ASX SPI 200 Index Future December 2013


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 5,343.0 5,310.0 -33.0 -0.6% 5,458.0
High 5,352.0 5,318.0 -34.0 -0.6% 5,465.0
Low 5,305.0 5,293.0 -12.0 -0.2% 5,320.0
Close 5,312.0 5,301.0 -11.0 -0.2% 5,409.0
Range 47.0 25.0 -22.0 -46.8% 145.0
ATR 50.9 49.0 -1.8 -3.6% 0.0
Volume 31,929 22,404 -9,525 -29.8% 132,940
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 5,379.0 5,365.0 5,314.8
R3 5,354.0 5,340.0 5,307.9
R2 5,329.0 5,329.0 5,305.6
R1 5,315.0 5,315.0 5,303.3 5,309.5
PP 5,304.0 5,304.0 5,304.0 5,301.3
S1 5,290.0 5,290.0 5,298.7 5,284.5
S2 5,279.0 5,279.0 5,296.4
S3 5,254.0 5,265.0 5,294.1
S4 5,229.0 5,240.0 5,287.3
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 5,833.0 5,766.0 5,488.8
R3 5,688.0 5,621.0 5,448.9
R2 5,543.0 5,543.0 5,435.6
R1 5,476.0 5,476.0 5,422.3 5,437.0
PP 5,398.0 5,398.0 5,398.0 5,378.5
S1 5,331.0 5,331.0 5,395.7 5,292.0
S2 5,253.0 5,253.0 5,382.4
S3 5,108.0 5,186.0 5,369.1
S4 4,963.0 5,041.0 5,329.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,420.0 5,293.0 127.0 2.4% 44.8 0.8% 6% False True 25,505
10 5,465.0 5,293.0 172.0 3.2% 51.0 1.0% 5% False True 25,624
20 5,465.0 5,293.0 172.0 3.2% 43.6 0.8% 5% False True 24,014
40 5,465.0 5,106.0 359.0 6.8% 42.0 0.8% 54% False False 21,900
60 5,465.0 5,080.0 385.0 7.3% 38.2 0.7% 57% False False 21,634
80 5,465.0 4,963.0 502.0 9.5% 34.1 0.6% 67% False False 16,250
100 5,465.0 4,764.0 701.0 13.2% 30.0 0.6% 77% False False 13,012
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.9
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,424.3
2.618 5,383.5
1.618 5,358.5
1.000 5,343.0
0.618 5,333.5
HIGH 5,318.0
0.618 5,308.5
0.500 5,305.5
0.382 5,302.6
LOW 5,293.0
0.618 5,277.6
1.000 5,268.0
1.618 5,252.6
2.618 5,227.6
4.250 5,186.8
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 5,305.5 5,336.5
PP 5,304.0 5,324.7
S1 5,302.5 5,312.8

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

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