ASX SPI 200 Index Future March 2015

Trading Metrics calculated at close of trading on 23-Dec-2014

Day Change Summary
	Previous	Current
	22-Dec-2014	23-Dec-2014	Change	Change %	Previous Week
Open	5,323.0	5,400.0	77.0	1.4%	5,117.0
High	5,421.0	5,400.0	-21.0	-0.4%	5,318.0
Low	5,313.0	5,329.0	16.0	0.3%	5,081.0
Close	5,409.0	5,339.0	-70.0	-1.3%	5,312.0
Range	108.0	71.0	-37.0	-34.3%	237.0
ATR	69.6	70.3	0.7	1.1%	0.0
Volume	29,488	15,777	-13,711	-46.5%	339,728

Daily Pivots for day following 23-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,569.0	5,525.0	5,378.1
R3	5,498.0	5,454.0	5,358.5
R2	5,427.0	5,427.0	5,352.0
R1	5,383.0	5,383.0	5,345.5	5,369.5
PP	5,356.0	5,356.0	5,356.0	5,349.3
S1	5,312.0	5,312.0	5,332.5	5,298.5
S2	5,285.0	5,285.0	5,326.0
S3	5,214.0	5,241.0	5,319.5
S4	5,143.0	5,170.0	5,300.0

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,948.0	5,867.0	5,442.4
R3	5,711.0	5,630.0	5,377.2
R2	5,474.0	5,474.0	5,355.5
R1	5,393.0	5,393.0	5,333.7	5,433.5
PP	5,237.0	5,237.0	5,237.0	5,257.3
S1	5,156.0	5,156.0	5,290.3	5,196.5
S2	5,000.0	5,000.0	5,268.6
S3	4,763.0	4,919.0	5,246.8
S4	4,526.0	4,682.0	5,181.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,421.0	5,081.0	340.0	6.4%	85.6	1.6%	76%	False	False	37,755
10	5,421.0	5,081.0	340.0	6.4%	72.6	1.4%	76%	False	False	39,799
20	5,421.0	5,081.0	340.0	6.4%	60.8	1.1%	76%	False	False	20,001
40	5,513.0	5,081.0	432.0	8.1%	32.0	0.6%	60%	False	False	10,018
60	5,513.0	5,081.0	432.0	8.1%	22.5	0.4%	60%	False	False	6,697
80	5,611.0	5,081.0	530.0	9.9%	16.9	0.3%	49%	False	False	5,022
100	5,611.0	5,081.0	530.0	9.9%	13.5	0.3%	49%	False	False	4,018
120	5,611.0	5,081.0	530.0	9.9%	11.2	0.2%	49%	False	False	3,348

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,701.8
2.618	5,585.9
1.618	5,514.9
1.000	5,471.0
0.618	5,443.9
HIGH	5,400.0
0.618	5,372.9
0.500	5,364.5
0.382	5,356.1
LOW	5,329.0
0.618	5,285.1
1.000	5,258.0
1.618	5,214.1
2.618	5,143.1
4.250	5,027.3

Fisher Pivots for day following 23-Dec-2014
Pivot	1 day	3 day
R1	5,364.5	5,332.2
PP	5,356.0	5,325.3
S1	5,347.5	5,318.5

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

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