ASX SPI 200 Index Future June 2014

Trading Metrics calculated at close of trading on 29-Apr-2014

Day Change Summary
	Previous	Current
	28-Apr-2014	29-Apr-2014	Change	Change %	Previous Week
Open	5,512.0	5,550.0	38.0	0.7%	5,461.0
High	5,540.0	5,552.0	12.0	0.2%	5,533.0
Low	5,503.0	5,456.0	-47.0	-0.9%	5,443.0
Close	5,533.0	5,477.0	-56.0	-1.0%	5,523.0
Range	37.0	96.0	59.0	159.5%	90.0
ATR	44.6	48.3	3.7	8.2%	0.0
Volume	20,548	32,226	11,678	56.8%	54,555

Daily Pivots for day following 29-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,783.0	5,726.0	5,529.8
R3	5,687.0	5,630.0	5,503.4
R2	5,591.0	5,591.0	5,494.6
R1	5,534.0	5,534.0	5,485.8	5,514.5
PP	5,495.0	5,495.0	5,495.0	5,485.3
S1	5,438.0	5,438.0	5,468.2	5,418.5
S2	5,399.0	5,399.0	5,459.4
S3	5,303.0	5,342.0	5,450.6
S4	5,207.0	5,246.0	5,424.2

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,769.7	5,736.3	5,572.5
R3	5,679.7	5,646.3	5,547.8
R2	5,589.7	5,589.7	5,539.5
R1	5,556.3	5,556.3	5,531.3	5,573.0
PP	5,499.7	5,499.7	5,499.7	5,508.0
S1	5,466.3	5,466.3	5,514.8	5,483.0
S2	5,409.7	5,409.7	5,506.5
S3	5,319.7	5,376.3	5,498.3
S4	5,229.7	5,286.3	5,473.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,552.0	5,443.0	109.0	2.0%	42.6	0.8%	31%	True	False	21,465
10	5,552.0	5,337.0	215.0	3.9%	42.9	0.8%	65%	True	False	22,733
20	5,552.0	5,333.0	219.0	4.0%	39.4	0.7%	66%	True	False	21,365
40	5,552.0	5,286.0	266.0	4.9%	38.2	0.7%	72%	True	False	21,888
60	5,552.0	4,998.0	554.0	10.1%	29.9	0.5%	86%	True	False	14,624
80	5,552.0	4,998.0	554.0	10.1%	25.3	0.5%	86%	True	False	10,979
100	5,552.0	4,998.0	554.0	10.1%	22.5	0.4%	86%	True	False	8,802

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	8.8
Widest range in 103 trading days

Fibonacci Retracements and Extensions
4.250	5,960.0
2.618	5,803.3
1.618	5,707.3
1.000	5,648.0
0.618	5,611.3
HIGH	5,552.0
0.618	5,515.3
0.500	5,504.0
0.382	5,492.7
LOW	5,456.0
0.618	5,396.7
1.000	5,360.0
1.618	5,300.7
2.618	5,204.7
4.250	5,048.0

Fisher Pivots for day following 29-Apr-2014
Pivot	1 day	3 day
R1	5,504.0	5,504.0
PP	5,495.0	5,495.0
S1	5,486.0	5,486.0

Download as Excel Spreadsheet

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

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