ASX SPI 200 Index Future December 2013

Trading Metrics calculated at close of trading on 12-Nov-2013

Day Change Summary
	Previous	Current
	11-Nov-2013	12-Nov-2013	Change	Change %	Previous Week
Open	5,458.0	5,421.0	-37.0	-0.7%	5,404.0
High	5,465.0	5,439.0	-26.0	-0.5%	5,435.0
Low	5,387.0	5,400.0	13.0	0.2%	5,372.0
Close	5,401.0	5,411.0	10.0	0.2%	5,409.0
Range	78.0	39.0	-39.0	-50.0%	63.0
ATR	45.0	44.5	-0.4	-0.9%	0.0
Volume	25,635	20,911	-4,724	-18.4%	109,198

Daily Pivots for day following 12-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,533.7	5,511.3	5,432.5
R3	5,494.7	5,472.3	5,421.7
R2	5,455.7	5,455.7	5,418.2
R1	5,433.3	5,433.3	5,414.6	5,425.0
PP	5,416.7	5,416.7	5,416.7	5,412.5
S1	5,394.3	5,394.3	5,407.4	5,386.0
S2	5,377.7	5,377.7	5,403.9
S3	5,338.7	5,355.3	5,400.3
S4	5,299.7	5,316.3	5,389.6

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,594.3	5,564.7	5,443.7
R3	5,531.3	5,501.7	5,426.3
R2	5,468.3	5,468.3	5,420.6
R1	5,438.7	5,438.7	5,414.8	5,453.5
PP	5,405.3	5,405.3	5,405.3	5,412.8
S1	5,375.7	5,375.7	5,403.2	5,390.5
S2	5,342.3	5,342.3	5,397.5
S3	5,279.3	5,312.7	5,391.7
S4	5,216.3	5,249.7	5,374.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,465.0	5,384.0	81.0	1.5%	42.0	0.8%	33%	False	False	23,754
10	5,465.0	5,372.0	93.0	1.7%	41.6	0.8%	42%	False	False	22,616
20	5,465.0	5,214.0	251.0	4.6%	38.1	0.7%	78%	False	False	21,493
40	5,465.0	5,106.0	359.0	6.6%	39.7	0.7%	85%	False	False	21,697
60	5,465.0	5,000.0	465.0	8.6%	35.0	0.6%	88%	False	False	18,494
80	5,465.0	4,963.0	502.0	9.3%	31.2	0.6%	89%	False	False	13,894
100	5,465.0	4,678.0	787.0	14.5%	27.3	0.5%	93%	False	False	11,125

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,604.8
2.618	5,541.1
1.618	5,502.1
1.000	5,478.0
0.618	5,463.1
HIGH	5,439.0
0.618	5,424.1
0.500	5,419.5
0.382	5,414.9
LOW	5,400.0
0.618	5,375.9
1.000	5,361.0
1.618	5,336.9
2.618	5,297.9
4.250	5,234.3

Fisher Pivots for day following 12-Nov-2013
Pivot	1 day	3 day
R1	5,419.5	5,426.0
PP	5,416.7	5,421.0
S1	5,413.8	5,416.0

Download as Excel Spreadsheet

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

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