ASX SPI 200 Index Future June 2016

Trading Metrics calculated at close of trading on 06-Jun-2016

Day Change Summary
	Previous	Current
	03-Jun-2016	06-Jun-2016	Change	Change %	Previous Week
Open	5,315.0	5,332.0	17.0	0.3%	5,427.0
High	5,336.0	5,380.0	44.0	0.8%	5,432.0
Low	5,293.0	5,305.0	12.0	0.2%	5,273.0
Close	5,323.0	5,363.0	40.0	0.8%	5,323.0
Range	43.0	75.0	32.0	74.4%	159.0
ATR	64.4	65.2	0.8	1.2%	0.0
Volume	18,741	25,021	6,280	33.5%	127,367

Daily Pivots for day following 06-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,574.3	5,543.7	5,404.3
R3	5,499.3	5,468.7	5,383.6
R2	5,424.3	5,424.3	5,376.8
R1	5,393.7	5,393.7	5,369.9	5,409.0
PP	5,349.3	5,349.3	5,349.3	5,357.0
S1	5,318.7	5,318.7	5,356.1	5,334.0
S2	5,274.3	5,274.3	5,349.3
S3	5,199.3	5,243.7	5,342.4
S4	5,124.3	5,168.7	5,321.8

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,819.7	5,730.3	5,410.5
R3	5,660.7	5,571.3	5,366.7
R2	5,501.7	5,501.7	5,352.2
R1	5,412.3	5,412.3	5,337.6	5,377.5
PP	5,342.7	5,342.7	5,342.7	5,325.3
S1	5,253.3	5,253.3	5,308.4	5,218.5
S2	5,183.7	5,183.7	5,293.9
S3	5,024.7	5,094.3	5,279.3
S4	4,865.7	4,935.3	5,235.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,419.0	5,273.0	146.0	2.7%	57.2	1.1%	62%	False	False	27,328
10	5,436.0	5,273.0	163.0	3.0%	48.8	0.9%	55%	False	False	25,719
20	5,436.0	5,271.0	165.0	3.1%	53.6	1.0%	56%	False	False	26,970
40	5,436.0	4,888.0	548.0	10.2%	59.4	1.1%	87%	False	False	29,143
60	5,436.0	4,871.0	565.0	10.5%	59.7	1.1%	87%	False	False	30,839
80	5,436.0	4,685.0	751.0	14.0%	59.1	1.1%	90%	False	False	23,272
100	5,436.0	4,649.0	787.0	14.7%	54.6	1.0%	91%	False	False	18,627
120	5,436.0	4,649.0	787.0	14.7%	48.2	0.9%	91%	False	False	15,524

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.4
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	5,698.8
2.618	5,576.4
1.618	5,501.4
1.000	5,455.0
0.618	5,426.4
HIGH	5,380.0
0.618	5,351.4
0.500	5,342.5
0.382	5,333.7
LOW	5,305.0
0.618	5,258.7
1.000	5,230.0
1.618	5,183.7
2.618	5,108.7
4.250	4,986.3

Fisher Pivots for day following 06-Jun-2016
Pivot	1 day	3 day
R1	5,356.2	5,350.8
PP	5,349.3	5,338.7
S1	5,342.5	5,326.5

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

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