ASX SPI 200 Index Future March 2014

Trading Metrics calculated at close of trading on 18-Feb-2014

Day Change Summary
	Previous	Current
	17-Feb-2014	18-Feb-2014	Change	Change %	Previous Week
Open	5,345.0	5,359.0	14.0	0.3%	5,145.0
High	5,350.0	5,365.0	15.0	0.3%	5,311.0
Low	5,329.0	5,344.0	15.0	0.3%	5,135.0
Close	5,345.0	5,363.0	18.0	0.3%	5,308.0
Range	21.0	21.0	0.0	0.0%	176.0
ATR	54.5	52.1	-2.4	-4.4%	0.0
Volume	21,674	18,846	-2,828	-13.0%	113,702

Daily Pivots for day following 18-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,420.3	5,412.7	5,374.6
R3	5,399.3	5,391.7	5,368.8
R2	5,378.3	5,378.3	5,366.9
R1	5,370.7	5,370.7	5,364.9	5,374.5
PP	5,357.3	5,357.3	5,357.3	5,359.3
S1	5,349.7	5,349.7	5,361.1	5,353.5
S2	5,336.3	5,336.3	5,359.2
S3	5,315.3	5,328.7	5,357.2
S4	5,294.3	5,307.7	5,351.5

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,779.3	5,719.7	5,404.8
R3	5,603.3	5,543.7	5,356.4
R2	5,427.3	5,427.3	5,340.3
R1	5,367.7	5,367.7	5,324.1	5,397.5
PP	5,251.3	5,251.3	5,251.3	5,266.3
S1	5,191.7	5,191.7	5,291.9	5,221.5
S2	5,075.3	5,075.3	5,275.7
S3	4,899.3	5,015.7	5,259.6
S4	4,723.3	4,839.7	5,211.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,365.0	5,217.0	148.0	2.8%	31.6	0.6%	99%	True	False	21,439
10	5,365.0	4,998.0	367.0	6.8%	42.1	0.8%	99%	True	False	23,584
20	5,365.0	4,998.0	367.0	6.8%	45.6	0.8%	99%	True	False	23,718
40	5,365.0	4,998.0	367.0	6.8%	45.5	0.8%	99%	True	False	20,288
60	5,365.0	4,993.0	372.0	6.9%	41.6	0.8%	99%	True	False	18,546
80	5,400.0	4,993.0	407.0	7.6%	33.0	0.6%	91%	False	False	13,923
100	5,400.0	4,993.0	407.0	7.6%	28.1	0.5%	91%	False	False	11,150
120	5,400.0	4,993.0	407.0	7.6%	23.9	0.4%	91%	False	False	9,298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.8

Fibonacci Retracements and Extensions
4.250	5,454.3
2.618	5,420.0
1.618	5,399.0
1.000	5,386.0
0.618	5,378.0
HIGH	5,365.0
0.618	5,357.0
0.500	5,354.5
0.382	5,352.0
LOW	5,344.0
0.618	5,331.0
1.000	5,323.0
1.618	5,310.0
2.618	5,289.0
4.250	5,254.8

Fisher Pivots for day following 18-Feb-2014
Pivot	1 day	3 day
R1	5,360.2	5,349.3
PP	5,357.3	5,335.7
S1	5,354.5	5,322.0

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