ASX SPI 200 Index Future March 2014

Trading Metrics calculated at close of trading on 27-Feb-2014

Day Change Summary
	Previous	Current
	26-Feb-2014	27-Feb-2014	Change	Change %	Previous Week
Open	5,415.0	5,415.0	0.0	0.0%	5,345.0
High	5,443.0	5,416.0	-27.0	-0.5%	5,419.0
Low	5,408.0	5,389.0	-19.0	-0.4%	5,329.0
Close	5,437.0	5,396.0	-41.0	-0.8%	5,414.0
Range	35.0	27.0	-8.0	-22.9%	90.0
ATR	46.7	46.8	0.1	0.2%	0.0
Volume	22,511	23,960	1,449	6.4%	125,995

Daily Pivots for day following 27-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,481.3	5,465.7	5,410.9
R3	5,454.3	5,438.7	5,403.4
R2	5,427.3	5,427.3	5,401.0
R1	5,411.7	5,411.7	5,398.5	5,406.0
PP	5,400.3	5,400.3	5,400.3	5,397.5
S1	5,384.7	5,384.7	5,393.5	5,379.0
S2	5,373.3	5,373.3	5,391.1
S3	5,346.3	5,357.7	5,388.6
S4	5,319.3	5,330.7	5,381.2

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,657.3	5,625.7	5,463.5
R3	5,567.3	5,535.7	5,438.8
R2	5,477.3	5,477.3	5,430.5
R1	5,445.7	5,445.7	5,422.3	5,461.5
PP	5,387.3	5,387.3	5,387.3	5,395.3
S1	5,355.7	5,355.7	5,405.8	5,371.5
S2	5,297.3	5,297.3	5,397.5
S3	5,207.3	5,265.7	5,389.3
S4	5,117.3	5,175.7	5,364.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,449.0	5,389.0	60.0	1.1%	32.0	0.6%	12%	False	True	22,020
10	5,449.0	5,279.0	170.0	3.2%	31.0	0.6%	69%	False	False	23,684
20	5,449.0	4,998.0	451.0	8.4%	38.5	0.7%	88%	False	False	24,143
40	5,449.0	4,998.0	451.0	8.4%	42.0	0.8%	88%	False	False	21,788
60	5,449.0	4,993.0	456.0	8.5%	44.8	0.8%	88%	False	False	21,433
80	5,449.0	4,993.0	456.0	8.5%	35.5	0.7%	88%	False	False	16,093
100	5,449.0	4,993.0	456.0	8.5%	30.2	0.6%	88%	False	False	12,889
120	5,449.0	4,993.0	456.0	8.5%	25.8	0.5%	88%	False	False	10,750

Crabel Price Patterns
NR	True
NR4	True
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	7.5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,530.8
2.618	5,486.7
1.618	5,459.7
1.000	5,443.0
0.618	5,432.7
HIGH	5,416.0
0.618	5,405.7
0.500	5,402.5
0.382	5,399.3
LOW	5,389.0
0.618	5,372.3
1.000	5,362.0
1.618	5,345.3
2.618	5,318.3
4.250	5,274.3

Fisher Pivots for day following 27-Feb-2014
Pivot	1 day	3 day
R1	5,402.5	5,419.0
PP	5,400.3	5,411.3
S1	5,398.2	5,403.7

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

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