ASX SPI 200 Index Future December 2013

Trading Metrics calculated at close of trading on 13-Nov-2013

Day Change Summary
	Previous	Current
	12-Nov-2013	13-Nov-2013	Change	Change %	Previous Week
Open	5,421.0	5,401.0	-20.0	-0.4%	5,404.0
High	5,439.0	5,404.0	-35.0	-0.6%	5,435.0
Low	5,400.0	5,320.0	-80.0	-1.5%	5,372.0
Close	5,411.0	5,336.0	-75.0	-1.4%	5,409.0
Range	39.0	84.0	45.0	115.4%	63.0
ATR	44.5	47.9	3.3	7.4%	0.0
Volume	20,911	33,846	12,935	61.9%	109,198

Daily Pivots for day following 13-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,605.3	5,554.7	5,382.2
R3	5,521.3	5,470.7	5,359.1
R2	5,437.3	5,437.3	5,351.4
R1	5,386.7	5,386.7	5,343.7	5,370.0
PP	5,353.3	5,353.3	5,353.3	5,345.0
S1	5,302.7	5,302.7	5,328.3	5,286.0
S2	5,269.3	5,269.3	5,320.6
S3	5,185.3	5,218.7	5,312.9
S4	5,101.3	5,134.7	5,289.8

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	5,320.0	145.0	2.7%	51.6	1.0%	11%	False	True	26,175
10	5,465.0	5,320.0	145.0	2.7%	46.3	0.9%	11%	False	True	24,196
20	5,465.0	5,257.0	208.0	3.9%	39.9	0.7%	38%	False	False	22,028
40	5,465.0	5,106.0	359.0	6.7%	40.9	0.8%	64%	False	False	20,883
60	5,465.0	5,000.0	465.0	8.7%	36.0	0.7%	72%	False	False	19,057
80	5,465.0	4,963.0	502.0	9.4%	32.2	0.6%	74%	False	False	14,317
100	5,465.0	4,678.0	787.0	14.7%	28.1	0.5%	84%	False	False	11,463

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.1
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	5,761.0
2.618	5,623.9
1.618	5,539.9
1.000	5,488.0
0.618	5,455.9
HIGH	5,404.0
0.618	5,371.9
0.500	5,362.0
0.382	5,352.1
LOW	5,320.0
0.618	5,268.1
1.000	5,236.0
1.618	5,184.1
2.618	5,100.1
4.250	4,963.0

Fisher Pivots for day following 13-Nov-2013
Pivot	1 day	3 day
R1	5,362.0	5,392.5
PP	5,353.3	5,373.7
S1	5,344.7	5,354.8

Download as Excel Spreadsheet

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

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