ASX SPI 200 Index Future June 2014

Trading Metrics calculated at close of trading on 16-Jun-2014

Day Change Summary
	Previous	Current
	13-Jun-2014	16-Jun-2014	Change	Change %	Previous Week
Open	5,395.0	5,400.0	5.0	0.1%	5,490.0
High	5,410.0	5,419.0	9.0	0.2%	5,500.0
Low	5,371.0	5,378.0	7.0	0.1%	5,371.0
Close	5,405.0	5,417.0	12.0	0.2%	5,405.0
Range	39.0	41.0	2.0	5.1%	129.0
ATR	45.4	45.1	-0.3	-0.7%	0.0
Volume	47,577	100,735	53,158	111.7%	109,650

Daily Pivots for day following 16-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,527.7	5,513.3	5,439.6
R3	5,486.7	5,472.3	5,428.3
R2	5,445.7	5,445.7	5,424.5
R1	5,431.3	5,431.3	5,420.8	5,438.5
PP	5,404.7	5,404.7	5,404.7	5,408.3
S1	5,390.3	5,390.3	5,413.2	5,397.5
S2	5,363.7	5,363.7	5,409.5
S3	5,322.7	5,349.3	5,405.7
S4	5,281.7	5,308.3	5,394.5

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,812.3	5,737.7	5,476.0
R3	5,683.3	5,608.7	5,440.5
R2	5,554.3	5,554.3	5,428.7
R1	5,479.7	5,479.7	5,416.8	5,452.5
PP	5,425.3	5,425.3	5,425.3	5,411.8
S1	5,350.7	5,350.7	5,393.2	5,323.5
S2	5,296.3	5,296.3	5,381.4
S3	5,167.3	5,221.7	5,369.5
S4	5,038.3	5,092.7	5,334.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,500.0	5,371.0	129.0	2.4%	32.2	0.6%	36%	False	False	42,077
10	5,534.0	5,371.0	163.0	3.0%	40.2	0.7%	28%	False	False	32,551
20	5,553.0	5,371.0	182.0	3.4%	41.9	0.8%	25%	False	False	26,399
40	5,553.0	5,371.0	182.0	3.4%	42.9	0.8%	25%	False	False	24,180
60	5,553.0	5,286.0	267.0	4.9%	42.2	0.8%	49%	False	False	24,315
80	5,553.0	5,286.0	267.0	4.9%	38.1	0.7%	49%	False	False	21,135
100	5,553.0	4,998.0	555.0	10.2%	33.4	0.6%	75%	False	False	16,928
120	5,553.0	4,998.0	555.0	10.2%	29.1	0.5%	75%	False	False	14,111

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.3
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,593.3
2.618	5,526.3
1.618	5,485.3
1.000	5,460.0
0.618	5,444.3
HIGH	5,419.0
0.618	5,403.3
0.500	5,398.5
0.382	5,393.7
LOW	5,378.0
0.618	5,352.7
1.000	5,337.0
1.618	5,311.7
2.618	5,270.7
4.250	5,203.8

Fisher Pivots for day following 16-Jun-2014
Pivot	1 day	3 day
R1	5,410.8	5,413.7
PP	5,404.7	5,410.3
S1	5,398.5	5,407.0

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

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