ASX SPI 200 Index Future September 2016

Trading Metrics calculated at close of trading on 14-Jun-2016

Day Change Summary
	Previous	Current
	10-Jun-2016	14-Jun-2016	Change	Change %	Previous Week
Open	5,273.0	5,181.0	-92.0	-1.7%	5,266.0
High	5,285.0	5,193.0	-92.0	-1.7%	5,341.0
Low	5,246.0	5,145.0	-101.0	-1.9%	5,246.0
Close	5,268.0	5,152.0	-116.0	-2.2%	5,268.0
Range	39.0	48.0	9.0	23.1%	95.0
ATR	46.2	51.7	5.5	11.9%	0.0
Volume	15,854	180,948	165,094	1,041.3%	23,338

Daily Pivots for day following 14-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,307.3	5,277.7	5,178.4
R3	5,259.3	5,229.7	5,165.2
R2	5,211.3	5,211.3	5,160.8
R1	5,181.7	5,181.7	5,156.4	5,172.5
PP	5,163.3	5,163.3	5,163.3	5,158.8
S1	5,133.7	5,133.7	5,147.6	5,124.5
S2	5,115.3	5,115.3	5,143.2
S3	5,067.3	5,085.7	5,138.8
S4	5,019.3	5,037.7	5,125.6

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	5,145.0	196.0	3.8%	39.4	0.8%	4%	False	True	40,850
10	5,351.0	5,145.0	206.0	4.0%	37.5	0.7%	3%	False	True	20,439
20	5,372.0	5,145.0	227.0	4.4%	34.7	0.7%	3%	False	True	10,270
40	5,372.0	5,080.0	292.0	5.7%	25.9	0.5%	25%	False	False	5,186
60	5,372.0	4,836.0	536.0	10.4%	24.2	0.5%	59%	False	False	3,479
80	5,372.0	4,775.0	597.0	11.6%	18.9	0.4%	63%	False	False	2,610
100	5,372.0	4,600.0	772.0	15.0%	17.1	0.3%	72%	False	False	2,090
120	5,372.0	4,600.0	772.0	15.0%	14.3	0.3%	72%	False	False	1,742

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	7.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,397.0
2.618	5,318.7
1.618	5,270.7
1.000	5,241.0
0.618	5,222.7
HIGH	5,193.0
0.618	5,174.7
0.500	5,169.0
0.382	5,163.3
LOW	5,145.0
0.618	5,115.3
1.000	5,097.0
1.618	5,067.3
2.618	5,019.3
4.250	4,941.0

Fisher Pivots for day following 14-Jun-2016
Pivot	1 day	3 day
R1	5,169.0	5,242.5
PP	5,163.3	5,212.3
S1	5,157.7	5,182.2

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

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