ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 10-Jun-2016

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	5,321.0	5,273.0	-48.0	-0.9%	5,266.0
High	5,340.0	5,285.0	-55.0	-1.0%	5,341.0
Low	5,290.0	5,246.0	-44.0	-0.8%	5,246.0
Close	5,313.0	5,268.0	-45.0	-0.8%	5,268.0
Range	50.0	39.0	-11.0	-22.0%	95.0
ATR	44.6	46.2	1.6	3.6%	0.0
Volume	5,687	15,854	10,167	178.8%	23,338

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,383.3	5,364.7	5,289.5
R3	5,344.3	5,325.7	5,278.7
R2	5,305.3	5,305.3	5,275.2
R1	5,286.7	5,286.7	5,271.6	5,276.5
PP	5,266.3	5,266.3	5,266.3	5,261.3
S1	5,247.7	5,247.7	5,264.4	5,237.5
S2	5,227.3	5,227.3	5,260.9
S3	5,188.3	5,208.7	5,257.3
S4	5,149.3	5,169.7	5,246.6

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,570.0	5,514.0	5,320.3
R3	5,475.0	5,419.0	5,294.1
R2	5,380.0	5,380.0	5,285.4
R1	5,324.0	5,324.0	5,276.7	5,352.0
PP	5,285.0	5,285.0	5,285.0	5,299.0
S1	5,229.0	5,229.0	5,259.3	5,257.0
S2	5,190.0	5,190.0	5,250.6
S3	5,095.0	5,134.0	5,241.9
S4	5,000.0	5,039.0	5,215.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,341.0	5,246.0	95.0	1.8%	39.4	0.7%	23%	False	True	4,667
10	5,367.0	5,231.0	136.0	2.6%	33.9	0.6%	27%	False	False	2,370
20	5,372.0	5,231.0	141.0	2.7%	32.7	0.6%	26%	False	False	1,225
40	5,372.0	5,080.0	292.0	5.5%	24.7	0.5%	64%	False	False	671
60	5,372.0	4,836.0	536.0	10.2%	23.4	0.4%	81%	False	False	464
80	5,372.0	4,773.0	599.0	11.4%	18.3	0.3%	83%	False	False	348
100	5,372.0	4,600.0	772.0	14.7%	16.6	0.3%	87%	False	False	281
120	5,372.0	4,600.0	772.0	14.7%	13.9	0.3%	87%	False	False	234

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	7.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,450.8
2.618	5,387.1
1.618	5,348.1
1.000	5,324.0
0.618	5,309.1
HIGH	5,285.0
0.618	5,270.1
0.500	5,265.5
0.382	5,260.9
LOW	5,246.0
0.618	5,221.9
1.000	5,207.0
1.618	5,182.9
2.618	5,143.9
4.250	5,080.3

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	5,267.2	5,293.0
PP	5,266.3	5,284.7
S1	5,265.5	5,276.3

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

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