4,644.0	572.0	11.2%	70.2	1.4%	84%	False	False	37,040
60	5,297.0	4,644.0	653.0	12.7%	74.0	1.4%	74%	False	False	33,887
80	5,297.0	4,644.0	653.0	12.7%	69.0	1.3%	74%	False	False	29,219
100	5,307.0	4,644.0	663.0	12.9%	62.2	1.2%	73%	False	False	23,414
120	5,307.0	4,644.0	663.0	12.9%	57.1	1.1%	73%	False	False	19,522

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	True
Bull Hook	False
Stretch	12.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,292.8
2.618	5,229.1
1.618	5,190.1
1.000	5,166.0
0.618	5,151.1
HIGH	5,127.0
0.618	5,112.1
0.500	5,107.5
0.382	5,102.9
LOW	5,088.0
0.618	5,063.9
1.000	5,049.0
1.618	5,024.9
2.618	4,985.9
4.250	4,922.3

Fisher Pivots for day following 16-Mar-2016
Pivot	1 day	3 day
R1	5,119.8	5,152.0
PP	5,113.7	5,143.3
S1	5,107.5	5,134.7

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

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