ASX SPI 200 Index Future December 2014

Trading Metrics calculated at close of trading on 30-Oct-2014

Day Change Summary
	Previous	Current
	29-Oct-2014	30-Oct-2014	Change	Change %	Previous Week
Open	5,470.0	5,434.0	-36.0	-0.7%	5,318.0
High	5,474.0	5,460.0	-14.0	-0.3%	5,412.0
Low	5,424.0	5,431.0	7.0	0.1%	5,292.0
Close	5,429.0	5,458.0	29.0	0.5%	5,404.0
Range	50.0	29.0	-21.0	-42.0%	120.0
ATR	60.2	58.2	-2.1	-3.5%	0.0
Volume	23,048	20,889	-2,159	-9.4%	124,090

Daily Pivots for day following 30-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,536.7	5,526.3	5,474.0
R3	5,507.7	5,497.3	5,466.0
R2	5,478.7	5,478.7	5,463.3
R1	5,468.3	5,468.3	5,460.7	5,473.5
PP	5,449.7	5,449.7	5,449.7	5,452.3
S1	5,439.3	5,439.3	5,455.3	5,444.5
S2	5,420.7	5,420.7	5,452.7
S3	5,391.7	5,410.3	5,450.0
S4	5,362.7	5,381.3	5,442.1

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	5,376.0	98.0	1.8%	35.8	0.7%	84%	False	False	22,447
10	5,474.0	5,233.0	241.0	4.4%	37.5	0.7%	93%	False	False	23,119
20	5,474.0	5,090.0	384.0	7.0%	55.8	1.0%	96%	False	False	27,132
40	5,626.0	5,090.0	536.0	9.8%	53.4	1.0%	69%	False	False	28,110
60	5,665.0	5,090.0	575.0	10.5%	41.6	0.8%	64%	False	False	18,769
80	5,665.0	5,090.0	575.0	10.5%	35.5	0.7%	64%	False	False	14,096
100	5,665.0	5,090.0	575.0	10.5%	28.9	0.5%	64%	False	False	11,280
120	5,665.0	5,090.0	575.0	10.5%	25.3	0.5%	64%	False	False	9,410

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.8
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	5,583.3
2.618	5,535.9
1.618	5,506.9
1.000	5,489.0
0.618	5,477.9
HIGH	5,460.0
0.618	5,448.9
0.500	5,445.5
0.382	5,442.1
LOW	5,431.0
0.618	5,413.1
1.000	5,402.0
1.618	5,384.1
2.618	5,355.1
4.250	5,307.8

Fisher Pivots for day following 30-Oct-2014
Pivot	1 day	3 day
R1	5,453.8	5,453.7
PP	5,449.7	5,449.3
S1	5,445.5	5,445.0

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

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