ASX SPI 200 Index Future December 2014

Trading Metrics calculated at close of trading on 24-Oct-2014

Day Change Summary
	Previous	Current
	23-Oct-2014	24-Oct-2014	Change	Change %	Previous Week
Open	5,351.0	5,395.0	44.0	0.8%	5,318.0
High	5,376.0	5,412.0	36.0	0.7%	5,412.0
Low	5,342.0	5,376.0	34.0	0.6%	5,292.0
Close	5,372.0	5,404.0	32.0	0.6%	5,404.0
Range	34.0	36.0	2.0	5.9%	120.0
ATR	66.7	64.8	-1.9	-2.9%	0.0
Volume	24,275	28,502	4,227	17.4%	124,090

Daily Pivots for day following 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,505.3	5,490.7	5,423.8
R3	5,469.3	5,454.7	5,413.9
R2	5,433.3	5,433.3	5,410.6
R1	5,418.7	5,418.7	5,407.3	5,426.0
PP	5,397.3	5,397.3	5,397.3	5,401.0
S1	5,382.7	5,382.7	5,400.7	5,390.0
S2	5,361.3	5,361.3	5,397.4
S3	5,325.3	5,346.7	5,394.1
S4	5,289.3	5,310.7	5,384.2

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,729.3	5,686.7	5,470.0
R3	5,609.3	5,566.7	5,437.0
R2	5,489.3	5,489.3	5,426.0
R1	5,446.7	5,446.7	5,415.0	5,468.0
PP	5,369.3	5,369.3	5,369.3	5,380.0
S1	5,326.7	5,326.7	5,393.0	5,348.0
S2	5,249.3	5,249.3	5,382.0
S3	5,129.3	5,206.7	5,371.0
S4	5,009.3	5,086.7	5,338.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,412.0	5,292.0	120.0	2.2%	34.4	0.6%	93%	True	False	24,818
10	5,412.0	5,090.0	322.0	6.0%	55.8	1.0%	98%	True	False	28,402
20	5,412.0	5,090.0	322.0	6.0%	61.2	1.1%	98%	True	False	29,001
40	5,665.0	5,090.0	575.0	10.6%	52.3	1.0%	55%	False	False	26,032
60	5,665.0	5,090.0	575.0	10.6%	40.2	0.7%	55%	False	False	17,381
80	5,665.0	5,090.0	575.0	10.6%	33.8	0.6%	55%	False	False	13,049
100	5,665.0	5,090.0	575.0	10.6%	27.6	0.5%	55%	False	False	10,444

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,565.0
2.618	5,506.2
1.618	5,470.2
1.000	5,448.0
0.618	5,434.2
HIGH	5,412.0
0.618	5,398.2
0.500	5,394.0
0.382	5,389.8
LOW	5,376.0
0.618	5,353.8
1.000	5,340.0
1.618	5,317.8
2.618	5,281.8
4.250	5,223.0

Fisher Pivots for day following 24-Oct-2014
Pivot	1 day	3 day
R1	5,400.7	5,395.0
PP	5,397.3	5,386.0
S1	5,394.0	5,377.0

Download as Excel Spreadsheet

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

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