ASX SPI 200 Index Future December 2014

Trading Metrics calculated at close of trading on 08-Oct-2014

Day Change Summary
	Previous	Current
	07-Oct-2014	08-Oct-2014	Change	Change %	Previous Week
Open	5,300.0	5,190.0	-110.0	-2.1%	5,298.0
High	5,315.0	5,238.0	-77.0	-1.4%	5,330.0
Low	5,192.0	5,189.0	-3.0	-0.1%	5,221.0
Close	5,258.0	5,225.0	-33.0	-0.6%	5,319.0
Range	123.0	49.0	-74.0	-60.2%	109.0
ATR	60.4	61.0	0.6	1.0%	0.0
Volume	45,524	28,406	-17,118	-37.6%	141,609

Daily Pivots for day following 08-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,364.3	5,343.7	5,252.0
R3	5,315.3	5,294.7	5,238.5
R2	5,266.3	5,266.3	5,234.0
R1	5,245.7	5,245.7	5,229.5	5,256.0
PP	5,217.3	5,217.3	5,217.3	5,222.5
S1	5,196.7	5,196.7	5,220.5	5,207.0
S2	5,168.3	5,168.3	5,216.0
S3	5,119.3	5,147.7	5,211.5
S4	5,070.3	5,098.7	5,198.1

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,617.0	5,577.0	5,379.0
R3	5,508.0	5,468.0	5,349.0
R2	5,399.0	5,399.0	5,339.0
R1	5,359.0	5,359.0	5,329.0	5,379.0
PP	5,290.0	5,290.0	5,290.0	5,300.0
S1	5,250.0	5,250.0	5,309.0	5,270.0
S2	5,181.0	5,181.0	5,299.0
S3	5,072.0	5,141.0	5,289.0
S4	4,963.0	5,032.0	5,259.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,333.0	5,189.0	144.0	2.8%	68.2	1.3%	25%	False	True	26,642
10	5,415.0	5,189.0	226.0	4.3%	62.8	1.2%	16%	False	True	27,549
20	5,601.0	5,189.0	412.0	7.9%	59.9	1.1%	9%	False	True	34,367
40	5,665.0	5,189.0	476.0	9.1%	39.9	0.8%	8%	False	True	17,284
60	5,665.0	5,189.0	476.0	9.1%	33.4	0.6%	8%	False	True	11,551
80	5,665.0	5,189.0	476.0	9.1%	25.9	0.5%	8%	False	True	8,669
100	5,665.0	5,189.0	476.0	9.1%	22.0	0.4%	8%	False	True	6,944

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	11.1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,446.3
2.618	5,366.3
1.618	5,317.3
1.000	5,287.0
0.618	5,268.3
HIGH	5,238.0
0.618	5,219.3
0.500	5,213.5
0.382	5,207.7
LOW	5,189.0
0.618	5,158.7
1.000	5,140.0
1.618	5,109.7
2.618	5,060.7
4.250	4,980.8

Fisher Pivots for day following 08-Oct-2014
Pivot	1 day	3 day
R1	5,221.2	5,261.0
PP	5,217.3	5,249.0
S1	5,213.5	5,237.0

Download as Excel Spreadsheet

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

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