ASX SPI 200 Index Future June 2015

Trading Metrics calculated at close of trading on 02-Jun-2015

Day Change Summary
	Previous	Current
	01-Jun-2015	02-Jun-2015	Change	Change %	Previous Week
Open	5,760.0	5,740.0	-20.0	-0.3%	5,673.0
High	5,761.0	5,779.0	18.0	0.3%	5,814.0
Low	5,684.0	5,620.0	-64.0	-1.1%	5,669.0
Close	5,730.0	5,623.0	-107.0	-1.9%	5,778.0
Range	77.0	159.0	82.0	106.5%	145.0
ATR	75.7	81.6	6.0	7.9%	0.0
Volume	24,703	34,606	9,903	40.1%	116,914

Daily Pivots for day following 02-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,151.0	6,046.0	5,710.5
R3	5,992.0	5,887.0	5,666.7
R2	5,833.0	5,833.0	5,652.2
R1	5,728.0	5,728.0	5,637.6	5,701.0
PP	5,674.0	5,674.0	5,674.0	5,660.5
S1	5,569.0	5,569.0	5,608.4	5,542.0
S2	5,515.0	5,515.0	5,593.9
S3	5,356.0	5,410.0	5,579.3
S4	5,197.0	5,251.0	5,535.6

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,188.7	6,128.3	5,857.8
R3	6,043.7	5,983.3	5,817.9
R2	5,898.7	5,898.7	5,804.6
R1	5,838.3	5,838.3	5,791.3	5,868.5
PP	5,753.7	5,753.7	5,753.7	5,768.8
S1	5,693.3	5,693.3	5,764.7	5,723.5
S2	5,608.7	5,608.7	5,751.4
S3	5,463.7	5,548.3	5,738.1
S4	5,318.7	5,403.3	5,698.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,814.0	5,620.0	194.0	3.5%	87.8	1.6%	2%	False	True	27,567
10	5,814.0	5,578.0	236.0	4.2%	75.1	1.3%	19%	False	False	24,499
20	5,814.0	5,559.0	255.0	4.5%	76.4	1.4%	25%	False	False	27,073
40	5,993.0	5,559.0	434.0	7.7%	69.1	1.2%	15%	False	False	25,229
60	6,000.0	5,559.0	441.0	7.8%	63.8	1.1%	15%	False	False	26,598
80	6,000.0	5,559.0	441.0	7.8%	56.5	1.0%	15%	False	False	19,983
100	6,000.0	5,220.0	780.0	13.9%	50.1	0.9%	52%	False	False	16,011

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.4
Widest range in 103 trading days

Fibonacci Retracements and Extensions
4.250	6,454.8
2.618	6,195.3
1.618	6,036.3
1.000	5,938.0
0.618	5,877.3
HIGH	5,779.0
0.618	5,718.3
0.500	5,699.5
0.382	5,680.7
LOW	5,620.0
0.618	5,521.7
1.000	5,461.0
1.618	5,362.7
2.618	5,203.7
4.250	4,944.3

Fisher Pivots for day following 02-Jun-2015
Pivot	1 day	3 day
R1	5,699.5	5,717.0
PP	5,674.0	5,685.7
S1	5,648.5	5,654.3

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

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