ASX SPI 200 Index Future June 2014

Trading Metrics calculated at close of trading on 22-Apr-2014

Day Change Summary
	Previous	Current
	17-Apr-2014	22-Apr-2014	Change	Change %	Previous Week
Open	5,406.0	5,461.0	55.0	1.0%	5,391.0
High	5,453.0	5,474.0	21.0	0.4%	5,453.0
Low	5,400.0	5,443.0	43.0	0.8%	5,337.0
Close	5,443.0	5,472.0	29.0	0.5%	5,443.0
Range	53.0	31.0	-22.0	-41.5%	116.0
ATR	48.5	47.2	-1.2	-2.6%	0.0
Volume	24,303	18,117	-6,186	-25.5%	100,060

Daily Pivots for day following 22-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,556.0	5,545.0	5,489.1
R3	5,525.0	5,514.0	5,480.5
R2	5,494.0	5,494.0	5,477.7
R1	5,483.0	5,483.0	5,474.8	5,488.5
PP	5,463.0	5,463.0	5,463.0	5,465.8
S1	5,452.0	5,452.0	5,469.2	5,457.5
S2	5,432.0	5,432.0	5,466.3
S3	5,401.0	5,421.0	5,463.5
S4	5,370.0	5,390.0	5,455.0

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,759.0	5,717.0	5,506.8
R3	5,643.0	5,601.0	5,474.9
R2	5,527.0	5,527.0	5,464.3
R1	5,485.0	5,485.0	5,453.6	5,506.0
PP	5,411.0	5,411.0	5,411.0	5,421.5
S1	5,369.0	5,369.0	5,432.4	5,390.0
S2	5,295.0	5,295.0	5,421.7
S3	5,179.0	5,253.0	5,411.1
S4	5,063.0	5,137.0	5,379.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,474.0	5,337.0	137.0	2.5%	44.6	0.8%	99%	True	False	23,635
10	5,503.0	5,337.0	166.0	3.0%	38.6	0.7%	81%	False	False	21,978
20	5,503.0	5,297.0	206.0	3.8%	39.7	0.7%	85%	False	False	21,518
40	5,503.0	5,286.0	217.0	4.0%	35.3	0.6%	86%	False	False	19,667
60	5,503.0	4,998.0	505.0	9.2%	28.0	0.5%	94%	False	False	13,145
80	5,503.0	4,998.0	505.0	9.2%	23.0	0.4%	94%	False	False	9,865

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	8.3
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,605.8
2.618	5,555.2
1.618	5,524.2
1.000	5,505.0
0.618	5,493.2
HIGH	5,474.0
0.618	5,462.2
0.500	5,458.5
0.382	5,454.8
LOW	5,443.0
0.618	5,423.8
1.000	5,412.0
1.618	5,392.8
2.618	5,361.8
4.250	5,311.3

Fisher Pivots for day following 22-Apr-2014
Pivot	1 day	3 day
R1	5,467.5	5,457.2
PP	5,463.0	5,442.3
S1	5,458.5	5,427.5

Download as Excel Spreadsheet

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

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