ASX SPI 200 Index Future December 2013

Trading Metrics calculated at close of trading on 28-Nov-2013

Day Change Summary
	Previous	Current
	27-Nov-2013	28-Nov-2013	Change	Change %	Previous Week
Open	5,361.0	5,359.0	-2.0	0.0%	5,418.0
High	5,375.0	5,379.0	4.0	0.1%	5,419.0
Low	5,341.0	5,341.0	0.0	0.0%	5,293.0
Close	5,350.0	5,352.0	2.0	0.0%	5,349.0
Range	34.0	38.0	4.0	11.8%	126.0
ATR	48.0	47.3	-0.7	-1.5%	0.0
Volume	16,641	22,295	5,654	34.0%	120,507

Daily Pivots for day following 28-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,471.3	5,449.7	5,372.9
R3	5,433.3	5,411.7	5,362.5
R2	5,395.3	5,395.3	5,359.0
R1	5,373.7	5,373.7	5,355.5	5,365.5
PP	5,357.3	5,357.3	5,357.3	5,353.3
S1	5,335.7	5,335.7	5,348.5	5,327.5
S2	5,319.3	5,319.3	5,345.0
S3	5,281.3	5,297.7	5,341.6
S4	5,243.3	5,259.7	5,331.1

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	5,390.0	5,328.0	62.0	1.2%	34.6	0.6%	39%	False	False	20,351
10	5,420.0	5,293.0	127.0	2.4%	39.7	0.7%	46%	False	False	22,928
20	5,465.0	5,293.0	172.0	3.2%	42.8	0.8%	34%	False	False	23,417
40	5,465.0	5,106.0	359.0	6.7%	40.9	0.8%	69%	False	False	21,859
60	5,465.0	5,106.0	359.0	6.7%	39.0	0.7%	69%	False	False	23,300
80	5,465.0	4,976.0	489.0	9.1%	34.6	0.6%	77%	False	False	17,515
100	5,465.0	4,927.0	538.0	10.1%	31.0	0.6%	79%	False	False	14,027

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.8
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,540.5
2.618	5,478.5
1.618	5,440.5
1.000	5,417.0
0.618	5,402.5
HIGH	5,379.0
0.618	5,364.5
0.500	5,360.0
0.382	5,355.5
LOW	5,341.0
0.618	5,317.5
1.000	5,303.0
1.618	5,279.5
2.618	5,241.5
4.250	5,179.5

Fisher Pivots for day following 28-Nov-2013
Pivot	1 day	3 day
R1	5,360.0	5,365.0
PP	5,357.3	5,360.7
S1	5,354.7	5,356.3

Download as Excel Spreadsheet

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

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