ASX SPI 200 Index Future December 2015

Trading Metrics calculated at close of trading on 03-Nov-2015

Day Change Summary
	Previous	Current
	02-Nov-2015	03-Nov-2015	Change	Change %	Previous Week
Open	5,205.0	5,196.0	-9.0	-0.2%	5,365.0
High	5,231.0	5,230.0	-1.0	0.0%	5,369.0
Low	5,129.0	5,167.0	38.0	0.7%	5,177.0
Close	5,130.0	5,229.0	99.0	1.9%	5,236.0
Range	102.0	63.0	-39.0	-38.2%	192.0
ATR	77.5	79.1	1.6	2.1%	0.0
Volume	26,261	24,788	-1,473	-5.6%	116,532

Daily Pivots for day following 03-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,397.7	5,376.3	5,263.7
R3	5,334.7	5,313.3	5,246.3
R2	5,271.7	5,271.7	5,240.6
R1	5,250.3	5,250.3	5,234.8	5,261.0
PP	5,208.7	5,208.7	5,208.7	5,214.0
S1	5,187.3	5,187.3	5,223.2	5,198.0
S2	5,145.7	5,145.7	5,217.5
S3	5,082.7	5,124.3	5,211.7
S4	5,019.7	5,061.3	5,194.4

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,836.7	5,728.3	5,341.6
R3	5,644.7	5,536.3	5,288.8
R2	5,452.7	5,452.7	5,271.2
R1	5,344.3	5,344.3	5,253.6	5,302.5
PP	5,260.7	5,260.7	5,260.7	5,239.8
S1	5,152.3	5,152.3	5,218.4	5,110.5
S2	5,068.7	5,068.7	5,200.8
S3	4,876.7	4,960.3	5,183.2
S4	4,684.7	4,768.3	5,130.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,340.0	5,129.0	211.0	4.0%	76.8	1.5%	47%	False	False	26,524
10	5,369.0	5,129.0	240.0	4.6%	61.8	1.2%	42%	False	False	23,517
20	5,369.0	5,114.0	255.0	4.9%	57.7	1.1%	45%	False	False	23,429
40	5,369.0	4,881.0	488.0	9.3%	72.7	1.4%	71%	False	False	28,843
60	5,369.0	4,881.0	488.0	9.3%	63.8	1.2%	71%	False	False	19,323
80	5,644.0	4,881.0	763.0	14.6%	50.4	1.0%	46%	False	False	14,496

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,497.8
2.618	5,394.9
1.618	5,331.9
1.000	5,293.0
0.618	5,268.9
HIGH	5,230.0
0.618	5,205.9
0.500	5,198.5
0.382	5,191.1
LOW	5,167.0
0.618	5,128.1
1.000	5,104.0
1.618	5,065.1
2.618	5,002.1
4.250	4,899.3

Fisher Pivots for day following 03-Nov-2015
Pivot	1 day	3 day
R1	5,218.8	5,214.8
PP	5,208.7	5,200.7
S1	5,198.5	5,186.5

Download as Excel Spreadsheet

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

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