ASX SPI 200 Index Future June 2016

Trading Metrics calculated at close of trading on 10-Jun-2016

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	5,377.0	5,332.0	-45.0	-0.8%	5,332.0
High	5,391.0	5,335.0	-56.0	-1.0%	5,398.0
Low	5,337.0	5,293.0	-44.0	-0.8%	5,293.0
Close	5,362.0	5,318.0	-44.0	-0.8%	5,318.0
Range	54.0	42.0	-12.0	-22.2%	105.0
ATR	61.0	61.6	0.6	0.9%	0.0
Volume	25,427	40,865	15,438	60.7%	136,751

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,441.3	5,421.7	5,341.1
R3	5,399.3	5,379.7	5,329.6
R2	5,357.3	5,357.3	5,325.7
R1	5,337.7	5,337.7	5,321.9	5,326.5
PP	5,315.3	5,315.3	5,315.3	5,309.8
S1	5,295.7	5,295.7	5,314.2	5,284.5
S2	5,273.3	5,273.3	5,310.3
S3	5,231.3	5,253.7	5,306.5
S4	5,189.3	5,211.7	5,294.9

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,651.3	5,589.7	5,375.8
R3	5,546.3	5,484.7	5,346.9
R2	5,441.3	5,441.3	5,337.3
R1	5,379.7	5,379.7	5,327.6	5,358.0
PP	5,336.3	5,336.3	5,336.3	5,325.5
S1	5,274.7	5,274.7	5,308.4	5,253.0
S2	5,231.3	5,231.3	5,298.8
S3	5,126.3	5,169.7	5,289.1
S4	5,021.3	5,064.7	5,260.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,398.0	5,293.0	105.0	2.0%	49.8	0.9%	24%	False	True	27,350
10	5,432.0	5,273.0	159.0	3.0%	49.4	0.9%	28%	False	False	26,411
20	5,436.0	5,273.0	163.0	3.1%	50.3	0.9%	28%	False	False	26,794
40	5,436.0	5,085.0	351.0	6.6%	58.2	1.1%	66%	False	False	29,628
60	5,436.0	4,871.0	565.0	10.6%	58.9	1.1%	79%	False	False	28,994
80	5,436.0	4,790.0	646.0	12.1%	57.9	1.1%	82%	False	False	24,664
100	5,436.0	4,649.0	787.0	14.8%	55.4	1.0%	85%	False	False	19,744
120	5,436.0	4,649.0	787.0	14.8%	49.7	0.9%	85%	False	False	16,454

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	10.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,513.5
2.618	5,445.0
1.618	5,403.0
1.000	5,377.0
0.618	5,361.0
HIGH	5,335.0
0.618	5,319.0
0.500	5,314.0
0.382	5,309.0
LOW	5,293.0
0.618	5,267.0
1.000	5,251.0
1.618	5,225.0
2.618	5,183.0
4.250	5,114.5

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	5,316.7	5,342.0
PP	5,315.3	5,334.0
S1	5,314.0	5,326.0

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

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