ASX SPI 200 Index Future March 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	5,336.0	5,292.0	-44.0	-0.8%	5,368.0
High	5,361.0	5,293.0	-68.0	-1.3%	5,431.0
Low	5,294.0	5,251.0	-43.0	-0.8%	5,271.0
Close	5,303.0	5,280.0	-23.0	-0.4%	5,422.0
Range	67.0	42.0	-25.0	-37.3%	160.0
ATR	69.2	68.0	-1.2	-1.8%	0.0
Volume	27,385	26,172	-1,213	-4.4%	122,832

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,400.7	5,382.3	5,303.1
R3	5,358.7	5,340.3	5,291.6
R2	5,316.7	5,316.7	5,287.7
R1	5,298.3	5,298.3	5,283.9	5,286.5
PP	5,274.7	5,274.7	5,274.7	5,268.8
S1	5,256.3	5,256.3	5,276.2	5,244.5
S2	5,232.7	5,232.7	5,272.3
S3	5,190.7	5,214.3	5,268.5
S4	5,148.7	5,172.3	5,256.9

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,854.7	5,798.3	5,510.0
R3	5,694.7	5,638.3	5,466.0
R2	5,534.7	5,534.7	5,451.3
R1	5,478.3	5,478.3	5,436.7	5,506.5
PP	5,374.7	5,374.7	5,374.7	5,388.8
S1	5,318.3	5,318.3	5,407.3	5,346.5
S2	5,214.7	5,214.7	5,392.7
S3	5,054.7	5,158.3	5,378.0
S4	4,894.7	4,998.3	5,334.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,428.0	5,251.0	177.0	3.4%	49.2	0.9%	16%	False	True	21,614
10	5,431.0	5,251.0	180.0	3.4%	53.4	1.0%	16%	False	True	22,132
20	5,469.0	5,081.0	388.0	7.3%	64.0	1.2%	51%	False	False	29,884
40	5,469.0	5,081.0	388.0	7.3%	51.2	1.0%	51%	False	False	16,838
60	5,513.0	5,081.0	432.0	8.2%	35.1	0.7%	46%	False	False	11,235
80	5,513.0	5,081.0	432.0	8.2%	27.1	0.5%	46%	False	False	8,439
100	5,611.0	5,081.0	530.0	10.0%	21.7	0.4%	38%	False	False	6,751
120	5,611.0	5,081.0	530.0	10.0%	18.0	0.3%	38%	False	False	5,626

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,471.5
2.618	5,403.0
1.618	5,361.0
1.000	5,335.0
0.618	5,319.0
HIGH	5,293.0
0.618	5,277.0
0.500	5,272.0
0.382	5,267.0
LOW	5,251.0
0.618	5,225.0
1.000	5,209.0
1.618	5,183.0
2.618	5,141.0
4.250	5,072.5

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	5,277.3	5,313.5
PP	5,274.7	5,302.3
S1	5,272.0	5,291.2

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

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