ASX SPI 200 Index Future December 2013


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 5,310.0 5,334.0 24.0 0.5% 5,418.0
High 5,318.0 5,367.0 49.0 0.9% 5,419.0
Low 5,293.0 5,328.0 35.0 0.7% 5,293.0
Close 5,301.0 5,349.0 48.0 0.9% 5,349.0
Range 25.0 39.0 14.0 56.0% 126.0
ATR 49.0 50.2 1.2 2.5% 0.0
Volume 22,404 17,927 -4,477 -20.0% 120,507
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 5,465.0 5,446.0 5,370.5
R3 5,426.0 5,407.0 5,359.7
R2 5,387.0 5,387.0 5,356.2
R1 5,368.0 5,368.0 5,352.6 5,377.5
PP 5,348.0 5,348.0 5,348.0 5,352.8
S1 5,329.0 5,329.0 5,345.4 5,338.5
S2 5,309.0 5,309.0 5,341.9
S3 5,270.0 5,290.0 5,338.3
S4 5,231.0 5,251.0 5,327.6
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 5,731.7 5,666.3 5,418.3
R3 5,605.7 5,540.3 5,383.7
R2 5,479.7 5,479.7 5,372.1
R1 5,414.3 5,414.3 5,360.6 5,384.0
PP 5,353.7 5,353.7 5,353.7 5,338.5
S1 5,288.3 5,288.3 5,337.5 5,258.0
S2 5,227.7 5,227.7 5,325.9
S3 5,101.7 5,162.3 5,314.4
S4 4,975.7 5,036.3 5,279.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,419.0 5,293.0 126.0 2.4% 38.2 0.7% 44% False False 24,101
10 5,465.0 5,293.0 172.0 3.2% 51.6 1.0% 33% False False 25,344
20 5,465.0 5,293.0 172.0 3.2% 44.6 0.8% 33% False False 24,113
40 5,465.0 5,106.0 359.0 6.7% 42.5 0.8% 68% False False 21,992
60 5,465.0 5,106.0 359.0 6.7% 38.3 0.7% 68% False False 21,931
80 5,465.0 4,963.0 502.0 9.4% 34.6 0.6% 77% False False 16,473
100 5,465.0 4,764.0 701.0 13.1% 30.4 0.6% 83% False False 13,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,532.8
2.618 5,469.1
1.618 5,430.1
1.000 5,406.0
0.618 5,391.1
HIGH 5,367.0
0.618 5,352.1
0.500 5,347.5
0.382 5,342.9
LOW 5,328.0
0.618 5,303.9
1.000 5,289.0
1.618 5,264.9
2.618 5,225.9
4.250 5,162.3
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 5,348.5 5,342.7
PP 5,348.0 5,336.3
S1 5,347.5 5,330.0

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

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