ASX SPI 200 Index Future December 2013

Trading Metrics calculated at close of trading on 03-Dec-2013

Day Change Summary
	Previous	Current
	02-Dec-2013	03-Dec-2013	Change	Change %	Previous Week
Open	5,334.0	5,267.0	-67.0	-1.3%	5,368.0
High	5,352.0	5,292.0	-60.0	-1.1%	5,390.0
Low	5,274.0	5,252.0	-22.0	-0.4%	5,314.0
Close	5,286.0	5,254.0	-32.0	-0.6%	5,329.0
Range	78.0	40.0	-38.0	-48.7%	76.0
ATR	49.7	49.0	-0.7	-1.4%	0.0
Volume	26,788	23,248	-3,540	-13.2%	102,595

Daily Pivots for day following 03-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,386.0	5,360.0	5,276.0
R3	5,346.0	5,320.0	5,265.0
R2	5,306.0	5,306.0	5,261.3
R1	5,280.0	5,280.0	5,257.7	5,273.0
PP	5,266.0	5,266.0	5,266.0	5,262.5
S1	5,240.0	5,240.0	5,250.3	5,233.0
S2	5,226.0	5,226.0	5,246.7
S3	5,186.0	5,200.0	5,243.0
S4	5,146.0	5,160.0	5,232.0

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,572.3	5,526.7	5,370.8
R3	5,496.3	5,450.7	5,349.9
R2	5,420.3	5,420.3	5,342.9
R1	5,374.7	5,374.7	5,336.0	5,359.5
PP	5,344.3	5,344.3	5,344.3	5,336.8
S1	5,298.7	5,298.7	5,322.0	5,283.5
S2	5,268.3	5,268.3	5,315.1
S3	5,192.3	5,222.7	5,308.1
S4	5,116.3	5,146.7	5,287.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,379.0	5,252.0	127.0	2.4%	48.0	0.9%	2%	False	True	21,547
10	5,390.0	5,252.0	138.0	2.6%	41.3	0.8%	1%	False	True	22,489
20	5,465.0	5,252.0	213.0	4.1%	45.6	0.9%	1%	False	True	23,915
40	5,465.0	5,106.0	359.0	6.8%	41.4	0.8%	41%	False	False	22,045
60	5,465.0	5,106.0	359.0	6.8%	40.5	0.8%	41%	False	False	24,392
80	5,465.0	5,000.0	465.0	8.9%	35.5	0.7%	55%	False	False	18,371
100	5,465.0	4,927.0	538.0	10.2%	32.4	0.6%	61%	False	False	14,714

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	10.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,462.0
2.618	5,396.7
1.618	5,356.7
1.000	5,332.0
0.618	5,316.7
HIGH	5,292.0
0.618	5,276.7
0.500	5,272.0
0.382	5,267.3
LOW	5,252.0
0.618	5,227.3
1.000	5,212.0
1.618	5,187.3
2.618	5,147.3
4.250	5,082.0

Fisher Pivots for day following 03-Dec-2013
Pivot	1 day	3 day
R1	5,272.0	5,308.0
PP	5,266.0	5,290.0
S1	5,260.0	5,272.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols