ASX SPI 200 Index Future June 2016

Trading Metrics calculated at close of trading on 16-May-2016

Day Change Summary
	Previous	Current
	13-May-2016	16-May-2016	Change	Change %	Previous Week
Open	5,361.0	5,307.0	-54.0	-1.0%	5,285.0
High	5,368.0	5,369.0	1.0	0.0%	5,415.0
Low	5,302.0	5,307.0	5.0	0.1%	5,245.0
Close	5,331.0	5,346.0	15.0	0.3%	5,331.0
Range	66.0	62.0	-4.0	-6.1%	170.0
ATR	73.2	72.4	-0.8	-1.1%	0.0
Volume	24,249	25,796	1,547	6.4%	145,114

Daily Pivots for day following 16-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,526.7	5,498.3	5,380.1
R3	5,464.7	5,436.3	5,363.1
R2	5,402.7	5,402.7	5,357.4
R1	5,374.3	5,374.3	5,351.7	5,388.5
PP	5,340.7	5,340.7	5,340.7	5,347.8
S1	5,312.3	5,312.3	5,340.3	5,326.5
S2	5,278.7	5,278.7	5,334.6
S3	5,216.7	5,250.3	5,329.0
S4	5,154.7	5,188.3	5,311.9

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,840.3	5,755.7	5,424.5
R3	5,670.3	5,585.7	5,377.8
R2	5,500.3	5,500.3	5,362.2
R1	5,415.7	5,415.7	5,346.6	5,458.0
PP	5,330.3	5,330.3	5,330.3	5,351.5
S1	5,245.7	5,245.7	5,315.4	5,288.0
S2	5,160.3	5,160.3	5,299.8
S3	4,990.3	5,075.7	5,284.3
S4	4,820.3	4,905.7	5,237.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,415.0	5,271.0	144.0	2.7%	60.6	1.1%	52%	False	False	28,208
10	5,415.0	5,171.0	244.0	4.6%	76.9	1.4%	72%	False	False	32,948
20	5,415.0	5,085.0	330.0	6.2%	66.3	1.2%	79%	False	False	32,188
40	5,415.0	4,871.0	544.0	10.2%	63.8	1.2%	87%	False	False	29,034
60	5,415.0	4,790.0	625.0	11.7%	60.7	1.1%	89%	False	False	24,381
80	5,415.0	4,649.0	766.0	14.3%	56.9	1.1%	91%	False	False	18,304
100	5,415.0	4,649.0	766.0	14.3%	50.1	0.9%	91%	False	False	14,644

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,632.5
2.618	5,531.3
1.618	5,469.3
1.000	5,431.0
0.618	5,407.3
HIGH	5,369.0
0.618	5,345.3
0.500	5,338.0
0.382	5,330.7
LOW	5,307.0
0.618	5,268.7
1.000	5,245.0
1.618	5,206.7
2.618	5,144.7
4.250	5,043.5

Fisher Pivots for day following 16-May-2016
Pivot	1 day	3 day
R1	5,343.3	5,342.5
PP	5,340.7	5,339.0
S1	5,338.0	5,335.5

Download as Excel Spreadsheet

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

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