ASX SPI 200 Index Future June 2016

Trading Metrics calculated at close of trading on 27-Apr-2016

Day Change Summary
	Previous	Current
	26-Apr-2016	27-Apr-2016	Change	Change %	Previous Week
Open	5,194.0	5,216.0	22.0	0.4%	5,089.0
High	5,233.0	5,265.0	32.0	0.6%	5,271.0
Low	5,187.0	5,151.0	-36.0	-0.7%	5,085.0
Close	5,195.0	5,154.0	-41.0	-0.8%	5,210.0
Range	46.0	114.0	68.0	147.8%	186.0
ATR	63.8	67.4	3.6	5.6%	0.0
Volume	32,190	38,016	5,826	18.1%	155,117

Daily Pivots for day following 27-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,532.0	5,457.0	5,216.7
R3	5,418.0	5,343.0	5,185.4
R2	5,304.0	5,304.0	5,174.9
R1	5,229.0	5,229.0	5,164.5	5,209.5
PP	5,190.0	5,190.0	5,190.0	5,180.3
S1	5,115.0	5,115.0	5,143.6	5,095.5
S2	5,076.0	5,076.0	5,133.1
S3	4,962.0	5,001.0	5,122.7
S4	4,848.0	4,887.0	5,091.3

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,746.7	5,664.3	5,312.3
R3	5,560.7	5,478.3	5,261.2
R2	5,374.7	5,374.7	5,244.1
R1	5,292.3	5,292.3	5,227.1	5,333.5
PP	5,188.7	5,188.7	5,188.7	5,209.3
S1	5,106.3	5,106.3	5,193.0	5,147.5
S2	5,002.7	5,002.7	5,175.9
S3	4,816.7	4,920.3	5,158.9
S4	4,630.7	4,734.3	5,107.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,271.0	5,151.0	120.0	2.3%	59.2	1.1%	3%	False	True	32,631
10	5,271.0	4,987.0	284.0	5.5%	55.2	1.1%	59%	False	False	31,360
20	5,271.0	4,871.0	400.0	7.8%	59.1	1.1%	71%	False	False	28,318
40	5,271.0	4,840.0	431.0	8.4%	58.1	1.1%	73%	False	False	26,081
60	5,271.0	4,649.0	622.0	12.1%	56.7	1.1%	81%	False	False	17,422
80	5,276.0	4,649.0	627.0	12.2%	49.5	1.0%	81%	False	False	13,074
100	5,282.0	4,649.0	633.0	12.3%	40.8	0.8%	80%	False	False	10,462

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.3
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	5,749.5
2.618	5,563.5
1.618	5,449.5
1.000	5,379.0
0.618	5,335.5
HIGH	5,265.0
0.618	5,221.5
0.500	5,208.0
0.382	5,194.5
LOW	5,151.0
0.618	5,080.5
1.000	5,037.0
1.618	4,966.5
2.618	4,852.5
4.250	4,666.5

Fisher Pivots for day following 27-Apr-2016
Pivot	1 day	3 day
R1	5,208.0	5,208.0
PP	5,190.0	5,190.0
S1	5,172.0	5,172.0

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

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