ASX SPI 200 Index Future June 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
26-May-2014 27-May-2014 Change Change % Previous Week
Open 5,521.0 5,535.0 14.0 0.3% 5,493.0
High 5,525.0 5,539.0 14.0 0.3% 5,518.0
Low 5,506.0 5,515.0 9.0 0.2% 5,379.0
Close 5,524.0 5,527.0 3.0 0.1% 5,511.0
Range 19.0 24.0 5.0 26.3% 139.0
ATR 49.8 47.9 -1.8 -3.7% 0.0
Volume 11,644 14,341 2,697 23.2% 114,491
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 5,599.0 5,587.0 5,540.2
R3 5,575.0 5,563.0 5,533.6
R2 5,551.0 5,551.0 5,531.4
R1 5,539.0 5,539.0 5,529.2 5,533.0
PP 5,527.0 5,527.0 5,527.0 5,524.0
S1 5,515.0 5,515.0 5,524.8 5,509.0
S2 5,503.0 5,503.0 5,522.6
S3 5,479.0 5,491.0 5,520.4
S4 5,455.0 5,467.0 5,513.8
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 5,886.3 5,837.7 5,587.5
R3 5,747.3 5,698.7 5,549.2
R2 5,608.3 5,608.3 5,536.5
R1 5,559.7 5,559.7 5,523.7 5,584.0
PP 5,469.3 5,469.3 5,469.3 5,481.5
S1 5,420.7 5,420.7 5,498.3 5,445.0
S2 5,330.3 5,330.3 5,485.5
S3 5,191.3 5,281.7 5,472.8
S4 5,052.3 5,142.7 5,434.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,539.0 5,379.0 160.0 2.9% 37.6 0.7% 93% True False 18,217
10 5,539.0 5,379.0 160.0 2.9% 43.0 0.8% 93% True False 20,806
20 5,539.0 5,379.0 160.0 2.9% 45.2 0.8% 93% True False 21,359
40 5,552.0 5,333.0 219.0 4.0% 42.3 0.8% 89% False False 21,362
60 5,552.0 5,286.0 266.0 4.8% 40.6 0.7% 91% False False 21,711
80 5,552.0 4,998.0 554.0 10.0% 33.7 0.6% 95% False False 16,307
100 5,552.0 4,998.0 554.0 10.0% 29.3 0.5% 95% False False 13,055
120 5,552.0 4,998.0 554.0 10.0% 26.2 0.5% 95% False False 10,895
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,641.0
2.618 5,601.8
1.618 5,577.8
1.000 5,563.0
0.618 5,553.8
HIGH 5,539.0
0.618 5,529.8
0.500 5,527.0
0.382 5,524.2
LOW 5,515.0
0.618 5,500.2
1.000 5,491.0
1.618 5,476.2
2.618 5,452.2
4.250 5,413.0
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 5,527.0 5,522.0
PP 5,527.0 5,517.0
S1 5,527.0 5,512.0

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

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