ASX SPI 200 Index Future December 2010


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 4,703.0 4,728.0 25.0 0.5% 4,586.0
High 4,748.0 4,732.0 -16.0 -0.3% 4,734.0
Low 4,698.0 4,698.0 0.0 0.0% 4,563.0
Close 4,733.0 4,700.0 -33.0 -0.7% 4,711.0
Range 50.0 34.0 -16.0 -32.0% 171.0
ATR 52.3 51.0 -1.2 -2.4% 0.0
Volume 28,700 26,107 -2,593 -9.0% 162,968
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 4,812.0 4,790.0 4,718.7
R3 4,778.0 4,756.0 4,709.4
R2 4,744.0 4,744.0 4,706.2
R1 4,722.0 4,722.0 4,703.1 4,716.0
PP 4,710.0 4,710.0 4,710.0 4,707.0
S1 4,688.0 4,688.0 4,696.9 4,682.0
S2 4,676.0 4,676.0 4,693.8
S3 4,642.0 4,654.0 4,690.7
S4 4,608.0 4,620.0 4,681.3
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 4,638.0 110.0 2.3% 43.0 0.9% 56% False False 28,533
10 4,748.0 4,550.0 198.0 4.2% 45.1 1.0% 76% False False 29,740
20 4,767.0 4,550.0 217.0 4.6% 45.0 1.0% 69% False False 30,564
40 4,831.0 4,550.0 281.0 6.0% 45.4 1.0% 53% False False 28,626
60 4,831.0 4,550.0 281.0 6.0% 45.9 1.0% 53% False False 28,061
80 4,831.0 4,320.0 511.0 10.9% 42.0 0.9% 74% False False 23,154
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,876.5
2.618 4,821.0
1.618 4,787.0
1.000 4,766.0
0.618 4,753.0
HIGH 4,732.0
0.618 4,719.0
0.500 4,715.0
0.382 4,711.0
LOW 4,698.0
0.618 4,677.0
1.000 4,664.0
1.618 4,643.0
2.618 4,609.0
4.250 4,553.5
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 4,715.0 4,719.5
PP 4,710.0 4,713.0
S1 4,705.0 4,706.5

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

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