ASX SPI 200 Index Future December 2014

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

Day Change Summary
	Previous	Current
	28-Oct-2014	29-Oct-2014	Change	Change %	Previous Week
Open	5,429.0	5,470.0	41.0	0.8%	5,318.0
High	5,448.0	5,474.0	26.0	0.5%	5,412.0
Low	5,416.0	5,424.0	8.0	0.1%	5,292.0
Close	5,448.0	5,429.0	-19.0	-0.3%	5,404.0
Range	32.0	50.0	18.0	56.3%	120.0
ATR	61.0	60.2	-0.8	-1.3%	0.0
Volume	18,232	23,048	4,816	26.4%	124,090

Daily Pivots for day following 29-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,592.3	5,560.7	5,456.5
R3	5,542.3	5,510.7	5,442.8
R2	5,492.3	5,492.3	5,438.2
R1	5,460.7	5,460.7	5,433.6	5,451.5
PP	5,442.3	5,442.3	5,442.3	5,437.8
S1	5,410.7	5,410.7	5,424.4	5,401.5
S2	5,392.3	5,392.3	5,419.8
S3	5,342.3	5,360.7	5,415.3
S4	5,292.3	5,310.7	5,401.5

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	5,474.0	5,342.0	132.0	2.4%	36.8	0.7%	66%	True	False	23,124
10	5,474.0	5,141.0	333.0	6.1%	44.5	0.8%	86%	True	False	25,704
20	5,474.0	5,090.0	384.0	7.1%	56.5	1.0%	88%	True	False	27,343
40	5,640.0	5,090.0	550.0	10.1%	53.3	1.0%	62%	False	False	27,590
60	5,665.0	5,090.0	575.0	10.6%	41.3	0.8%	59%	False	False	18,424
80	5,665.0	5,090.0	575.0	10.6%	35.2	0.6%	59%	False	False	13,835
100	5,665.0	5,090.0	575.0	10.6%	28.6	0.5%	59%	False	False	11,072

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.6
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5,686.5
2.618	5,604.9
1.618	5,554.9
1.000	5,524.0
0.618	5,504.9
HIGH	5,474.0
0.618	5,454.9
0.500	5,449.0
0.382	5,443.1
LOW	5,424.0
0.618	5,393.1
1.000	5,374.0
1.618	5,343.1
2.618	5,293.1
4.250	5,211.5

Fisher Pivots for day following 29-Oct-2014
Pivot	1 day	3 day
R1	5,449.0	5,444.5
PP	5,442.3	5,439.3
S1	5,435.7	5,434.2

Download as Excel Spreadsheet

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

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