ASX SPI 200 Index Future June 2015

Trading Metrics calculated at close of trading on 15-Jun-2015

Day Change Summary
	Previous	Current
	12-Jun-2015	15-Jun-2015	Change	Change %	Previous Week
Open	5,550.0	5,515.0	-35.0	-0.6%	5,493.0
High	5,558.0	5,547.0	-11.0	-0.2%	5,563.0
Low	5,526.0	5,489.0	-37.0	-0.7%	5,445.0
Close	5,534.0	5,543.0	9.0	0.2%	5,534.0
Range	32.0	58.0	26.0	81.3%	118.0
ATR	75.8	74.5	-1.3	-1.7%	0.0
Volume	26,160	116,811	90,651	346.5%	98,839

Daily Pivots for day following 15-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,700.3	5,679.7	5,574.9
R3	5,642.3	5,621.7	5,559.0
R2	5,584.3	5,584.3	5,553.6
R1	5,563.7	5,563.7	5,548.3	5,574.0
PP	5,526.3	5,526.3	5,526.3	5,531.5
S1	5,505.7	5,505.7	5,537.7	5,516.0
S2	5,468.3	5,468.3	5,532.4
S3	5,410.3	5,447.7	5,527.1
S4	5,352.3	5,389.7	5,511.1

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,868.0	5,819.0	5,598.9
R3	5,750.0	5,701.0	5,566.5
R2	5,632.0	5,632.0	5,555.6
R1	5,583.0	5,583.0	5,544.8	5,607.5
PP	5,514.0	5,514.0	5,514.0	5,526.3
S1	5,465.0	5,465.0	5,523.2	5,489.5
S2	5,396.0	5,396.0	5,512.4
S3	5,278.0	5,347.0	5,501.6
S4	5,160.0	5,229.0	5,469.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,563.0	5,445.0	118.0	2.1%	51.8	0.9%	83%	False	False	43,130
10	5,779.0	5,445.0	334.0	6.0%	75.3	1.4%	29%	False	False	37,507
20	5,814.0	5,445.0	369.0	6.7%	72.4	1.3%	27%	False	False	31,263
40	5,985.0	5,445.0	540.0	9.7%	71.0	1.3%	18%	False	False	28,958
60	6,000.0	5,445.0	555.0	10.0%	65.9	1.2%	18%	False	False	28,201
80	6,000.0	5,445.0	555.0	10.0%	59.4	1.1%	18%	False	False	23,917
100	6,000.0	5,339.0	661.0	11.9%	54.6	1.0%	31%	False	False	19,168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,793.5
2.618	5,698.8
1.618	5,640.8
1.000	5,605.0
0.618	5,582.8
HIGH	5,547.0
0.618	5,524.8
0.500	5,518.0
0.382	5,511.2
LOW	5,489.0
0.618	5,453.2
1.000	5,431.0
1.618	5,395.2
2.618	5,337.2
4.250	5,242.5

Fisher Pivots for day following 15-Jun-2015
Pivot	1 day	3 day
R1	5,534.7	5,537.3
PP	5,526.3	5,531.7
S1	5,518.0	5,526.0

Download as Excel Spreadsheet

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

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