ASX SPI 200 Index Future December 2015

Trading Metrics calculated at close of trading on 09-Oct-2015

Day Change Summary
	Previous	Current
	08-Oct-2015	09-Oct-2015	Change	Change %	Previous Week
Open	5,223.0	5,250.0	27.0	0.5%	5,080.0
High	5,243.0	5,273.0	30.0	0.6%	5,273.0
Low	5,183.0	5,228.0	45.0	0.9%	5,073.0
Close	5,194.0	5,267.0	73.0	1.4%	5,267.0
Range	60.0	45.0	-15.0	-25.0%	200.0
ATR	96.0	94.8	-1.2	-1.3%	0.0
Volume	24,498	25,070	572	2.3%	117,325

Daily Pivots for day following 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,391.0	5,374.0	5,291.8
R3	5,346.0	5,329.0	5,279.4
R2	5,301.0	5,301.0	5,275.3
R1	5,284.0	5,284.0	5,271.1	5,292.5
PP	5,256.0	5,256.0	5,256.0	5,260.3
S1	5,239.0	5,239.0	5,262.9	5,247.5
S2	5,211.0	5,211.0	5,258.8
S3	5,166.0	5,194.0	5,254.6
S4	5,121.0	5,149.0	5,242.3

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,804.3	5,735.7	5,377.0
R3	5,604.3	5,535.7	5,322.0
R2	5,404.3	5,404.3	5,303.7
R1	5,335.7	5,335.7	5,285.3	5,370.0
PP	5,204.3	5,204.3	5,204.3	5,221.5
S1	5,135.7	5,135.7	5,248.7	5,170.0
S2	5,004.3	5,004.3	5,230.3
S3	4,804.3	4,935.7	5,212.0
S4	4,604.3	4,735.7	5,157.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,273.0	5,073.0	200.0	3.8%	63.4	1.2%	97%	True	False	23,465
10	5,273.0	4,881.0	392.0	7.4%	83.6	1.6%	98%	True	False	27,328
20	5,273.0	4,881.0	392.0	7.4%	82.9	1.6%	98%	True	False	37,267
40	5,323.0	4,881.0	442.0	8.4%	70.3	1.3%	87%	False	False	19,078
60	5,644.0	4,881.0	763.0	14.5%	49.4	0.9%	51%	False	False	12,728

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	16.4
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	5,464.3
2.618	5,390.8
1.618	5,345.8
1.000	5,318.0
0.618	5,300.8
HIGH	5,273.0
0.618	5,255.8
0.500	5,250.5
0.382	5,245.2
LOW	5,228.0
0.618	5,200.2
1.000	5,183.0
1.618	5,155.2
2.618	5,110.2
4.250	5,036.8

Fisher Pivots for day following 09-Oct-2015
Pivot	1 day	3 day
R1	5,261.5	5,242.5
PP	5,256.0	5,218.0
S1	5,250.5	5,193.5

Download as Excel Spreadsheet

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

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