ASX SPI 200 Index Future December 2015

Trading Metrics calculated at close of trading on 26-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	26-Nov-2015	Change	Change %	Previous Week
Open	5,227.0	5,190.0	-37.0	-0.7%	4,969.0
High	5,245.0	5,264.0	19.0	0.4%	5,280.0
Low	5,188.0	5,180.0	-8.0	-0.2%	4,959.0
Close	5,205.0	5,226.0	21.0	0.4%	5,264.0
Range	57.0	84.0	27.0	47.4%	321.0
ATR	80.4	80.7	0.3	0.3%	0.0
Volume	18,639	23,066	4,427	23.8%	146,615

Daily Pivots for day following 26-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	5,475.3	5,434.7	5,272.2
R3	5,391.3	5,350.7	5,249.1
R2	5,307.3	5,307.3	5,241.4
R1	5,266.7	5,266.7	5,233.7	5,287.0
PP	5,223.3	5,223.3	5,223.3	5,233.5
S1	5,182.7	5,182.7	5,218.3	5,203.0
S2	5,139.3	5,139.3	5,210.6
S3	5,055.3	5,098.7	5,202.9
S4	4,971.3	5,014.7	5,179.8

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,130.7	6,018.3	5,440.6
R3	5,809.7	5,697.3	5,352.3
R2	5,488.7	5,488.7	5,322.9
R1	5,376.3	5,376.3	5,293.4	5,432.5
PP	5,167.7	5,167.7	5,167.7	5,195.8
S1	5,055.3	5,055.3	5,234.6	5,111.5
S2	4,846.7	4,846.7	5,205.2
S3	4,525.7	4,734.3	5,175.7
S4	4,204.7	4,413.3	5,087.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,294.0	5,180.0	114.0	2.2%	58.2	1.1%	40%	False	True	23,192
10	5,294.0	4,959.0	335.0	6.4%	68.1	1.3%	80%	False	False	26,378
20	5,294.0	4,959.0	335.0	6.4%	72.5	1.4%	80%	False	False	26,894
40	5,369.0	4,959.0	410.0	7.8%	64.7	1.2%	65%	False	False	24,740
60	5,369.0	4,881.0	488.0	9.3%	70.7	1.4%	71%	False	False	26,803
80	5,449.0	4,881.0	568.0	10.9%	63.3	1.2%	61%	False	False	20,155
100	5,644.0	4,881.0	763.0	14.6%	53.0	1.0%	45%	False	False	16,131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.5
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,621.0
2.618	5,483.9
1.618	5,399.9
1.000	5,348.0
0.618	5,315.9
HIGH	5,264.0
0.618	5,231.9
0.500	5,222.0
0.382	5,212.1
LOW	5,180.0
0.618	5,128.1
1.000	5,096.0
1.618	5,044.1
2.618	4,960.1
4.250	4,823.0

Fisher Pivots for day following 26-Nov-2015
Pivot	1 day	3 day
R1	5,224.7	5,228.0
PP	5,223.3	5,227.3
S1	5,222.0	5,226.7

Download as Excel Spreadsheet

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

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