ASX SPI 200 Index Future December 2014

Trading Metrics calculated at close of trading on 26-Sep-2014

Day Change Summary
	Previous	Current
	25-Sep-2014	26-Sep-2014	Change	Change %	Previous Week
Open	5,400.0	5,313.0	-87.0	-1.6%	5,413.0
High	5,415.0	5,327.0	-88.0	-1.6%	5,432.0
Low	5,366.0	5,297.0	-69.0	-1.3%	5,297.0
Close	5,371.0	5,304.0	-67.0	-1.2%	5,304.0
Range	49.0	30.0	-19.0	-38.8%	135.0
ATR	48.3	50.1	1.8	3.8%	0.0
Volume	21,181	25,097	3,916	18.5%	129,592

Daily Pivots for day following 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,399.3	5,381.7	5,320.5
R3	5,369.3	5,351.7	5,312.3
R2	5,339.3	5,339.3	5,309.5
R1	5,321.7	5,321.7	5,306.8	5,315.5
PP	5,309.3	5,309.3	5,309.3	5,306.3
S1	5,291.7	5,291.7	5,301.3	5,285.5
S2	5,279.3	5,279.3	5,298.5
S3	5,249.3	5,261.7	5,295.8
S4	5,219.3	5,231.7	5,287.5

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,749.3	5,661.7	5,378.3
R3	5,614.3	5,526.7	5,341.1
R2	5,479.3	5,479.3	5,328.8
R1	5,391.7	5,391.7	5,316.4	5,368.0
PP	5,344.3	5,344.3	5,344.3	5,332.5
S1	5,256.7	5,256.7	5,291.6	5,233.0
S2	5,209.3	5,209.3	5,279.3
S3	5,074.3	5,121.7	5,266.9
S4	4,939.3	4,986.7	5,229.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,432.0	5,297.0	135.0	2.5%	58.8	1.1%	5%	False	True	25,918
10	5,505.0	5,297.0	208.0	3.9%	54.8	1.0%	3%	False	True	44,796
20	5,665.0	5,297.0	368.0	6.9%	43.5	0.8%	2%	False	True	23,063
40	5,665.0	5,297.0	368.0	6.9%	29.7	0.6%	2%	False	True	11,571
60	5,665.0	5,297.0	368.0	6.9%	24.7	0.5%	2%	False	True	7,732
80	5,665.0	5,297.0	368.0	6.9%	19.2	0.4%	2%	False	True	5,804

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 12 trading days

Fibonacci Retracements and Extensions
4.250	5,454.5
2.618	5,405.5
1.618	5,375.5
1.000	5,357.0
0.618	5,345.5
HIGH	5,327.0
0.618	5,315.5
0.500	5,312.0
0.382	5,308.5
LOW	5,297.0
0.618	5,278.5
1.000	5,267.0
1.618	5,248.5
2.618	5,218.5
4.250	5,169.5

Fisher Pivots for day following 26-Sep-2014
Pivot	1 day	3 day
R1	5,312.0	5,356.0
PP	5,309.3	5,338.7
S1	5,306.7	5,321.3

Download as Excel Spreadsheet

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

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