ASX SPI 200 Index Future December 2010


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 4,706.0 4,703.0 -3.0 -0.1% 4,586.0
High 4,718.0 4,748.0 30.0 0.6% 4,734.0
Low 4,691.0 4,698.0 7.0 0.1% 4,563.0
Close 4,698.0 4,733.0 35.0 0.7% 4,711.0
Range 27.0 50.0 23.0 85.2% 171.0
ATR 52.5 52.3 -0.2 -0.3% 0.0
Volume 21,188 28,700 7,512 35.5% 162,968
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 4,876.3 4,854.7 4,760.5
R3 4,826.3 4,804.7 4,746.8
R2 4,776.3 4,776.3 4,742.2
R1 4,754.7 4,754.7 4,737.6 4,765.5
PP 4,726.3 4,726.3 4,726.3 4,731.8
S1 4,704.7 4,704.7 4,728.4 4,715.5
S2 4,676.3 4,676.3 4,723.8
S3 4,626.3 4,654.7 4,719.3
S4 4,576.3 4,604.7 4,705.5
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5,182.3 5,117.7 4,805.1
R3 5,011.3 4,946.7 4,758.0
R2 4,840.3 4,840.3 4,742.4
R1 4,775.7 4,775.7 4,726.7 4,808.0
PP 4,669.3 4,669.3 4,669.3 4,685.5
S1 4,604.7 4,604.7 4,695.3 4,637.0
S2 4,498.3 4,498.3 4,679.7
S3 4,327.3 4,433.7 4,664.0
S4 4,156.3 4,262.7 4,617.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,748.0 4,563.0 185.0 3.9% 44.0 0.9% 92% True False 29,288
10 4,748.0 4,550.0 198.0 4.2% 46.7 1.0% 92% True False 29,981
20 4,801.0 4,550.0 251.0 5.3% 46.1 1.0% 73% False False 31,094
40 4,831.0 4,550.0 281.0 5.9% 46.6 1.0% 65% False False 28,891
60 4,831.0 4,550.0 281.0 5.9% 45.8 1.0% 65% False False 29,073
80 4,831.0 4,320.0 511.0 10.8% 42.2 0.9% 81% False False 22,828
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 10.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,960.5
2.618 4,878.9
1.618 4,828.9
1.000 4,798.0
0.618 4,778.9
HIGH 4,748.0
0.618 4,728.9
0.500 4,723.0
0.382 4,717.1
LOW 4,698.0
0.618 4,667.1
1.000 4,648.0
1.618 4,617.1
2.618 4,567.1
4.250 4,485.5
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 4,729.7 4,728.0
PP 4,726.3 4,723.0
S1 4,723.0 4,718.0

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

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