ASX SPI 200 Index Future June 2016

Trading Metrics calculated at close of trading on 02-May-2016

Day Change Summary
	Previous	Current
	29-Apr-2016	02-May-2016	Change	Change %	Previous Week
Open	5,200.0	5,202.0	2.0	0.0%	5,194.0
High	5,237.0	5,227.0	-10.0	-0.2%	5,265.0
Low	5,187.0	5,156.0	-31.0	-0.6%	5,151.0
Close	5,231.0	5,223.0	-8.0	-0.2%	5,231.0
Range	50.0	71.0	21.0	42.0%	114.0
ATR	66.1	66.7	0.6	1.0%	0.0
Volume	24,316	31,694	7,378	30.3%	127,485

Daily Pivots for day following 02-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,415.0	5,390.0	5,262.1
R3	5,344.0	5,319.0	5,242.5
R2	5,273.0	5,273.0	5,236.0
R1	5,248.0	5,248.0	5,229.5	5,260.5
PP	5,202.0	5,202.0	5,202.0	5,208.3
S1	5,177.0	5,177.0	5,216.5	5,189.5
S2	5,131.0	5,131.0	5,210.0
S3	5,060.0	5,106.0	5,203.5
S4	4,989.0	5,035.0	5,184.0

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,557.7	5,508.3	5,293.7
R3	5,443.7	5,394.3	5,262.4
R2	5,329.7	5,329.7	5,251.9
R1	5,280.3	5,280.3	5,241.5	5,305.0
PP	5,215.7	5,215.7	5,215.7	5,228.0
S1	5,166.3	5,166.3	5,220.6	5,191.0
S2	5,101.7	5,101.7	5,210.1
S3	4,987.7	5,052.3	5,199.7
S4	4,873.7	4,938.3	5,168.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,265.0	5,151.0	114.0	2.2%	65.4	1.3%	63%	False	False	31,835
10	5,271.0	5,085.0	186.0	3.6%	55.6	1.1%	74%	False	False	31,429
20	5,271.0	4,871.0	400.0	7.7%	57.2	1.1%	88%	False	False	28,235
40	5,271.0	4,871.0	400.0	7.7%	57.3	1.1%	88%	False	False	28,232
60	5,271.0	4,649.0	622.0	11.9%	58.2	1.1%	92%	False	False	18,904
80	5,271.0	4,649.0	622.0	11.9%	49.8	1.0%	92%	False	False	14,186
100	5,282.0	4,649.0	633.0	12.1%	42.5	0.8%	91%	False	False	11,351

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	18.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,528.8
2.618	5,412.9
1.618	5,341.9
1.000	5,298.0
0.618	5,270.9
HIGH	5,227.0
0.618	5,199.9
0.500	5,191.5
0.382	5,183.1
LOW	5,156.0
0.618	5,112.1
1.000	5,085.0
1.618	5,041.1
2.618	4,970.1
4.250	4,854.3

Fisher Pivots for day following 02-May-2016
Pivot	1 day	3 day
R1	5,212.5	5,214.2
PP	5,202.0	5,205.3
S1	5,191.5	5,196.5

Download as Excel Spreadsheet

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

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