ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 4,301.0 4,300.0 -1.0 0.0% 4,024.0
High 4,324.0 4,306.0 -18.0 -0.4% 4,303.0
Low 4,290.0 4,273.0 -17.0 -0.4% 4,023.0
Close 4,308.0 4,283.0 -25.0 -0.6% 4,298.0
Range 34.0 33.0 -1.0 -2.9% 280.0
ATR 73.8 71.0 -2.8 -3.8% 0.0
Volume 27,478 28,972 1,494 5.4% 183,079
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,386.3 4,367.7 4,301.2
R3 4,353.3 4,334.7 4,292.1
R2 4,320.3 4,320.3 4,289.1
R1 4,301.7 4,301.7 4,286.0 4,294.5
PP 4,287.3 4,287.3 4,287.3 4,283.8
S1 4,268.7 4,268.7 4,280.0 4,261.5
S2 4,254.3 4,254.3 4,277.0
S3 4,221.3 4,235.7 4,273.9
S4 4,188.3 4,202.7 4,264.9
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,048.0 4,953.0 4,452.0
R3 4,768.0 4,673.0 4,375.0
R2 4,488.0 4,488.0 4,349.3
R1 4,393.0 4,393.0 4,323.7 4,440.5
PP 4,208.0 4,208.0 4,208.0 4,231.8
S1 4,113.0 4,113.0 4,272.3 4,160.5
S2 3,928.0 3,928.0 4,246.7
S3 3,648.0 3,833.0 4,221.0
S4 3,368.0 3,553.0 4,144.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,346.0 4,233.0 113.0 2.6% 50.6 1.2% 44% False False 31,541
10 4,346.0 3,981.0 365.0 8.5% 56.7 1.3% 83% False False 33,332
20 4,385.0 3,981.0 404.0 9.4% 55.7 1.3% 75% False False 31,510
40 4,416.0 3,981.0 435.0 10.2% 58.2 1.4% 69% False False 30,766
60 4,416.0 3,843.0 573.0 13.4% 60.0 1.4% 77% False False 33,494
80 4,416.0 3,843.0 573.0 13.4% 58.2 1.4% 77% False False 28,679
100 4,595.0 3,730.0 865.0 20.2% 59.0 1.4% 64% False False 22,990
120 4,656.0 3,730.0 926.0 21.6% 51.9 1.2% 60% False False 19,178
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 False
Bear Hook False
Bull Hook False
Stretch 10.2
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,446.3
2.618 4,392.4
1.618 4,359.4
1.000 4,339.0
0.618 4,326.4
HIGH 4,306.0
0.618 4,293.4
0.500 4,289.5
0.382 4,285.6
LOW 4,273.0
0.618 4,252.6
1.000 4,240.0
1.618 4,219.6
2.618 4,186.6
4.250 4,132.8
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 4,289.5 4,291.5
PP 4,287.3 4,288.7
S1 4,285.2 4,285.8

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

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