ASX SPI 200 Index Future March 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 5,234.0 5,299.0 65.0 1.2% 5,045.0
High 5,277.0 5,317.0 40.0 0.8% 5,246.0
Low 5,231.0 5,273.0 42.0 0.8% 5,027.0
Close 5,269.0 5,316.0 47.0 0.9% 5,225.0
Range 46.0 44.0 -2.0 -4.3% 219.0
ATR 51.0 50.7 -0.2 -0.4% 0.0
Volume 17,601 10,045 -7,556 -42.9% 320,489
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 5,434.0 5,419.0 5,340.2
R3 5,390.0 5,375.0 5,328.1
R2 5,346.0 5,346.0 5,324.1
R1 5,331.0 5,331.0 5,320.0 5,338.5
PP 5,302.0 5,302.0 5,302.0 5,305.8
S1 5,287.0 5,287.0 5,312.0 5,294.5
S2 5,258.0 5,258.0 5,307.9
S3 5,214.0 5,243.0 5,303.9
S4 5,170.0 5,199.0 5,291.8
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 5,823.0 5,743.0 5,345.5
R3 5,604.0 5,524.0 5,285.2
R2 5,385.0 5,385.0 5,265.2
R1 5,305.0 5,305.0 5,245.1 5,345.0
PP 5,166.0 5,166.0 5,166.0 5,186.0
S1 5,086.0 5,086.0 5,204.9 5,126.0
S2 4,947.0 4,947.0 5,184.9
S3 4,728.0 4,867.0 5,164.8
S4 4,509.0 4,648.0 5,104.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,317.0 5,055.0 262.0 4.9% 58.4 1.1% 100% True False 30,815
10 5,317.0 4,993.0 324.0 6.1% 59.2 1.1% 100% True False 37,665
20 5,339.0 4,993.0 346.0 6.5% 45.4 0.9% 93% False False 19,102
40 5,400.0 4,993.0 407.0 7.7% 27.0 0.5% 79% False False 9,578
60 5,400.0 4,993.0 407.0 7.7% 20.6 0.4% 79% False False 6,407
80 5,400.0 4,993.0 407.0 7.7% 16.2 0.3% 79% False False 4,818
Crabel Price Patterns
NR True
NR4 True
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 13.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,504.0
2.618 5,432.2
1.618 5,388.2
1.000 5,361.0
0.618 5,344.2
HIGH 5,317.0
0.618 5,300.2
0.500 5,295.0
0.382 5,289.8
LOW 5,273.0
0.618 5,245.8
1.000 5,229.0
1.618 5,201.8
2.618 5,157.8
4.250 5,086.0
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 5,309.0 5,292.2
PP 5,302.0 5,268.3
S1 5,295.0 5,244.5

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

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