ASX SPI 200 Index Future September 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	5,477.0	5,491.0	14.0	0.3%	5,625.0
High	5,538.0	5,552.0	14.0	0.3%	5,668.0
Low	5,464.0	5,467.0	3.0	0.1%	5,486.0
Close	5,537.0	5,542.0	5.0	0.1%	5,516.0
Range	74.0	85.0	11.0	14.9%	182.0
ATR	75.9	76.5	0.7	0.9%	0.0
Volume	18,045	31,717	13,672	75.8%	93,922

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,775.3	5,743.7	5,588.8
R3	5,690.3	5,658.7	5,565.4
R2	5,605.3	5,605.3	5,557.6
R1	5,573.7	5,573.7	5,549.8	5,589.5
PP	5,520.3	5,520.3	5,520.3	5,528.3
S1	5,488.7	5,488.7	5,534.2	5,504.5
S2	5,435.3	5,435.3	5,526.4
S3	5,350.3	5,403.7	5,518.6
S4	5,265.3	5,318.7	5,495.3

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,102.7	5,991.3	5,616.1
R3	5,920.7	5,809.3	5,566.1
R2	5,738.7	5,738.7	5,549.4
R1	5,627.3	5,627.3	5,532.7	5,592.0
PP	5,556.7	5,556.7	5,556.7	5,539.0
S1	5,445.3	5,445.3	5,499.3	5,410.0
S2	5,374.7	5,374.7	5,482.6
S3	5,192.7	5,263.3	5,466.0
S4	5,010.7	5,081.3	5,415.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,622.0	5,464.0	158.0	2.9%	67.8	1.2%	49%	False	False	21,611
10	5,668.0	5,464.0	204.0	3.7%	58.7	1.1%	38%	False	False	20,909
20	5,668.0	5,324.0	344.0	6.2%	74.8	1.3%	63%	False	False	24,785
40	5,718.0	5,324.0	394.0	7.1%	69.1	1.2%	55%	False	False	26,283
60	5,756.0	5,324.0	432.0	7.8%	53.4	1.0%	50%	False	False	17,540
80	5,923.0	5,324.0	599.0	10.8%	40.9	0.7%	36%	False	False	13,166

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.7
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	5,913.3
2.618	5,774.5
1.618	5,689.5
1.000	5,637.0
0.618	5,604.5
HIGH	5,552.0
0.618	5,519.5
0.500	5,509.5
0.382	5,499.5
LOW	5,467.0
0.618	5,414.5
1.000	5,382.0
1.618	5,329.5
2.618	5,244.5
4.250	5,105.8

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	5,531.2	5,530.7
PP	5,520.3	5,519.3
S1	5,509.5	5,508.0

Download as Excel Spreadsheet

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

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