ASX SPI 200 Index Future March 2014

Trading Metrics calculated at close of trading on 11-Nov-2013

Day Change Summary
	Previous	Current
	08-Nov-2013	11-Nov-2013	Change	Change %	Previous Week
Open	5,378.0	5,361.0	-17.0	-0.3%	5,349.0
High	5,378.0	5,362.0	-16.0	-0.3%	5,394.0
Low	5,378.0	5,359.0	-19.0	-0.4%	5,349.0
Close	5,378.0	5,371.0	-7.0	-0.1%	5,378.0
Range	0.0	3.0	3.0		45.0
ATR	24.6	24.2	-0.4	-1.6%	0.0
Volume	0	99	99		56

Daily Pivots for day following 11-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,373.0	5,375.0	5,372.7
R3	5,370.0	5,372.0	5,371.8
R2	5,367.0	5,367.0	5,371.6
R1	5,369.0	5,369.0	5,371.3	5,368.0
PP	5,364.0	5,364.0	5,364.0	5,363.5
S1	5,366.0	5,366.0	5,370.7	5,365.0
S2	5,361.0	5,361.0	5,370.5
S3	5,358.0	5,363.0	5,370.2
S4	5,355.0	5,360.0	5,369.4

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	5,508.7	5,488.3	5,402.8
R3	5,463.7	5,443.3	5,390.4
R2	5,418.7	5,418.7	5,386.3
R1	5,398.3	5,398.3	5,382.1	5,408.5
PP	5,373.7	5,373.7	5,373.7	5,378.8
S1	5,353.3	5,353.3	5,373.9	5,363.5
S2	5,328.7	5,328.7	5,369.8
S3	5,283.7	5,308.3	5,365.6
S4	5,238.7	5,263.3	5,353.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,394.0	5,359.0	35.0	0.7%	0.6	0.0%	34%	False	True	31
10	5,400.0	5,348.0	52.0	1.0%	4.4	0.1%	44%	False	False	61
20	5,400.0	5,184.0	216.0	4.0%	4.2	0.1%	87%	False	False	67
40	5,400.0	5,095.0	305.0	5.7%	6.6	0.1%	90%	False	False	60
60	5,400.0	4,998.0	402.0	7.5%	4.4	0.1%	93%	False	False	46

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.1
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5,374.8
2.618	5,369.9
1.618	5,366.9
1.000	5,365.0
0.618	5,363.9
HIGH	5,362.0
0.618	5,360.9
0.500	5,360.5
0.382	5,360.1
LOW	5,359.0
0.618	5,357.1
1.000	5,356.0
1.618	5,354.1
2.618	5,351.1
4.250	5,346.3

Fisher Pivots for day following 11-Nov-2013
Pivot	1 day	3 day
R1	5,367.5	5,376.5
PP	5,364.0	5,374.7
S1	5,360.5	5,372.8

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