ASX SPI 200 Index Future December 2015

Trading Metrics calculated at close of trading on 29-Oct-2015

Day Change Summary
	Previous	Current
	28-Oct-2015	29-Oct-2015	Change	Change %	Previous Week
Open	5,321.0	5,331.0	10.0	0.2%	5,251.0
High	5,334.0	5,340.0	6.0	0.1%	5,358.0
Low	5,291.0	5,231.0	-60.0	-1.1%	5,168.0
Close	5,306.0	5,240.0	-66.0	-1.2%	5,323.0
Range	43.0	109.0	66.0	153.5%	190.0
ATR	73.4	75.9	2.5	3.5%	0.0
Volume	22,655	25,061	2,406	10.6%	105,062

Daily Pivots for day following 29-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,597.3	5,527.7	5,300.0
R3	5,488.3	5,418.7	5,270.0
R2	5,379.3	5,379.3	5,260.0
R1	5,309.7	5,309.7	5,250.0	5,290.0
PP	5,270.3	5,270.3	5,270.3	5,260.5
S1	5,200.7	5,200.7	5,230.0	5,181.0
S2	5,161.3	5,161.3	5,220.0
S3	5,052.3	5,091.7	5,210.0
S4	4,943.3	4,982.7	5,180.1

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,853.0	5,778.0	5,427.5
R3	5,663.0	5,588.0	5,375.3
R2	5,473.0	5,473.0	5,357.8
R1	5,398.0	5,398.0	5,340.4	5,435.5
PP	5,283.0	5,283.0	5,283.0	5,301.8
S1	5,208.0	5,208.0	5,305.6	5,245.5
S2	5,093.0	5,093.0	5,288.2
S3	4,903.0	5,018.0	5,270.8
S4	4,713.0	4,828.0	5,218.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,369.0	5,231.0	138.0	2.6%	52.0	1.0%	7%	False	True	21,933
10	5,369.0	5,168.0	201.0	3.8%	52.4	1.0%	36%	False	False	21,080
20	5,369.0	5,021.0	348.0	6.6%	56.8	1.1%	63%	False	False	22,587
40	5,369.0	4,881.0	488.0	9.3%	69.8	1.3%	74%	False	False	26,757
60	5,449.0	4,881.0	568.0	10.8%	60.2	1.1%	63%	False	False	17,909
80	5,644.0	4,881.0	763.0	14.6%	48.2	0.9%	47%	False	False	13,440

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.6
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	5,803.3
2.618	5,625.4
1.618	5,516.4
1.000	5,449.0
0.618	5,407.4
HIGH	5,340.0
0.618	5,298.4
0.500	5,285.5
0.382	5,272.6
LOW	5,231.0
0.618	5,163.6
1.000	5,122.0
1.618	5,054.6
2.618	4,945.6
4.250	4,767.8

Fisher Pivots for day following 29-Oct-2015
Pivot	1 day	3 day
R1	5,285.5	5,289.0
PP	5,270.3	5,272.7
S1	5,255.2	5,256.3

Download as Excel Spreadsheet

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

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