ASX SPI 200 Index Future December 2014

Trading Metrics calculated at close of trading on 29-Sep-2014

Day Change Summary
	Previous	Current
	26-Sep-2014	29-Sep-2014	Change	Change %	Previous Week
Open	5,313.0	5,298.0	-15.0	-0.3%	5,413.0
High	5,327.0	5,303.0	-24.0	-0.5%	5,432.0
Low	5,297.0	5,250.0	-47.0	-0.9%	5,297.0
Close	5,304.0	5,264.0	-40.0	-0.8%	5,304.0
Range	30.0	53.0	23.0	76.7%	135.0
ATR	50.1	50.4	0.3	0.6%	0.0
Volume	25,097	27,319	2,222	8.9%	129,592

Daily Pivots for day following 29-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,431.3	5,400.7	5,293.2
R3	5,378.3	5,347.7	5,278.6
R2	5,325.3	5,325.3	5,273.7
R1	5,294.7	5,294.7	5,268.9	5,283.5
PP	5,272.3	5,272.3	5,272.3	5,266.8
S1	5,241.7	5,241.7	5,259.1	5,230.5
S2	5,219.3	5,219.3	5,254.3
S3	5,166.3	5,188.7	5,249.4
S4	5,113.3	5,135.7	5,234.9

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	5,424.0	5,250.0	174.0	3.3%	51.6	1.0%	8%	False	True	25,617
10	5,482.0	5,250.0	232.0	4.4%	56.6	1.1%	6%	False	True	41,661
20	5,665.0	5,250.0	415.0	7.9%	45.1	0.9%	3%	False	True	24,424
40	5,665.0	5,250.0	415.0	7.9%	30.8	0.6%	3%	False	True	12,252
60	5,665.0	5,250.0	415.0	7.9%	25.6	0.5%	3%	False	True	8,188
80	5,665.0	5,250.0	415.0	7.9%	19.9	0.4%	3%	False	True	6,146

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	13.5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,528.3
2.618	5,441.8
1.618	5,388.8
1.000	5,356.0
0.618	5,335.8
HIGH	5,303.0
0.618	5,282.8
0.500	5,276.5
0.382	5,270.2
LOW	5,250.0
0.618	5,217.2
1.000	5,197.0
1.618	5,164.2
2.618	5,111.2
4.250	5,024.8

Fisher Pivots for day following 29-Sep-2014
Pivot	1 day	3 day
R1	5,276.5	5,332.5
PP	5,272.3	5,309.7
S1	5,268.2	5,286.8

Download as Excel Spreadsheet

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

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