ASX SPI 200 Index Future September 2014

Trading Metrics calculated at close of trading on 17-Jul-2014

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	5,475.0	5,493.0	18.0	0.3%	5,495.0
High	5,483.0	5,519.0	36.0	0.7%	5,497.0
Low	5,452.0	5,471.0	19.0	0.3%	5,385.0
Close	5,474.0	5,483.0	9.0	0.2%	5,454.0
Range	31.0	48.0	17.0	54.8%	112.0
ATR	45.3	45.5	0.2	0.4%	0.0
Volume	20,681	25,668	4,987	24.1%	113,991

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,635.0	5,607.0	5,509.4
R3	5,587.0	5,559.0	5,496.2
R2	5,539.0	5,539.0	5,491.8
R1	5,511.0	5,511.0	5,487.4	5,501.0
PP	5,491.0	5,491.0	5,491.0	5,486.0
S1	5,463.0	5,463.0	5,478.6	5,453.0
S2	5,443.0	5,443.0	5,474.2
S3	5,395.0	5,415.0	5,469.8
S4	5,347.0	5,367.0	5,456.6

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,781.3	5,729.7	5,515.6
R3	5,669.3	5,617.7	5,484.8
R2	5,557.3	5,557.3	5,474.5
R1	5,505.7	5,505.7	5,464.3	5,475.5
PP	5,445.3	5,445.3	5,445.3	5,430.3
S1	5,393.7	5,393.7	5,443.7	5,363.5
S2	5,333.3	5,333.3	5,433.5
S3	5,221.3	5,281.7	5,423.2
S4	5,109.3	5,169.7	5,392.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,519.0	5,385.0	134.0	2.4%	44.2	0.8%	73%	True	False	21,325
10	5,519.0	5,385.0	134.0	2.4%	36.8	0.7%	73%	True	False	21,269
20	5,519.0	5,328.0	191.0	3.5%	43.6	0.8%	81%	True	False	23,926
40	5,519.0	5,328.0	191.0	3.5%	35.2	0.6%	81%	True	False	20,029
60	5,519.0	5,328.0	191.0	3.5%	27.8	0.5%	81%	True	False	13,363
80	5,519.0	5,295.0	224.0	4.1%	21.6	0.4%	84%	True	False	10,025

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	8.9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,723.0
2.618	5,644.7
1.618	5,596.7
1.000	5,567.0
0.618	5,548.7
HIGH	5,519.0
0.618	5,500.7
0.500	5,495.0
0.382	5,489.3
LOW	5,471.0
0.618	5,441.3
1.000	5,423.0
1.618	5,393.3
2.618	5,345.3
4.250	5,267.0

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	5,495.0	5,483.0
PP	5,491.0	5,483.0
S1	5,487.0	5,483.0

Download as Excel Spreadsheet

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

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