ASX SPI 200 Index Future March 2014

Trading Metrics calculated at close of trading on 20-Jan-2014

Day Change Summary
	Previous	Current
	17-Jan-2014	20-Jan-2014	Change	Change %	Previous Week
Open	5,273.0	5,259.0	-14.0	-0.3%	5,299.0
High	5,274.0	5,259.0	-15.0	-0.3%	5,303.0
Low	5,243.0	5,216.0	-27.0	-0.5%	5,168.0
Close	5,267.0	5,256.0	-11.0	-0.2%	5,267.0
Range	31.0	43.0	12.0	38.7%	135.0
ATR	49.1	49.2	0.1	0.3%	0.0
Volume	16,832	19,860	3,028	18.0%	101,522

Daily Pivots for day following 20-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,372.7	5,357.3	5,279.7
R3	5,329.7	5,314.3	5,267.8
R2	5,286.7	5,286.7	5,263.9
R1	5,271.3	5,271.3	5,259.9	5,257.5
PP	5,243.7	5,243.7	5,243.7	5,236.8
S1	5,228.3	5,228.3	5,252.1	5,214.5
S2	5,200.7	5,200.7	5,248.1
S3	5,157.7	5,185.3	5,244.2
S4	5,114.7	5,142.3	5,232.4

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,651.0	5,594.0	5,341.3
R3	5,516.0	5,459.0	5,304.1
R2	5,381.0	5,381.0	5,291.8
R1	5,324.0	5,324.0	5,279.4	5,285.0
PP	5,246.0	5,246.0	5,246.0	5,226.5
S1	5,189.0	5,189.0	5,254.6	5,150.0
S2	5,111.0	5,111.0	5,242.3
S3	4,976.0	5,054.0	5,229.9
S4	4,841.0	4,919.0	5,192.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,274.0	5,168.0	106.0	2.0%	41.2	0.8%	83%	False	False	21,137
10	5,324.0	5,168.0	156.0	3.0%	41.2	0.8%	56%	False	False	17,815
20	5,358.0	5,095.0	263.0	5.0%	45.5	0.9%	61%	False	False	16,858
40	5,358.0	4,993.0	365.0	6.9%	39.7	0.8%	72%	False	False	15,960
60	5,400.0	4,993.0	407.0	7.7%	28.9	0.5%	65%	False	False	10,658
80	5,400.0	4,993.0	407.0	7.7%	23.8	0.5%	65%	False	False	8,009
100	5,400.0	4,993.0	407.0	7.7%	19.5	0.4%	65%	False	False	6,415

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	6.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,441.8
2.618	5,371.6
1.618	5,328.6
1.000	5,302.0
0.618	5,285.6
HIGH	5,259.0
0.618	5,242.6
0.500	5,237.5
0.382	5,232.4
LOW	5,216.0
0.618	5,189.4
1.000	5,173.0
1.618	5,146.4
2.618	5,103.4
4.250	5,033.3

Fisher Pivots for day following 20-Jan-2014
Pivot	1 day	3 day
R1	5,249.8	5,252.3
PP	5,243.7	5,248.7
S1	5,237.5	5,245.0

Download as Excel Spreadsheet

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

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