ASX SPI 200 Index Future September 2014

Trading Metrics calculated at close of trading on 26-Jun-2014

Day Change Summary
	Previous	Current
	25-Jun-2014	26-Jun-2014	Change	Change %	Previous Week
Open	5,363.0	5,359.0	-4.0	-0.1%	5,357.0
High	5,368.0	5,435.0	67.0	1.2%	5,429.0
Low	5,332.0	5,357.0	25.0	0.5%	5,333.0
Close	5,353.0	5,426.0	73.0	1.4%	5,380.0
Range	36.0	78.0	42.0	116.7%	96.0
ATR	39.5	42.6	3.0	7.7%	0.0
Volume	28,948	32,855	3,907	13.5%	326,847

Daily Pivots for day following 26-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,640.0	5,611.0	5,468.9
R3	5,562.0	5,533.0	5,447.5
R2	5,484.0	5,484.0	5,440.3
R1	5,455.0	5,455.0	5,433.2	5,469.5
PP	5,406.0	5,406.0	5,406.0	5,413.3
S1	5,377.0	5,377.0	5,418.9	5,391.5
S2	5,328.0	5,328.0	5,411.7
S3	5,250.0	5,299.0	5,404.6
S4	5,172.0	5,221.0	5,383.1

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,668.7	5,620.3	5,432.8
R3	5,572.7	5,524.3	5,406.4
R2	5,476.7	5,476.7	5,397.6
R1	5,428.3	5,428.3	5,388.8	5,452.5
PP	5,380.7	5,380.7	5,380.7	5,392.8
S1	5,332.3	5,332.3	5,371.2	5,356.5
S2	5,284.7	5,284.7	5,362.4
S3	5,188.7	5,236.3	5,353.6
S4	5,092.7	5,140.3	5,327.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,435.0	5,332.0	103.0	1.9%	46.0	0.8%	91%	True	False	24,773
10	5,435.0	5,328.0	107.0	2.0%	44.1	0.8%	92%	True	False	43,829
20	5,494.0	5,328.0	166.0	3.1%	34.4	0.6%	59%	False	False	22,307
40	5,508.0	5,328.0	180.0	3.3%	24.3	0.4%	54%	False	False	11,174
60	5,508.0	5,328.0	180.0	3.3%	18.0	0.3%	54%	False	False	7,455

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.4
Widest range in 68 trading days

Fibonacci Retracements and Extensions
4.250	5,766.5
2.618	5,639.2
1.618	5,561.2
1.000	5,513.0
0.618	5,483.2
HIGH	5,435.0
0.618	5,405.2
0.500	5,396.0
0.382	5,386.8
LOW	5,357.0
0.618	5,308.8
1.000	5,279.0
1.618	5,230.8
2.618	5,152.8
4.250	5,025.5

Fisher Pivots for day following 26-Jun-2014
Pivot	1 day	3 day
R1	5,416.0	5,411.8
PP	5,406.0	5,397.7
S1	5,396.0	5,383.5

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

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