ASX SPI 200 Index Future September 2014

Trading Metrics calculated at close of trading on 28-Aug-2014

Day Change Summary
	Previous	Current
	27-Aug-2014	28-Aug-2014	Change	Change %	Previous Week
Open	5,620.0	5,616.0	-4.0	-0.1%	5,527.0
High	5,633.0	5,616.0	-17.0	-0.3%	5,647.0
Low	5,607.0	5,592.0	-15.0	-0.3%	5,509.0
Close	5,629.0	5,609.0	-20.0	-0.4%	5,609.0
Range	26.0	24.0	-2.0	-7.7%	138.0
ATR	40.0	39.8	-0.2	-0.5%	0.0
Volume	20,206	17,751	-2,455	-12.1%	114,603

Daily Pivots for day following 28-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	5,677.7	5,667.3	5,622.2
R3	5,653.7	5,643.3	5,615.6
R2	5,629.7	5,629.7	5,613.4
R1	5,619.3	5,619.3	5,611.2	5,612.5
PP	5,605.7	5,605.7	5,605.7	5,602.3
S1	5,595.3	5,595.3	5,606.8	5,588.5
S2	5,581.7	5,581.7	5,604.6
S3	5,557.7	5,571.3	5,602.4
S4	5,533.7	5,547.3	5,595.8

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,002.3	5,943.7	5,684.9
R3	5,864.3	5,805.7	5,647.0
R2	5,726.3	5,726.3	5,634.3
R1	5,667.7	5,667.7	5,621.7	5,697.0
PP	5,588.3	5,588.3	5,588.3	5,603.0
S1	5,529.7	5,529.7	5,596.4	5,559.0
S2	5,450.3	5,450.3	5,583.7
S3	5,312.3	5,391.7	5,571.1
S4	5,174.3	5,253.7	5,533.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,633.0	5,586.0	47.0	0.8%	24.8	0.4%	49%	False	False	17,423
10	5,647.0	5,499.0	148.0	2.6%	30.3	0.5%	74%	False	False	20,566
20	5,647.0	5,365.0	282.0	5.0%	35.9	0.6%	87%	False	False	23,713
40	5,647.0	5,365.0	282.0	5.0%	35.2	0.6%	87%	False	False	22,292
60	5,647.0	5,328.0	319.0	5.7%	37.1	0.7%	88%	False	False	24,647
80	5,647.0	5,328.0	319.0	5.7%	32.2	0.6%	88%	False	False	18,505
100	5,647.0	5,328.0	319.0	5.7%	27.6	0.5%	88%	False	False	14,810

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	7.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,718.0
2.618	5,678.8
1.618	5,654.8
1.000	5,640.0
0.618	5,630.8
HIGH	5,616.0
0.618	5,606.8
0.500	5,604.0
0.382	5,601.2
LOW	5,592.0
0.618	5,577.2
1.000	5,568.0
1.618	5,553.2
2.618	5,529.2
4.250	5,490.0

Fisher Pivots for day following 28-Aug-2014
Pivot	1 day	3 day
R1	5,607.3	5,610.0
PP	5,605.7	5,609.7
S1	5,604.0	5,609.3

Download as Excel Spreadsheet

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

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