ASX SPI 200 Index Future June 2015

Trading Metrics calculated at close of trading on 20-May-2015

Day Change Summary
	Previous	Current
	19-May-2015	20-May-2015	Change	Change %	Previous Week
Open	5,680.0	5,627.0	-53.0	-0.9%	5,650.0
High	5,688.0	5,633.0	-55.0	-1.0%	5,762.0
Low	5,613.0	5,578.0	-35.0	-0.6%	5,573.0
Close	5,620.0	5,605.0	-15.0	-0.3%	5,747.0
Range	75.0	55.0	-20.0	-26.7%	189.0
ATR	78.5	76.9	-1.7	-2.1%	0.0
Volume	37,337	32,884	-4,453	-11.9%	133,319

Daily Pivots for day following 20-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,770.3	5,742.7	5,635.3
R3	5,715.3	5,687.7	5,620.1
R2	5,660.3	5,660.3	5,615.1
R1	5,632.7	5,632.7	5,610.0	5,619.0
PP	5,605.3	5,605.3	5,605.3	5,598.5
S1	5,577.7	5,577.7	5,600.0	5,564.0
S2	5,550.3	5,550.3	5,594.9
S3	5,495.3	5,522.7	5,589.9
S4	5,440.3	5,467.7	5,574.8

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	5,578.0	184.0	3.3%	65.0	1.2%	15%	False	True	28,987
10	5,762.0	5,559.0	203.0	3.6%	73.1	1.3%	23%	False	False	29,528
20	5,985.0	5,559.0	426.0	7.6%	72.9	1.3%	11%	False	False	28,317
40	6,000.0	5,559.0	441.0	7.9%	63.0	1.1%	10%	False	False	24,832
60	6,000.0	5,559.0	441.0	7.9%	58.0	1.0%	10%	False	False	23,087
80	6,000.0	5,441.0	559.0	10.0%	52.5	0.9%	29%	False	False	17,357

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	16.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,866.8
2.618	5,777.0
1.618	5,722.0
1.000	5,688.0
0.618	5,667.0
HIGH	5,633.0
0.618	5,612.0
0.500	5,605.5
0.382	5,599.0
LOW	5,578.0
0.618	5,544.0
1.000	5,523.0
1.618	5,489.0
2.618	5,434.0
4.250	5,344.3

Fisher Pivots for day following 20-May-2015
Pivot	1 day	3 day
R1	5,605.5	5,668.5
PP	5,605.3	5,647.3
S1	5,605.2	5,626.2

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

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