ASX SPI 200 Index Future September 2015

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	5,568.0	5,596.0	28.0	0.5%	5,625.0
High	5,594.0	5,619.0	25.0	0.4%	5,668.0
Low	5,559.0	5,588.0	29.0	0.5%	5,486.0
Close	5,573.0	5,614.0	41.0	0.7%	5,516.0
Range	35.0	31.0	-4.0	-11.4%	182.0
ATR	74.8	72.7	-2.1	-2.7%	0.0
Volume	20,638	18,292	-2,346	-11.4%	93,922

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,700.0	5,688.0	5,631.1
R3	5,669.0	5,657.0	5,622.5
R2	5,638.0	5,638.0	5,619.7
R1	5,626.0	5,626.0	5,616.8	5,632.0
PP	5,607.0	5,607.0	5,607.0	5,610.0
S1	5,595.0	5,595.0	5,611.2	5,601.0
S2	5,576.0	5,576.0	5,608.3
S3	5,545.0	5,564.0	5,605.5
S4	5,514.0	5,533.0	5,597.0

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	5,619.0	5,464.0	155.0	2.8%	58.0	1.0%	97%	True	False	21,438
10	5,668.0	5,464.0	204.0	3.6%	54.0	1.0%	74%	False	False	19,953
20	5,668.0	5,324.0	344.0	6.1%	67.2	1.2%	84%	False	False	23,895
40	5,668.0	5,324.0	344.0	6.1%	66.7	1.2%	84%	False	False	27,248
60	5,756.0	5,324.0	432.0	7.7%	53.6	1.0%	67%	False	False	18,188
80	5,923.0	5,324.0	599.0	10.7%	41.7	0.7%	48%	False	False	13,652

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	12.3
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	5,750.8
2.618	5,700.2
1.618	5,669.2
1.000	5,650.0
0.618	5,638.2
HIGH	5,619.0
0.618	5,607.2
0.500	5,603.5
0.382	5,599.8
LOW	5,588.0
0.618	5,568.8
1.000	5,557.0
1.618	5,537.8
2.618	5,506.8
4.250	5,456.3

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	5,610.5	5,590.3
PP	5,607.0	5,566.7
S1	5,603.5	5,543.0

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

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