ASX SPI 200 Index Future March 2015

Trading Metrics calculated at close of trading on 26-Feb-2015

Day Change Summary
	Previous	Current
	25-Feb-2015	26-Feb-2015	Change	Change %	Previous Week
Open	5,918.0	5,901.0	-17.0	-0.3%	5,843.0
High	5,934.0	5,914.0	-20.0	-0.3%	5,914.0
Low	5,888.0	5,874.0	-14.0	-0.2%	5,783.0
Close	5,922.0	5,878.0	-44.0	-0.7%	5,845.0
Range	46.0	40.0	-6.0	-13.0%	131.0
ATR	65.0	63.8	-1.2	-1.9%	0.0
Volume	26,762	19,547	-7,215	-27.0%	104,938

Daily Pivots for day following 26-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,008.7	5,983.3	5,900.0
R3	5,968.7	5,943.3	5,889.0
R2	5,928.7	5,928.7	5,885.3
R1	5,903.3	5,903.3	5,881.7	5,896.0
PP	5,888.7	5,888.7	5,888.7	5,885.0
S1	5,863.3	5,863.3	5,874.3	5,856.0
S2	5,848.7	5,848.7	5,870.7
S3	5,808.7	5,823.3	5,867.0
S4	5,768.7	5,783.3	5,856.0

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,240.3	6,173.7	5,917.1
R3	6,109.3	6,042.7	5,881.0
R2	5,978.3	5,978.3	5,869.0
R1	5,911.7	5,911.7	5,857.0	5,945.0
PP	5,847.3	5,847.3	5,847.3	5,864.0
S1	5,780.7	5,780.7	5,833.0	5,814.0
S2	5,716.3	5,716.3	5,821.0
S3	5,585.3	5,649.7	5,809.0
S4	5,454.3	5,518.7	5,773.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,934.0	5,825.0	109.0	1.9%	50.6	0.9%	49%	False	False	20,901
10	5,934.0	5,738.0	196.0	3.3%	60.1	1.0%	71%	False	False	22,946
20	5,934.0	5,527.0	407.0	6.9%	61.0	1.0%	86%	False	False	24,840
40	5,934.0	5,213.0	721.0	12.3%	57.4	1.0%	92%	False	False	23,431
60	5,934.0	5,081.0	853.0	14.5%	62.6	1.1%	93%	False	False	23,014
80	5,934.0	5,081.0	853.0	14.5%	47.7	0.8%	93%	False	False	17,269
100	5,934.0	5,081.0	853.0	14.5%	38.9	0.7%	93%	False	False	13,826
120	5,934.0	5,081.0	853.0	14.5%	32.4	0.6%	93%	False	False	11,522

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	16.2
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	6,084.0
2.618	6,018.7
1.618	5,978.7
1.000	5,954.0
0.618	5,938.7
HIGH	5,914.0
0.618	5,898.7
0.500	5,894.0
0.382	5,889.3
LOW	5,874.0
0.618	5,849.3
1.000	5,834.0
1.618	5,809.3
2.618	5,769.3
4.250	5,704.0

Fisher Pivots for day following 26-Feb-2015
Pivot	1 day	3 day
R1	5,894.0	5,891.0
PP	5,888.7	5,886.7
S1	5,883.3	5,882.3

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

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