ASX SPI 200 Index Future June 2014

Trading Metrics calculated at close of trading on 19-Jun-2014

Day Change Summary
	Previous	Current
	18-Jun-2014	19-Jun-2014	Change	Change %	Previous Week
Open	5,392.0	5,408.0	16.0	0.3%	5,490.0
High	5,406.0	5,434.0	28.0	0.5%	5,500.0
Low	5,378.0	5,405.0	27.0	0.5%	5,371.0
Close	5,382.0	5,434.0	52.0	1.0%	5,405.0
Range	28.0	29.0	1.0	3.6%	129.0
ATR	43.3	43.9	0.6	1.4%	0.0
Volume	62,475	1,840	-60,635	-97.1%	109,650

Daily Pivots for day following 19-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,511.3	5,501.7	5,450.0
R3	5,482.3	5,472.7	5,442.0
R2	5,453.3	5,453.3	5,439.3
R1	5,443.7	5,443.7	5,436.7	5,448.5
PP	5,424.3	5,424.3	5,424.3	5,426.8
S1	5,414.7	5,414.7	5,431.3	5,419.5
S2	5,395.3	5,395.3	5,428.7
S3	5,366.3	5,385.7	5,426.0
S4	5,337.3	5,356.7	5,418.1

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,812.3	5,737.7	5,476.0
R3	5,683.3	5,608.7	5,440.5
R2	5,554.3	5,554.3	5,428.7
R1	5,479.7	5,479.7	5,416.8	5,452.5
PP	5,425.3	5,425.3	5,425.3	5,411.8
S1	5,350.7	5,350.7	5,393.2	5,323.5
S2	5,296.3	5,296.3	5,381.4
S3	5,167.3	5,221.7	5,369.5
S4	5,038.3	5,092.7	5,334.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,434.0	5,371.0	63.0	1.2%	34.6	0.6%	100%	True	False	71,055
10	5,500.0	5,371.0	129.0	2.4%	33.2	0.6%	49%	False	False	46,225
20	5,553.0	5,371.0	182.0	3.3%	36.6	0.7%	35%	False	False	32,997
40	5,553.0	5,371.0	182.0	3.3%	42.2	0.8%	35%	False	False	27,771
60	5,553.0	5,297.0	256.0	4.7%	41.4	0.8%	54%	False	False	25,687
80	5,553.0	5,286.0	267.0	4.9%	38.8	0.7%	55%	False	False	23,719
100	5,553.0	4,998.0	555.0	10.2%	33.7	0.6%	79%	False	False	18,996
120	5,553.0	4,998.0	555.0	10.2%	29.4	0.5%	79%	False	False	15,833

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,557.3
2.618	5,509.9
1.618	5,480.9
1.000	5,463.0
0.618	5,451.9
HIGH	5,434.0
0.618	5,422.9
0.500	5,419.5
0.382	5,416.1
LOW	5,405.0
0.618	5,387.1
1.000	5,376.0
1.618	5,358.1
2.618	5,329.1
4.250	5,281.8

Fisher Pivots for day following 19-Jun-2014
Pivot	1 day	3 day
R1	5,429.2	5,424.7
PP	5,424.3	5,415.3
S1	5,419.5	5,406.0

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

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