ASX SPI 200 Index Future September 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	5,437.0	5,400.0	-37.0	-0.7%	5,660.0
High	5,467.0	5,430.0	-37.0	-0.7%	5,718.0
Low	5,417.0	5,394.0	-23.0	-0.4%	5,425.0
Close	5,410.0	5,421.0	11.0	0.2%	5,456.0
Range	50.0	36.0	-14.0	-28.0%	293.0
ATR	56.8	55.4	-1.5	-2.6%	0.0
Volume	425	1,252	827	194.6%	1,136

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,523.0	5,508.0	5,440.8
R3	5,487.0	5,472.0	5,430.9
R2	5,451.0	5,451.0	5,427.6
R1	5,436.0	5,436.0	5,424.3	5,443.5
PP	5,415.0	5,415.0	5,415.0	5,418.8
S1	5,400.0	5,400.0	5,417.7	5,407.5
S2	5,379.0	5,379.0	5,414.4
S3	5,343.0	5,364.0	5,411.1
S4	5,307.0	5,328.0	5,401.2

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,412.0	6,227.0	5,617.2
R3	6,119.0	5,934.0	5,536.6
R2	5,826.0	5,826.0	5,509.7
R1	5,641.0	5,641.0	5,482.9	5,587.0
PP	5,533.0	5,533.0	5,533.0	5,506.0
S1	5,348.0	5,348.0	5,429.1	5,294.0
S2	5,240.0	5,240.0	5,402.3
S3	4,947.0	5,055.0	5,375.4
S4	4,654.0	4,762.0	5,294.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,566.0	5,394.0	172.0	3.2%	56.0	1.0%	16%	False	True	512
10	5,756.0	5,394.0	362.0	6.7%	49.7	0.9%	7%	False	True	303
20	5,756.0	5,394.0	362.0	6.7%	35.0	0.6%	7%	False	True	187
40	5,923.0	5,394.0	529.0	9.8%	22.9	0.4%	5%	False	True	119

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	8.4
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,583.0
2.618	5,524.2
1.618	5,488.2
1.000	5,466.0
0.618	5,452.2
HIGH	5,430.0
0.618	5,416.2
0.500	5,412.0
0.382	5,407.8
LOW	5,394.0
0.618	5,371.8
1.000	5,358.0
1.618	5,335.8
2.618	5,299.8
4.250	5,241.0

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	5,418.0	5,430.5
PP	5,415.0	5,427.3
S1	5,412.0	5,424.2

Download as Excel Spreadsheet

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

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