ASX SPI 200 Index Future June 2014

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

Day Change Summary
	Previous	Current
	26-May-2014	27-May-2014	Change	Change %	Previous Week
Open	5,521.0	5,535.0	14.0	0.3%	5,493.0
High	5,525.0	5,539.0	14.0	0.3%	5,518.0
Low	5,506.0	5,515.0	9.0	0.2%	5,379.0
Close	5,524.0	5,527.0	3.0	0.1%	5,511.0
Range	19.0	24.0	5.0	26.3%	139.0
ATR	49.8	47.9	-1.8	-3.7%	0.0
Volume	11,644	14,341	2,697	23.2%	114,491

Daily Pivots for day following 27-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,599.0	5,587.0	5,540.2
R3	5,575.0	5,563.0	5,533.6
R2	5,551.0	5,551.0	5,531.4
R1	5,539.0	5,539.0	5,529.2	5,533.0
PP	5,527.0	5,527.0	5,527.0	5,524.0
S1	5,515.0	5,515.0	5,524.8	5,509.0
S2	5,503.0	5,503.0	5,522.6
S3	5,479.0	5,491.0	5,520.4
S4	5,455.0	5,467.0	5,513.8

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,886.3	5,837.7	5,587.5
R3	5,747.3	5,698.7	5,549.2
R2	5,608.3	5,608.3	5,536.5
R1	5,559.7	5,559.7	5,523.7	5,584.0
PP	5,469.3	5,469.3	5,469.3	5,481.5
S1	5,420.7	5,420.7	5,498.3	5,445.0
S2	5,330.3	5,330.3	5,485.5
S3	5,191.3	5,281.7	5,472.8
S4	5,052.3	5,142.7	5,434.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,539.0	5,379.0	160.0	2.9%	37.6	0.7%	93%	True	False	18,217
10	5,539.0	5,379.0	160.0	2.9%	43.0	0.8%	93%	True	False	20,806
20	5,539.0	5,379.0	160.0	2.9%	45.2	0.8%	93%	True	False	21,359
40	5,552.0	5,333.0	219.0	4.0%	42.3	0.8%	89%	False	False	21,362
60	5,552.0	5,286.0	266.0	4.8%	40.6	0.7%	91%	False	False	21,711
80	5,552.0	4,998.0	554.0	10.0%	33.7	0.6%	95%	False	False	16,307
100	5,552.0	4,998.0	554.0	10.0%	29.3	0.5%	95%	False	False	13,055
120	5,552.0	4,998.0	554.0	10.0%	26.2	0.5%	95%	False	False	10,895

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,641.0
2.618	5,601.8
1.618	5,577.8
1.000	5,563.0
0.618	5,553.8
HIGH	5,539.0
0.618	5,529.8
0.500	5,527.0
0.382	5,524.2
LOW	5,515.0
0.618	5,500.2
1.000	5,491.0
1.618	5,476.2
2.618	5,452.2
4.250	5,413.0

Fisher Pivots for day following 27-May-2014
Pivot	1 day	3 day
R1	5,527.0	5,522.0
PP	5,527.0	5,517.0
S1	5,527.0	5,512.0

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

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