ASX SPI 200 Index Future June 2015

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	5,603.0	5,499.0	-104.0	-1.9%	5,760.0
High	5,615.0	5,530.0	-85.0	-1.5%	5,779.0
Low	5,496.0	5,469.0	-27.0	-0.5%	5,469.0
Close	5,508.0	5,507.0	-1.0	0.0%	5,507.0
Range	119.0	61.0	-58.0	-48.7%	310.0
ATR	84.1	82.4	-1.6	-2.0%	0.0
Volume	38,190	29,618	-8,572	-22.4%	159,423

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,685.0	5,657.0	5,540.6
R3	5,624.0	5,596.0	5,523.8
R2	5,563.0	5,563.0	5,518.2
R1	5,535.0	5,535.0	5,512.6	5,549.0
PP	5,502.0	5,502.0	5,502.0	5,509.0
S1	5,474.0	5,474.0	5,501.4	5,488.0
S2	5,441.0	5,441.0	5,495.8
S3	5,380.0	5,413.0	5,490.2
S4	5,319.0	5,352.0	5,473.5

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,515.0	6,321.0	5,677.5
R3	6,205.0	6,011.0	5,592.3
R2	5,895.0	5,895.0	5,563.8
R1	5,701.0	5,701.0	5,535.4	5,643.0
PP	5,585.0	5,585.0	5,585.0	5,556.0
S1	5,391.0	5,391.0	5,478.6	5,333.0
S2	5,275.0	5,275.0	5,450.2
S3	4,965.0	5,081.0	5,421.8
S4	4,655.0	4,771.0	5,336.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,779.0	5,469.0	310.0	5.6%	98.8	1.8%	12%	False	True	31,884
10	5,814.0	5,469.0	345.0	6.3%	84.8	1.5%	11%	False	True	27,633
20	5,814.0	5,469.0	345.0	6.3%	77.2	1.4%	11%	False	True	27,146
40	5,993.0	5,469.0	524.0	9.5%	70.9	1.3%	7%	False	True	25,931
60	6,000.0	5,469.0	531.0	9.6%	66.1	1.2%	7%	False	True	28,236
80	6,000.0	5,469.0	531.0	9.6%	58.3	1.1%	7%	False	True	21,234
100	6,000.0	5,220.0	780.0	14.2%	52.7	1.0%	37%	False	False	17,012

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	False
Bear Hook	False
Bull Hook	False
Stretch	13.2
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5,789.3
2.618	5,689.7
1.618	5,628.7
1.000	5,591.0
0.618	5,567.7
HIGH	5,530.0
0.618	5,506.7
0.500	5,499.5
0.382	5,492.3
LOW	5,469.0
0.618	5,431.3
1.000	5,408.0
1.618	5,370.3
2.618	5,309.3
4.250	5,209.8

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	5,504.5	5,559.5
PP	5,502.0	5,542.0
S1	5,499.5	5,524.5

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

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