ASX SPI 200 Index Future June 2016

Trading Metrics calculated at close of trading on 09-May-2016

Day Change Summary
	Previous	Current
	06-May-2016	09-May-2016	Change	Change %	Previous Week
Open	5,219.0	5,285.0	66.0	1.3%	5,202.0
High	5,269.0	5,318.0	49.0	0.9%	5,356.0
Low	5,171.0	5,245.0	74.0	1.4%	5,156.0
Close	5,248.0	5,313.0	65.0	1.2%	5,248.0
Range	98.0	73.0	-25.0	-25.5%	200.0
ATR	76.6	76.4	-0.3	-0.3%	0.0
Volume	48,200	29,868	-18,332	-38.0%	190,267

Daily Pivots for day following 09-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,511.0	5,485.0	5,353.2
R3	5,438.0	5,412.0	5,333.1
R2	5,365.0	5,365.0	5,326.4
R1	5,339.0	5,339.0	5,319.7	5,352.0
PP	5,292.0	5,292.0	5,292.0	5,298.5
S1	5,266.0	5,266.0	5,306.3	5,279.0
S2	5,219.0	5,219.0	5,299.6
S3	5,146.0	5,193.0	5,292.9
S4	5,073.0	5,120.0	5,272.9

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,853.3	5,750.7	5,358.0
R3	5,653.3	5,550.7	5,303.0
R2	5,453.3	5,453.3	5,284.7
R1	5,350.7	5,350.7	5,266.3	5,402.0
PP	5,253.3	5,253.3	5,253.3	5,279.0
S1	5,150.7	5,150.7	5,229.7	5,202.0
S2	5,053.3	5,053.3	5,211.3
S3	4,853.3	4,950.7	5,193.0
S4	4,653.3	4,750.7	5,138.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,356.0	5,171.0	185.0	3.5%	93.2	1.8%	77%	False	False	37,688
10	5,356.0	5,151.0	205.0	3.9%	79.3	1.5%	79%	False	False	34,762
20	5,356.0	4,888.0	468.0	8.8%	65.2	1.2%	91%	False	False	31,316
40	5,356.0	4,871.0	485.0	9.1%	62.8	1.2%	91%	False	False	32,774
60	5,356.0	4,685.0	671.0	12.6%	60.9	1.1%	94%	False	False	22,039
80	5,356.0	4,649.0	707.0	13.3%	54.9	1.0%	94%	False	False	16,541
100	5,356.0	4,649.0	707.0	13.3%	47.1	0.9%	94%	False	False	13,235

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	26.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,628.3
2.618	5,509.1
1.618	5,436.1
1.000	5,391.0
0.618	5,363.1
HIGH	5,318.0
0.618	5,290.1
0.500	5,281.5
0.382	5,272.9
LOW	5,245.0
0.618	5,199.9
1.000	5,172.0
1.618	5,126.9
2.618	5,053.9
4.250	4,934.8

Fisher Pivots for day following 09-May-2016
Pivot	1 day	3 day
R1	5,302.5	5,290.2
PP	5,292.0	5,267.3
S1	5,281.5	5,244.5

Download as Excel Spreadsheet

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

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