ASX SPI 200 Index Future December 2011

Trading Metrics calculated at close of trading on 04-Nov-2011

Day Change Summary
	Previous	Current
	03-Nov-2011	04-Nov-2011	Change	Change %	Previous Week
Open	4,200.0	4,259.0	59.0	1.4%	4,338.0
High	4,205.0	4,290.0	85.0	2.0%	4,357.0
Low	4,132.0	4,249.0	117.0	2.8%	4,127.0
Close	4,183.0	4,285.0	102.0	2.4%	4,285.0
Range	73.0	41.0	-32.0	-43.8%	230.0
ATR	83.4	85.0	1.7	2.0%	0.0
Volume	29,849	24,710	-5,139	-17.2%	151,205

Daily Pivots for day following 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,397.7	4,382.3	4,307.6
R3	4,356.7	4,341.3	4,296.3
R2	4,315.7	4,315.7	4,292.5
R1	4,300.3	4,300.3	4,288.8	4,308.0
PP	4,274.7	4,274.7	4,274.7	4,278.5
S1	4,259.3	4,259.3	4,281.2	4,267.0
S2	4,233.7	4,233.7	4,277.5
S3	4,192.7	4,218.3	4,273.7
S4	4,151.7	4,177.3	4,262.5

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,946.3	4,845.7	4,411.5
R3	4,716.3	4,615.7	4,348.3
R2	4,486.3	4,486.3	4,327.2
R1	4,385.7	4,385.7	4,306.1	4,321.0
PP	4,256.3	4,256.3	4,256.3	4,224.0
S1	4,155.7	4,155.7	4,263.9	4,091.0
S2	4,026.3	4,026.3	4,242.8
S3	3,796.3	3,925.7	4,221.8
S4	3,566.3	3,695.7	4,158.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,357.0	4,127.0	230.0	5.4%	63.6	1.5%	69%	False	False	30,241
10	4,416.0	4,127.0	289.0	6.7%	79.3	1.9%	55%	False	False	31,401
20	4,416.0	4,127.0	289.0	6.7%	62.6	1.5%	55%	False	False	31,477
40	4,416.0	3,843.0	573.0	13.4%	65.4	1.5%	77%	False	False	38,534
60	4,416.0	3,843.0	573.0	13.4%	60.1	1.4%	77%	False	False	26,006
80	4,595.0	3,730.0	865.0	20.2%	58.3	1.4%	64%	False	False	19,555
100	4,656.0	3,730.0	926.0	21.6%	49.3	1.2%	60%	False	False	15,666

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	15.0
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4,464.3
2.618	4,397.3
1.618	4,356.3
1.000	4,331.0
0.618	4,315.3
HIGH	4,290.0
0.618	4,274.3
0.500	4,269.5
0.382	4,264.7
LOW	4,249.0
0.618	4,223.7
1.000	4,208.0
1.618	4,182.7
2.618	4,141.7
4.250	4,074.8

Fisher Pivots for day following 04-Nov-2011
Pivot	1 day	3 day
R1	4,279.8	4,259.5
PP	4,274.7	4,234.0
S1	4,269.5	4,208.5

Download as Excel Spreadsheet

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

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