ASX SPI 200 Index Future December 2013

Trading Metrics calculated at close of trading on 22-Nov-2013

Day Change Summary
	Previous	Current
	21-Nov-2013	22-Nov-2013	Change	Change %	Previous Week
Open	5,310.0	5,334.0	24.0	0.5%	5,418.0
High	5,318.0	5,367.0	49.0	0.9%	5,419.0
Low	5,293.0	5,328.0	35.0	0.7%	5,293.0
Close	5,301.0	5,349.0	48.0	0.9%	5,349.0
Range	25.0	39.0	14.0	56.0%	126.0
ATR	49.0	50.2	1.2	2.5%	0.0
Volume	22,404	17,927	-4,477	-20.0%	120,507

Daily Pivots for day following 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,465.0	5,446.0	5,370.5
R3	5,426.0	5,407.0	5,359.7
R2	5,387.0	5,387.0	5,356.2
R1	5,368.0	5,368.0	5,352.6	5,377.5
PP	5,348.0	5,348.0	5,348.0	5,352.8
S1	5,329.0	5,329.0	5,345.4	5,338.5
S2	5,309.0	5,309.0	5,341.9
S3	5,270.0	5,290.0	5,338.3
S4	5,231.0	5,251.0	5,327.6

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,731.7	5,666.3	5,418.3
R3	5,605.7	5,540.3	5,383.7
R2	5,479.7	5,479.7	5,372.1
R1	5,414.3	5,414.3	5,360.6	5,384.0
PP	5,353.7	5,353.7	5,353.7	5,338.5
S1	5,288.3	5,288.3	5,337.5	5,258.0
S2	5,227.7	5,227.7	5,325.9
S3	5,101.7	5,162.3	5,314.4
S4	4,975.7	5,036.3	5,279.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,419.0	5,293.0	126.0	2.4%	38.2	0.7%	44%	False	False	24,101
10	5,465.0	5,293.0	172.0	3.2%	51.6	1.0%	33%	False	False	25,344
20	5,465.0	5,293.0	172.0	3.2%	44.6	0.8%	33%	False	False	24,113
40	5,465.0	5,106.0	359.0	6.7%	42.5	0.8%	68%	False	False	21,992
60	5,465.0	5,106.0	359.0	6.7%	38.3	0.7%	68%	False	False	21,931
80	5,465.0	4,963.0	502.0	9.4%	34.6	0.6%	77%	False	False	16,473
100	5,465.0	4,764.0	701.0	13.1%	30.4	0.6%	83%	False	False	13,191

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	8.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,532.8
2.618	5,469.1
1.618	5,430.1
1.000	5,406.0
0.618	5,391.1
HIGH	5,367.0
0.618	5,352.1
0.500	5,347.5
0.382	5,342.9
LOW	5,328.0
0.618	5,303.9
1.000	5,289.0
1.618	5,264.9
2.618	5,225.9
4.250	5,162.3

Fisher Pivots for day following 22-Nov-2013
Pivot	1 day	3 day
R1	5,348.5	5,342.7
PP	5,348.0	5,336.3
S1	5,347.5	5,330.0

Download as Excel Spreadsheet

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

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