ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 4,114.0 4,122.0 8.0 0.2% 4,364.0
High 4,165.0 4,131.0 -34.0 -0.8% 4,385.0
Low 4,101.0 4,058.0 -43.0 -1.0% 4,177.0
Close 4,152.0 4,064.0 -88.0 -2.1% 4,181.0
Range 64.0 73.0 9.0 14.1% 208.0
ATR 74.2 75.6 1.4 1.9% 0.0
Volume 28,817 33,506 4,689 16.3% 152,797
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,303.3 4,256.7 4,104.2
R3 4,230.3 4,183.7 4,084.1
R2 4,157.3 4,157.3 4,077.4
R1 4,110.7 4,110.7 4,070.7 4,097.5
PP 4,084.3 4,084.3 4,084.3 4,077.8
S1 4,037.7 4,037.7 4,057.3 4,024.5
S2 4,011.3 4,011.3 4,050.6
S3 3,938.3 3,964.7 4,043.9
S4 3,865.3 3,891.7 4,023.9
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,871.7 4,734.3 4,295.4
R3 4,663.7 4,526.3 4,238.2
R2 4,455.7 4,455.7 4,219.1
R1 4,318.3 4,318.3 4,200.1 4,283.0
PP 4,247.7 4,247.7 4,247.7 4,230.0
S1 4,110.3 4,110.3 4,161.9 4,075.0
S2 4,039.7 4,039.7 4,142.9
S3 3,831.7 3,902.3 4,123.8
S4 3,623.7 3,694.3 4,066.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,294.0 4,058.0 236.0 5.8% 54.4 1.3% 3% False True 29,930
10 4,385.0 4,058.0 327.0 8.0% 56.9 1.4% 2% False True 29,616
20 4,416.0 4,058.0 358.0 8.8% 61.8 1.5% 2% False True 29,673
40 4,416.0 3,843.0 573.0 14.1% 60.5 1.5% 39% False False 31,874
60 4,416.0 3,843.0 573.0 14.1% 60.7 1.5% 39% False False 32,057
80 4,416.0 3,730.0 686.0 16.9% 61.5 1.5% 49% False False 24,140
100 4,656.0 3,730.0 926.0 22.8% 55.1 1.4% 36% False False 19,337
120 4,656.0 3,730.0 926.0 22.8% 46.9 1.2% 36% False False 16,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.3
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,441.3
2.618 4,322.1
1.618 4,249.1
1.000 4,204.0
0.618 4,176.1
HIGH 4,131.0
0.618 4,103.1
0.500 4,094.5
0.382 4,085.9
LOW 4,058.0
0.618 4,012.9
1.000 3,985.0
1.618 3,939.9
2.618 3,866.9
4.250 3,747.8
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 4,094.5 4,126.0
PP 4,084.3 4,105.3
S1 4,074.2 4,084.7

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

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