ASX SPI 200 Index Future December 2014


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 5,247.0 5,318.0 71.0 1.4% 5,094.0
High 5,293.0 5,326.0 33.0 0.6% 5,293.0
Low 5,233.0 5,292.0 59.0 1.1% 5,090.0
Close 5,237.0 5,306.0 69.0 1.3% 5,237.0
Range 60.0 34.0 -26.0 -43.3% 203.0
ATR 70.8 72.1 1.3 1.8% 0.0
Volume 23,370 20,665 -2,705 -11.6% 159,935
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 5,410.0 5,392.0 5,324.7
R3 5,376.0 5,358.0 5,315.4
R2 5,342.0 5,342.0 5,312.2
R1 5,324.0 5,324.0 5,309.1 5,316.0
PP 5,308.0 5,308.0 5,308.0 5,304.0
S1 5,290.0 5,290.0 5,302.9 5,282.0
S2 5,274.0 5,274.0 5,299.8
S3 5,240.0 5,256.0 5,296.7
S4 5,206.0 5,222.0 5,287.3
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 5,815.7 5,729.3 5,348.7
R3 5,612.7 5,526.3 5,292.8
R2 5,409.7 5,409.7 5,274.2
R1 5,323.3 5,323.3 5,255.6 5,366.5
PP 5,206.7 5,206.7 5,206.7 5,228.3
S1 5,120.3 5,120.3 5,218.4 5,163.5
S2 5,003.7 5,003.7 5,199.8
S3 4,800.7 4,917.3 5,181.2
S4 4,597.7 4,714.3 5,125.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,326.0 5,100.0 226.0 4.3% 71.8 1.4% 91% True False 30,428
10 5,326.0 5,090.0 236.0 4.4% 70.8 1.3% 92% True False 32,132
20 5,424.0 5,090.0 334.0 6.3% 64.5 1.2% 65% False False 28,869
40 5,665.0 5,090.0 575.0 10.8% 50.0 0.9% 38% False False 23,452
60 5,665.0 5,090.0 575.0 10.8% 39.8 0.8% 38% False False 15,662
80 5,665.0 5,090.0 575.0 10.8% 32.3 0.6% 38% False False 11,758
100 5,665.0 5,090.0 575.0 10.8% 26.9 0.5% 38% False False 9,411
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 9.2
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5,470.5
2.618 5,415.0
1.618 5,381.0
1.000 5,360.0
0.618 5,347.0
HIGH 5,326.0
0.618 5,313.0
0.500 5,309.0
0.382 5,305.0
LOW 5,292.0
0.618 5,271.0
1.000 5,258.0
1.618 5,237.0
2.618 5,203.0
4.250 5,147.5
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 5,309.0 5,281.8
PP 5,308.0 5,257.7
S1 5,307.0 5,233.5

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

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