ASX SPI 200 Index Future December 2013


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 5,381.0 5,355.0 -26.0 -0.5% 5,223.0
High 5,394.0 5,375.0 -19.0 -0.4% 5,321.0
Low 5,341.0 5,348.0 7.0 0.1% 5,176.0
Close 5,346.0 5,370.0 24.0 0.4% 5,321.0
Range 53.0 27.0 -26.0 -49.1% 145.0
ATR 47.4 46.1 -1.3 -2.8% 0.0
Volume 22,423 18,292 -4,131 -18.4% 98,473
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 5,445.3 5,434.7 5,384.9
R3 5,418.3 5,407.7 5,377.4
R2 5,391.3 5,391.3 5,375.0
R1 5,380.7 5,380.7 5,372.5 5,386.0
PP 5,364.3 5,364.3 5,364.3 5,367.0
S1 5,353.7 5,353.7 5,367.5 5,359.0
S2 5,337.3 5,337.3 5,365.1
S3 5,310.3 5,326.7 5,362.6
S4 5,283.3 5,299.7 5,355.2
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 5,707.7 5,659.3 5,400.8
R3 5,562.7 5,514.3 5,360.9
R2 5,417.7 5,417.7 5,347.6
R1 5,369.3 5,369.3 5,334.3 5,393.5
PP 5,272.7 5,272.7 5,272.7 5,284.8
S1 5,224.3 5,224.3 5,307.7 5,248.5
S2 5,127.7 5,127.7 5,294.4
S3 4,982.7 5,079.3 5,281.1
S4 4,837.7 4,934.3 5,241.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,394.0 5,285.0 109.0 2.0% 35.0 0.7% 78% False False 18,982
10 5,394.0 5,176.0 218.0 4.1% 37.3 0.7% 89% False False 19,931
20 5,394.0 5,106.0 288.0 5.4% 40.3 0.8% 92% False False 19,785
40 5,394.0 5,080.0 314.0 5.8% 35.6 0.7% 92% False False 20,444
60 5,394.0 4,963.0 431.0 8.0% 30.9 0.6% 94% False False 13,661
80 5,394.0 4,764.0 630.0 11.7% 26.6 0.5% 96% False False 10,262
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 8.8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,489.8
2.618 5,445.7
1.618 5,418.7
1.000 5,402.0
0.618 5,391.7
HIGH 5,375.0
0.618 5,364.7
0.500 5,361.5
0.382 5,358.3
LOW 5,348.0
0.618 5,331.3
1.000 5,321.0
1.618 5,304.3
2.618 5,277.3
4.250 5,233.3
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 5,367.2 5,369.2
PP 5,364.3 5,368.3
S1 5,361.5 5,367.5

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

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