ASX SPI 200 Index Future December 2014

Trading Metrics calculated at close of trading on 16-Dec-2014

Day Change Summary
	Previous	Current
	15-Dec-2014	16-Dec-2014	Change	Change %	Previous Week
Open	5,157.0	5,140.0	-17.0	-0.3%	5,345.0
High	5,209.0	5,175.0	-34.0	-0.7%	5,413.0
Low	5,144.0	5,140.0	-4.0	-0.1%	5,175.0
Close	5,177.0	5,154.0	-23.0	-0.4%	5,217.0
Range	65.0	35.0	-30.0	-46.2%	238.0
ATR	69.2	66.9	-2.3	-3.3%	0.0
Volume	81,309	150,578	69,269	85.2%	142,764

Daily Pivots for day following 16-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,261.3	5,242.7	5,173.3
R3	5,226.3	5,207.7	5,163.6
R2	5,191.3	5,191.3	5,160.4
R1	5,172.7	5,172.7	5,157.2	5,182.0
PP	5,156.3	5,156.3	5,156.3	5,161.0
S1	5,137.7	5,137.7	5,150.8	5,147.0
S2	5,121.3	5,121.3	5,147.6
S3	5,086.3	5,102.7	5,144.4
S4	5,051.3	5,067.7	5,134.8

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,982.3	5,837.7	5,347.9
R3	5,744.3	5,599.7	5,282.5
R2	5,506.3	5,506.3	5,260.6
R1	5,361.7	5,361.7	5,238.8	5,315.0
PP	5,268.3	5,268.3	5,268.3	5,245.0
S1	5,123.7	5,123.7	5,195.2	5,077.0
S2	5,030.3	5,030.3	5,173.4
S3	4,792.3	4,885.7	5,151.6
S4	4,554.3	4,647.7	5,086.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,298.0	5,140.0	158.0	3.1%	60.8	1.2%	9%	False	True	63,129
10	5,413.0	5,140.0	273.0	5.3%	67.1	1.3%	5%	False	True	44,961
20	5,429.0	5,140.0	289.0	5.6%	64.2	1.2%	5%	False	True	35,187
40	5,559.0	5,140.0	419.0	8.1%	53.7	1.0%	3%	False	True	29,225
60	5,559.0	5,090.0	469.0	9.1%	56.3	1.1%	14%	False	False	29,006
80	5,665.0	5,090.0	575.0	11.2%	52.3	1.0%	11%	False	False	26,642
100	5,665.0	5,090.0	575.0	11.2%	45.4	0.9%	11%	False	False	21,331
120	5,665.0	5,090.0	575.0	11.2%	39.7	0.8%	11%	False	False	17,783

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.1
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	5,323.8
2.618	5,266.6
1.618	5,231.6
1.000	5,210.0
0.618	5,196.6
HIGH	5,175.0
0.618	5,161.6
0.500	5,157.5
0.382	5,153.4
LOW	5,140.0
0.618	5,118.4
1.000	5,105.0
1.618	5,083.4
2.618	5,048.4
4.250	4,991.3

Fisher Pivots for day following 16-Dec-2014
Pivot	1 day	3 day
R1	5,157.5	5,193.0
PP	5,156.3	5,180.0
S1	5,155.2	5,167.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols