ASX SPI 200 Index Future June 2016

Trading Metrics calculated at close of trading on 24-May-2016

Day Change Summary
	Previous	Current
	23-May-2016	24-May-2016	Change	Change %	Previous Week
Open	5,351.0	5,338.0	-13.0	-0.2%	5,307.0
High	5,375.0	5,341.0	-34.0	-0.6%	5,408.0
Low	5,302.0	5,295.0	-7.0	-0.1%	5,307.0
Close	5,336.0	5,296.0	-40.0	-0.7%	5,357.0
Range	73.0	46.0	-27.0	-37.0%	101.0
ATR	69.5	67.8	-1.7	-2.4%	0.0
Volume	26,613	22,338	-4,275	-16.1%	140,358

Daily Pivots for day following 24-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,448.7	5,418.3	5,321.3
R3	5,402.7	5,372.3	5,308.7
R2	5,356.7	5,356.7	5,304.4
R1	5,326.3	5,326.3	5,300.2	5,318.5
PP	5,310.7	5,310.7	5,310.7	5,306.8
S1	5,280.3	5,280.3	5,291.8	5,272.5
S2	5,264.7	5,264.7	5,287.6
S3	5,218.7	5,234.3	5,283.4
S4	5,172.7	5,188.3	5,270.7

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,660.3	5,609.7	5,412.6
R3	5,559.3	5,508.7	5,384.8
R2	5,458.3	5,458.3	5,375.5
R1	5,407.7	5,407.7	5,366.3	5,433.0
PP	5,357.3	5,357.3	5,357.3	5,370.0
S1	5,306.7	5,306.7	5,347.7	5,332.0
S2	5,256.3	5,256.3	5,338.5
S3	5,155.3	5,205.7	5,329.2
S4	5,054.3	5,104.7	5,301.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,401.0	5,295.0	106.0	2.0%	59.6	1.1%	1%	False	True	26,845
10	5,415.0	5,295.0	120.0	2.3%	56.2	1.1%	1%	False	True	27,608
20	5,415.0	5,151.0	264.0	5.0%	68.9	1.3%	55%	False	False	30,999
40	5,415.0	4,871.0	544.0	10.3%	64.1	1.2%	78%	False	False	29,527
60	5,415.0	4,800.0	615.0	11.6%	60.9	1.1%	81%	False	False	27,088
80	5,415.0	4,649.0	766.0	14.5%	58.8	1.1%	84%	False	False	20,341
100	5,415.0	4,649.0	766.0	14.5%	52.3	1.0%	84%	False	False	16,279
120	5,415.0	4,649.0	766.0	14.5%	44.5	0.8%	84%	False	False	13,568

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	14.3
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,536.5
2.618	5,461.4
1.618	5,415.4
1.000	5,387.0
0.618	5,369.4
HIGH	5,341.0
0.618	5,323.4
0.500	5,318.0
0.382	5,312.6
LOW	5,295.0
0.618	5,266.6
1.000	5,249.0
1.618	5,220.6
2.618	5,174.6
4.250	5,099.5

Fisher Pivots for day following 24-May-2016
Pivot	1 day	3 day
R1	5,318.0	5,335.0
PP	5,310.7	5,322.0
S1	5,303.3	5,309.0

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

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