ASX SPI 200 Index Future June 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 5,603.0 5,499.0 -104.0 -1.9% 5,760.0
High 5,615.0 5,530.0 -85.0 -1.5% 5,779.0
Low 5,496.0 5,469.0 -27.0 -0.5% 5,469.0
Close 5,508.0 5,507.0 -1.0 0.0% 5,507.0
Range 119.0 61.0 -58.0 -48.7% 310.0
ATR 84.1 82.4 -1.6 -2.0% 0.0
Volume 38,190 29,618 -8,572 -22.4% 159,423
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 5,685.0 5,657.0 5,540.6
R3 5,624.0 5,596.0 5,523.8
R2 5,563.0 5,563.0 5,518.2
R1 5,535.0 5,535.0 5,512.6 5,549.0
PP 5,502.0 5,502.0 5,502.0 5,509.0
S1 5,474.0 5,474.0 5,501.4 5,488.0
S2 5,441.0 5,441.0 5,495.8
S3 5,380.0 5,413.0 5,490.2
S4 5,319.0 5,352.0 5,473.5
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 6,515.0 6,321.0 5,677.5
R3 6,205.0 6,011.0 5,592.3
R2 5,895.0 5,895.0 5,563.8
R1 5,701.0 5,701.0 5,535.4 5,643.0
PP 5,585.0 5,585.0 5,585.0 5,556.0
S1 5,391.0 5,391.0 5,478.6 5,333.0
S2 5,275.0 5,275.0 5,450.2
S3 4,965.0 5,081.0 5,421.8
S4 4,655.0 4,771.0 5,336.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,779.0 5,469.0 310.0 5.6% 98.8 1.8% 12% False True 31,884
10 5,814.0 5,469.0 345.0 6.3% 84.8 1.5% 11% False True 27,633
20 5,814.0 5,469.0 345.0 6.3% 77.2 1.4% 11% False True 27,146
40 5,993.0 5,469.0 524.0 9.5% 70.9 1.3% 7% False True 25,931
60 6,000.0 5,469.0 531.0 9.6% 66.1 1.2% 7% False True 28,236
80 6,000.0 5,469.0 531.0 9.6% 58.3 1.1% 7% False True 21,234
100 6,000.0 5,220.0 780.0 14.2% 52.7 1.0% 37% False False 17,012
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 13.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,789.3
2.618 5,689.7
1.618 5,628.7
1.000 5,591.0
0.618 5,567.7
HIGH 5,530.0
0.618 5,506.7
0.500 5,499.5
0.382 5,492.3
LOW 5,469.0
0.618 5,431.3
1.000 5,408.0
1.618 5,370.3
2.618 5,309.3
4.250 5,209.8
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 5,504.5 5,559.5
PP 5,502.0 5,542.0
S1 5,499.5 5,524.5

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

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