ASX SPI 200 Index Future June 2015

Trading Metrics calculated at close of trading on 19-May-2015

Day Change Summary
	Previous	Current
	18-May-2015	19-May-2015	Change	Change %	Previous Week
Open	5,741.0	5,680.0	-61.0	-1.1%	5,650.0
High	5,759.0	5,688.0	-71.0	-1.2%	5,762.0
Low	5,655.0	5,613.0	-42.0	-0.7%	5,573.0
Close	5,665.0	5,620.0	-45.0	-0.8%	5,747.0
Range	104.0	75.0	-29.0	-27.9%	189.0
ATR	78.8	78.5	-0.3	-0.3%	0.0
Volume	27,170	37,337	10,167	37.4%	133,319

Daily Pivots for day following 19-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,865.3	5,817.7	5,661.3
R3	5,790.3	5,742.7	5,640.6
R2	5,715.3	5,715.3	5,633.8
R1	5,667.7	5,667.7	5,626.9	5,654.0
PP	5,640.3	5,640.3	5,640.3	5,633.5
S1	5,592.7	5,592.7	5,613.1	5,579.0
S2	5,565.3	5,565.3	5,606.3
S3	5,490.3	5,517.7	5,599.4
S4	5,415.3	5,442.7	5,578.8

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,261.0	6,193.0	5,851.0
R3	6,072.0	6,004.0	5,799.0
R2	5,883.0	5,883.0	5,781.7
R1	5,815.0	5,815.0	5,764.3	5,849.0
PP	5,694.0	5,694.0	5,694.0	5,711.0
S1	5,626.0	5,626.0	5,729.7	5,660.0
S2	5,505.0	5,505.0	5,712.4
S3	5,316.0	5,437.0	5,695.0
S4	5,127.0	5,248.0	5,643.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,762.0	5,613.0	149.0	2.7%	66.4	1.2%	5%	False	True	27,457
10	5,762.0	5,559.0	203.0	3.6%	77.7	1.4%	30%	False	False	29,647
20	5,985.0	5,559.0	426.0	7.6%	71.9	1.3%	14%	False	False	27,361
40	6,000.0	5,559.0	441.0	7.8%	63.1	1.1%	14%	False	False	24,632
60	6,000.0	5,559.0	441.0	7.8%	57.1	1.0%	14%	False	False	22,539
80	6,000.0	5,419.0	581.0	10.3%	52.1	0.9%	35%	False	False	16,950

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	16.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,006.8
2.618	5,884.4
1.618	5,809.4
1.000	5,763.0
0.618	5,734.4
HIGH	5,688.0
0.618	5,659.4
0.500	5,650.5
0.382	5,641.7
LOW	5,613.0
0.618	5,566.7
1.000	5,538.0
1.618	5,491.7
2.618	5,416.7
4.250	5,294.3

Fisher Pivots for day following 19-May-2015
Pivot	1 day	3 day
R1	5,650.5	5,687.5
PP	5,640.3	5,665.0
S1	5,630.2	5,642.5

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

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