ASX SPI 200 Index Future December 2014

Trading Metrics calculated at close of trading on 27-Nov-2014

Day Change Summary
	Previous	Current
	26-Nov-2014	27-Nov-2014	Change	Change %	Previous Week
Open	5,356.0	5,406.0	50.0	0.9%	5,490.0
High	5,409.0	5,422.0	13.0	0.2%	5,493.0
Low	5,349.0	5,395.0	46.0	0.9%	5,298.0
Close	5,407.0	5,414.0	7.0	0.1%	5,308.0
Range	60.0	27.0	-33.0	-55.0%	195.0
ATR	55.7	53.6	-2.0	-3.7%	0.0
Volume	19,071	14,519	-4,552	-23.9%	117,080

Daily Pivots for day following 27-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,491.3	5,479.7	5,428.9
R3	5,464.3	5,452.7	5,421.4
R2	5,437.3	5,437.3	5,419.0
R1	5,425.7	5,425.7	5,416.5	5,431.5
PP	5,410.3	5,410.3	5,410.3	5,413.3
S1	5,398.7	5,398.7	5,411.5	5,404.5
S2	5,383.3	5,383.3	5,409.1
S3	5,356.3	5,371.7	5,406.6
S4	5,329.3	5,344.7	5,399.2

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,951.3	5,824.7	5,415.3
R3	5,756.3	5,629.7	5,361.6
R2	5,561.3	5,561.3	5,343.8
R1	5,434.7	5,434.7	5,325.9	5,400.5
PP	5,366.3	5,366.3	5,366.3	5,349.3
S1	5,239.7	5,239.7	5,290.1	5,205.5
S2	5,171.3	5,171.3	5,272.3
S3	4,976.3	5,044.7	5,254.4
S4	4,781.3	4,849.7	5,200.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,422.0	5,298.0	124.0	2.3%	44.8	0.8%	94%	True	False	22,639
10	5,493.0	5,298.0	195.0	3.6%	50.2	0.9%	59%	False	False	22,340
20	5,559.0	5,298.0	261.0	4.8%	47.7	0.9%	44%	False	False	23,197
40	5,559.0	5,090.0	469.0	8.7%	51.8	1.0%	69%	False	False	25,164
60	5,626.0	5,090.0	536.0	9.9%	51.5	1.0%	60%	False	False	26,472
80	5,665.0	5,090.0	575.0	10.6%	43.1	0.8%	56%	False	False	19,876
100	5,665.0	5,090.0	575.0	10.6%	38.0	0.7%	56%	False	False	15,916
120	5,665.0	5,090.0	575.0	10.6%	32.0	0.6%	56%	False	False	13,267

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	8.3
Narrowest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	5,536.8
2.618	5,492.7
1.618	5,465.7
1.000	5,449.0
0.618	5,438.7
HIGH	5,422.0
0.618	5,411.7
0.500	5,408.5
0.382	5,405.3
LOW	5,395.0
0.618	5,378.3
1.000	5,368.0
1.618	5,351.3
2.618	5,324.3
4.250	5,280.3

Fisher Pivots for day following 27-Nov-2014
Pivot	1 day	3 day
R1	5,412.2	5,396.5
PP	5,410.3	5,379.0
S1	5,408.5	5,361.5

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

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