ASX SPI 200 Index Future December 2011

Trading Metrics calculated at close of trading on 15-Nov-2011

Day Change Summary
	Previous	Current
	14-Nov-2011	15-Nov-2011	Change	Change %	Previous Week
Open	4,364.0	4,298.0	-66.0	-1.5%	4,256.0
High	4,385.0	4,320.0	-65.0	-1.5%	4,369.0
Low	4,311.0	4,290.0	-21.0	-0.5%	4,206.0
Close	4,327.0	4,307.0	-20.0	-0.5%	4,309.0
Range	74.0	30.0	-44.0	-59.5%	163.0
ATR	80.8	77.6	-3.1	-3.9%	0.0
Volume	31,562	25,222	-6,340	-20.1%	127,401

Daily Pivots for day following 15-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,395.7	4,381.3	4,323.5
R3	4,365.7	4,351.3	4,315.3
R2	4,335.7	4,335.7	4,312.5
R1	4,321.3	4,321.3	4,309.8	4,328.5
PP	4,305.7	4,305.7	4,305.7	4,309.3
S1	4,291.3	4,291.3	4,304.3	4,298.5
S2	4,275.7	4,275.7	4,301.5
S3	4,245.7	4,261.3	4,298.8
S4	4,215.7	4,231.3	4,290.5

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,783.7	4,709.3	4,398.7
R3	4,620.7	4,546.3	4,353.8
R2	4,457.7	4,457.7	4,338.9
R1	4,383.3	4,383.3	4,323.9	4,420.5
PP	4,294.7	4,294.7	4,294.7	4,313.3
S1	4,220.3	4,220.3	4,294.1	4,257.5
S2	4,131.7	4,131.7	4,279.1
S3	3,968.7	4,057.3	4,264.2
S4	3,805.7	3,894.3	4,219.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,385.0	4,206.0	179.0	4.2%	53.4	1.2%	56%	False	False	27,813
10	4,385.0	4,127.0	258.0	6.0%	53.4	1.2%	70%	False	False	27,851
20	4,416.0	4,127.0	289.0	6.7%	63.7	1.5%	62%	False	False	29,440
40	4,416.0	3,843.0	573.0	13.3%	62.5	1.4%	81%	False	False	34,090
60	4,416.0	3,843.0	573.0	13.3%	58.8	1.4%	81%	False	False	29,055
80	4,552.0	3,730.0	822.0	19.1%	60.6	1.4%	70%	False	False	21,854
100	4,656.0	3,730.0	926.0	21.5%	52.2	1.2%	62%	False	False	17,506
120	4,716.0	3,730.0	986.0	22.9%	44.1	1.0%	59%	False	False	14,601

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	13.3
Narrowest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	4,447.5
2.618	4,398.5
1.618	4,368.5
1.000	4,350.0
0.618	4,338.5
HIGH	4,320.0
0.618	4,308.5
0.500	4,305.0
0.382	4,301.5
LOW	4,290.0
0.618	4,271.5
1.000	4,260.0
1.618	4,241.5
2.618	4,211.5
4.250	4,162.5

Fisher Pivots for day following 15-Nov-2011
Pivot	1 day	3 day
R1	4,306.3	4,322.0
PP	4,305.7	4,317.0
S1	4,305.0	4,312.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols