ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 4,257.0 4,193.0 -64.0 -1.5% 4,305.0
High 4,278.0 4,204.0 -74.0 -1.7% 4,346.0
Low 4,246.0 4,176.0 -70.0 -1.6% 4,186.0
Close 4,260.0 4,184.0 -76.0 -1.8% 4,189.0
Range 32.0 28.0 -4.0 -12.5% 160.0
ATR 74.0 74.7 0.7 1.0% 0.0
Volume 59,875 141,212 81,337 135.8% 164,647
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,272.0 4,256.0 4,199.4
R3 4,244.0 4,228.0 4,191.7
R2 4,216.0 4,216.0 4,189.1
R1 4,200.0 4,200.0 4,186.6 4,194.0
PP 4,188.0 4,188.0 4,188.0 4,185.0
S1 4,172.0 4,172.0 4,181.4 4,166.0
S2 4,160.0 4,160.0 4,178.9
S3 4,132.0 4,144.0 4,176.3
S4 4,104.0 4,116.0 4,168.6
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,720.3 4,614.7 4,277.0
R3 4,560.3 4,454.7 4,233.0
R2 4,400.3 4,400.3 4,218.3
R1 4,294.7 4,294.7 4,203.7 4,267.5
PP 4,240.3 4,240.3 4,240.3 4,226.8
S1 4,134.7 4,134.7 4,174.3 4,107.5
S2 4,080.3 4,080.3 4,159.7
S3 3,920.3 3,974.7 4,145.0
S4 3,760.3 3,814.7 4,101.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,324.0 4,176.0 148.0 3.5% 36.8 0.9% 5% False True 59,962
10 4,346.0 4,086.0 260.0 6.2% 47.5 1.1% 38% False False 48,602
20 4,346.0 3,981.0 365.0 8.7% 53.4 1.3% 56% False False 39,699
40 4,416.0 3,981.0 435.0 10.4% 58.5 1.4% 47% False False 34,569
60 4,416.0 3,843.0 573.0 13.7% 59.4 1.4% 60% False False 35,960
80 4,416.0 3,843.0 573.0 13.7% 57.4 1.4% 60% False False 31,716
100 4,552.0 3,730.0 822.0 19.6% 59.2 1.4% 55% False False 25,423
120 4,656.0 3,730.0 926.0 22.1% 52.4 1.3% 49% False False 21,205
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 10.7
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 4,323.0
2.618 4,277.3
1.618 4,249.3
1.000 4,232.0
0.618 4,221.3
HIGH 4,204.0
0.618 4,193.3
0.500 4,190.0
0.382 4,186.7
LOW 4,176.0
0.618 4,158.7
1.000 4,148.0
1.618 4,130.7
2.618 4,102.7
4.250 4,057.0
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 4,190.0 4,227.0
PP 4,188.0 4,212.7
S1 4,186.0 4,198.3

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

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