ASX SPI 200 Index Future December 2010


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 4,779.0 4,764.0 -15.0 -0.3% 4,706.0
High 4,786.0 4,773.0 -13.0 -0.3% 4,759.0
Low 4,765.0 4,760.0 -5.0 -0.1% 4,691.0
Close 4,769.0 4,762.0 -7.0 -0.1% 4,758.0
Range 21.0 13.0 -8.0 -38.1% 68.0
ATR 44.1 41.9 -2.2 -5.0% 0.0
Volume 74,380 8,406 -65,974 -88.7% 142,676
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 4,804.0 4,796.0 4,769.2
R3 4,791.0 4,783.0 4,765.6
R2 4,778.0 4,778.0 4,764.4
R1 4,770.0 4,770.0 4,763.2 4,767.5
PP 4,765.0 4,765.0 4,765.0 4,763.8
S1 4,757.0 4,757.0 4,760.8 4,754.5
S2 4,752.0 4,752.0 4,759.6
S3 4,739.0 4,744.0 4,758.4
S4 4,726.0 4,731.0 4,754.9
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 4,940.0 4,917.0 4,795.4
R3 4,872.0 4,849.0 4,776.7
R2 4,804.0 4,804.0 4,770.5
R1 4,781.0 4,781.0 4,764.2 4,792.5
PP 4,736.0 4,736.0 4,736.0 4,741.8
S1 4,713.0 4,713.0 4,751.8 4,724.5
S2 4,668.0 4,668.0 4,745.5
S3 4,600.0 4,645.0 4,739.3
S4 4,532.0 4,577.0 4,720.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,786.0 4,735.0 51.0 1.1% 21.4 0.4% 53% False False 53,839
10 4,786.0 4,688.0 98.0 2.1% 30.4 0.6% 76% False False 40,800
20 4,786.0 4,550.0 236.0 5.0% 39.0 0.8% 90% False False 35,666
40 4,831.0 4,550.0 281.0 5.9% 42.0 0.9% 75% False False 32,085
60 4,831.0 4,550.0 281.0 5.9% 44.0 0.9% 75% False False 30,214
80 4,831.0 4,325.0 506.0 10.6% 42.7 0.9% 86% False False 26,940
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.2
Narrowest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 4,828.3
2.618 4,807.0
1.618 4,794.0
1.000 4,786.0
0.618 4,781.0
HIGH 4,773.0
0.618 4,768.0
0.500 4,766.5
0.382 4,765.0
LOW 4,760.0
0.618 4,752.0
1.000 4,747.0
1.618 4,739.0
2.618 4,726.0
4.250 4,704.8
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 4,766.5 4,772.5
PP 4,765.0 4,769.0
S1 4,763.5 4,765.5

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

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