ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 4,115.0 4,264.0 149.0 3.6% 4,175.0
High 4,139.0 4,264.0 125.0 3.0% 4,194.0
Low 4,086.0 4,212.0 126.0 3.1% 3,981.0
Close 4,114.0 4,237.0 123.0 3.0% 4,003.0
Range 53.0 52.0 -1.0 -1.9% 213.0
ATR 72.9 78.4 5.5 7.5% 0.0
Volume 44,926 40,034 -4,892 -10.9% 149,155
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,393.7 4,367.3 4,265.6
R3 4,341.7 4,315.3 4,251.3
R2 4,289.7 4,289.7 4,246.5
R1 4,263.3 4,263.3 4,241.8 4,250.5
PP 4,237.7 4,237.7 4,237.7 4,231.3
S1 4,211.3 4,211.3 4,232.2 4,198.5
S2 4,185.7 4,185.7 4,227.5
S3 4,133.7 4,159.3 4,222.7
S4 4,081.7 4,107.3 4,208.4
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,698.3 4,563.7 4,120.2
R3 4,485.3 4,350.7 4,061.6
R2 4,272.3 4,272.3 4,042.1
R1 4,137.7 4,137.7 4,022.5 4,098.5
PP 4,059.3 4,059.3 4,059.3 4,039.8
S1 3,924.7 3,924.7 3,983.5 3,885.5
S2 3,846.3 3,846.3 3,964.0
S3 3,633.3 3,711.7 3,944.4
S4 3,420.3 3,498.7 3,885.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,264.0 3,981.0 283.0 6.7% 62.8 1.5% 90% True False 35,123
10 4,264.0 3,981.0 283.0 6.7% 57.7 1.4% 90% True False 32,476
20 4,385.0 3,981.0 404.0 9.5% 54.0 1.3% 63% False False 30,090
40 4,416.0 3,981.0 435.0 10.3% 59.3 1.4% 59% False False 31,288
60 4,416.0 3,843.0 573.0 13.5% 61.9 1.5% 69% False False 35,448
80 4,416.0 3,843.0 573.0 13.5% 58.6 1.4% 69% False False 26,718
100 4,595.0 3,730.0 865.0 20.4% 57.2 1.3% 59% False False 21,415
120 4,656.0 3,730.0 926.0 21.9% 49.8 1.2% 55% False False 17,865
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 12.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,485.0
2.618 4,400.1
1.618 4,348.1
1.000 4,316.0
0.618 4,296.1
HIGH 4,264.0
0.618 4,244.1
0.500 4,238.0
0.382 4,231.9
LOW 4,212.0
0.618 4,179.9
1.000 4,160.0
1.618 4,127.9
2.618 4,075.9
4.250 3,991.0
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 4,238.0 4,209.8
PP 4,237.7 4,182.7
S1 4,237.3 4,155.5

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

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