ASX SPI 200 Index Future December 2013


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 5,312.0 5,270.0 -42.0 -0.8% 5,245.0
High 5,322.0 5,271.0 -51.0 -1.0% 5,322.0
Low 5,303.0 5,212.0 -91.0 -1.7% 5,219.0
Close 5,309.0 5,223.0 -86.0 -1.6% 5,309.0
Range 19.0 59.0 40.0 210.5% 103.0
ATR 41.2 45.2 4.0 9.7% 0.0
Volume 14,241 29,013 14,772 103.7% 87,593
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 5,412.3 5,376.7 5,255.5
R3 5,353.3 5,317.7 5,239.2
R2 5,294.3 5,294.3 5,233.8
R1 5,258.7 5,258.7 5,228.4 5,247.0
PP 5,235.3 5,235.3 5,235.3 5,229.5
S1 5,199.7 5,199.7 5,217.6 5,188.0
S2 5,176.3 5,176.3 5,212.2
S3 5,117.3 5,140.7 5,206.8
S4 5,058.3 5,081.7 5,190.6
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 5,592.3 5,553.7 5,365.7
R3 5,489.3 5,450.7 5,337.3
R2 5,386.3 5,386.3 5,327.9
R1 5,347.7 5,347.7 5,318.4 5,367.0
PP 5,283.3 5,283.3 5,283.3 5,293.0
S1 5,244.7 5,244.7 5,299.6 5,264.0
S2 5,180.3 5,180.3 5,290.1
S3 5,077.3 5,141.7 5,280.7
S4 4,974.3 5,038.7 5,252.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,322.0 5,212.0 110.0 2.1% 45.0 0.9% 10% False True 19,979
10 5,322.0 5,212.0 110.0 2.1% 38.9 0.7% 10% False True 36,586
20 5,322.0 5,115.0 207.0 4.0% 30.5 0.6% 52% False False 23,249
40 5,322.0 4,963.0 359.0 6.9% 28.0 0.5% 72% False False 11,671
60 5,322.0 4,807.0 515.0 9.9% 23.3 0.4% 81% False False 7,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 9.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,521.8
2.618 5,425.5
1.618 5,366.5
1.000 5,330.0
0.618 5,307.5
HIGH 5,271.0
0.618 5,248.5
0.500 5,241.5
0.382 5,234.5
LOW 5,212.0
0.618 5,175.5
1.000 5,153.0
1.618 5,116.5
2.618 5,057.5
4.250 4,961.3
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 5,241.5 5,267.0
PP 5,235.3 5,252.3
S1 5,229.2 5,237.7

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

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