ASX SPI 200 Index Future December 2013

Trading Metrics calculated at close of trading on 19-Dec-2013

Day Change Summary
	Previous	Current
	18-Dec-2013	19-Dec-2013	Change	Change %	Previous Week
Open	5,092.0	5,144.0	52.0	1.0%	5,188.0
High	5,122.0	5,157.0	35.0	0.7%	5,206.0
Low	5,087.0	5,138.0	51.0	1.0%	5,028.0
Close	5,101.0	5,144.0	43.0	0.8%	5,095.0
Range	35.0	19.0	-16.0	-45.7%	178.0
ATR	54.5	54.6	0.1	0.2%	0.0
Volume	78,719	2,358	-76,361	-97.0%	162,015

Daily Pivots for day following 19-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,203.3	5,192.7	5,154.5
R3	5,184.3	5,173.7	5,149.2
R2	5,165.3	5,165.3	5,147.5
R1	5,154.7	5,154.7	5,145.7	5,153.5
PP	5,146.3	5,146.3	5,146.3	5,145.8
S1	5,135.7	5,135.7	5,142.3	5,134.5
S2	5,127.3	5,127.3	5,140.5
S3	5,108.3	5,116.7	5,138.8
S4	5,089.3	5,097.7	5,133.6

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,643.7	5,547.3	5,192.9
R3	5,465.7	5,369.3	5,144.0
R2	5,287.7	5,287.7	5,127.6
R1	5,191.3	5,191.3	5,111.3	5,150.5
PP	5,109.7	5,109.7	5,109.7	5,089.3
S1	5,013.3	5,013.3	5,078.7	4,972.5
S2	4,931.7	4,931.7	5,062.4
S3	4,753.7	4,835.3	5,046.1
S4	4,575.7	4,657.3	4,997.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,157.0	5,039.0	118.0	2.3%	44.0	0.9%	89%	True	False	69,617
10	5,206.0	5,028.0	178.0	3.5%	53.3	1.0%	65%	False	False	49,431
20	5,390.0	5,028.0	362.0	7.0%	51.1	1.0%	32%	False	False	36,186
40	5,465.0	5,028.0	437.0	8.5%	47.3	0.9%	27%	False	False	30,100
60	5,465.0	5,028.0	437.0	8.5%	45.0	0.9%	27%	False	False	26,662
80	5,465.0	5,028.0	437.0	8.5%	41.4	0.8%	27%	False	False	25,272
100	5,465.0	4,963.0	502.0	9.8%	37.5	0.7%	36%	False	False	20,237
120	5,465.0	4,764.0	701.0	13.6%	33.5	0.7%	54%	False	False	16,875

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	13.8
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	5,237.8
2.618	5,206.7
1.618	5,187.7
1.000	5,176.0
0.618	5,168.7
HIGH	5,157.0
0.618	5,149.7
0.500	5,147.5
0.382	5,145.3
LOW	5,138.0
0.618	5,126.3
1.000	5,119.0
1.618	5,107.3
2.618	5,088.3
4.250	5,057.3

Fisher Pivots for day following 19-Dec-2013
Pivot	1 day	3 day
R1	5,147.5	5,135.8
PP	5,146.3	5,127.7
S1	5,145.2	5,119.5

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

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