ASX SPI 200 Index Future June 2017

Trading Metrics calculated at close of trading on 06-Apr-2017

Day Change Summary
	Previous	Current
	05-Apr-2017	06-Apr-2017	Change	Change %	Previous Week
Open	5,846.0	5,857.0	11.0	0.2%	5,726.0
High	5,874.0	5,891.0	17.0	0.3%	5,899.0
Low	5,830.0	5,817.0	-13.0	-0.2%	5,685.0
Close	5,859.0	5,848.0	-11.0	-0.2%	5,848.0
Range	44.0	74.0	30.0	68.2%	214.0
ATR	46.8	48.8	1.9	4.1%	0.0
Volume	30,084	36,252	6,168	20.5%	133,708

Daily Pivots for day following 06-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,074.0	6,035.0	5,888.7
R3	6,000.0	5,961.0	5,868.4
R2	5,926.0	5,926.0	5,861.6
R1	5,887.0	5,887.0	5,854.8	5,869.5
PP	5,852.0	5,852.0	5,852.0	5,843.3
S1	5,813.0	5,813.0	5,841.2	5,795.5
S2	5,778.0	5,778.0	5,834.4
S3	5,704.0	5,739.0	5,827.7
S4	5,630.0	5,665.0	5,807.3

Weekly Pivots for week ending 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	6,452.7	6,364.3	5,965.7
R3	6,238.7	6,150.3	5,906.9
R2	6,024.7	6,024.7	5,887.2
R1	5,936.3	5,936.3	5,867.6	5,980.5
PP	5,810.7	5,810.7	5,810.7	5,832.8
S1	5,722.3	5,722.3	5,828.4	5,766.5
S2	5,596.7	5,596.7	5,808.8
S3	5,382.7	5,508.3	5,789.2
S4	5,168.7	5,294.3	5,730.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,899.0	5,817.0	82.0	1.4%	50.4	0.9%	38%	False	True	28,732
10	5,899.0	5,685.0	214.0	3.7%	51.9	0.9%	76%	False	False	28,015
20	5,899.0	5,661.0	238.0	4.1%	46.1	0.8%	79%	False	False	41,756
40	5,899.0	5,617.0	282.0	4.8%	35.4	0.6%	82%	False	False	21,123
60	5,899.0	5,527.0	372.0	6.4%	30.3	0.5%	86%	False	False	14,088
80	5,899.0	5,469.0	430.0	7.4%	25.4	0.4%	88%	False	False	10,569

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.7
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	6,205.5
2.618	6,084.7
1.618	6,010.7
1.000	5,965.0
0.618	5,936.7
HIGH	5,891.0
0.618	5,862.7
0.500	5,854.0
0.382	5,845.3
LOW	5,817.0
0.618	5,771.3
1.000	5,743.0
1.618	5,697.3
2.618	5,623.3
4.250	5,502.5

Fisher Pivots for day following 06-Apr-2017
Pivot	1 day	3 day
R1	5,854.0	5,854.0
PP	5,852.0	5,852.0
S1	5,850.0	5,850.0

Download as Excel Spreadsheet

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

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