ASX SPI 200 Index Future December 2014


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 5,318.0 5,313.0 -5.0 -0.1% 5,094.0
High 5,326.0 5,326.0 0.0 0.0% 5,293.0
Low 5,292.0 5,294.0 2.0 0.0% 5,090.0
Close 5,306.0 5,311.0 5.0 0.1% 5,237.0
Range 34.0 32.0 -2.0 -5.9% 203.0
ATR 72.1 69.3 -2.9 -4.0% 0.0
Volume 20,665 24,336 3,671 17.8% 159,935
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 5,406.3 5,390.7 5,328.6
R3 5,374.3 5,358.7 5,319.8
R2 5,342.3 5,342.3 5,316.9
R1 5,326.7 5,326.7 5,313.9 5,318.5
PP 5,310.3 5,310.3 5,310.3 5,306.3
S1 5,294.7 5,294.7 5,308.1 5,286.5
S2 5,278.3 5,278.3 5,305.1
S3 5,246.3 5,262.7 5,302.2
S4 5,214.3 5,230.7 5,293.4
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 5,141.0 185.0 3.5% 57.6 1.1% 92% True False 28,841
10 5,326.0 5,090.0 236.0 4.4% 61.7 1.2% 94% True False 30,013
20 5,415.0 5,090.0 325.0 6.1% 61.6 1.2% 68% False False 28,568
40 5,665.0 5,090.0 575.0 10.8% 50.8 1.0% 38% False False 24,059
60 5,665.0 5,090.0 575.0 10.8% 39.9 0.8% 38% False False 16,067
80 5,665.0 5,090.0 575.0 10.8% 32.7 0.6% 38% False False 12,062
100 5,665.0 5,090.0 575.0 10.8% 27.2 0.5% 38% False False 9,654
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.0
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5,462.0
2.618 5,409.8
1.618 5,377.8
1.000 5,358.0
0.618 5,345.8
HIGH 5,326.0
0.618 5,313.8
0.500 5,310.0
0.382 5,306.2
LOW 5,294.0
0.618 5,274.2
1.000 5,262.0
1.618 5,242.2
2.618 5,210.2
4.250 5,158.0
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 5,310.7 5,300.5
PP 5,310.3 5,290.0
S1 5,310.0 5,279.5

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

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