ASX SPI 200 Index Future March 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 4,154.0 4,112.0 -42.0 -1.0% 4,301.0
High 4,190.0 4,142.0 -48.0 -1.1% 4,311.0
Low 4,153.0 4,096.0 -57.0 -1.4% 4,171.0
Close 4,164.0 4,116.0 -48.0 -1.2% 4,172.0
Range 37.0 46.0 9.0 24.3% 140.0
ATR 59.3 59.9 0.6 1.0% 0.0
Volume 44,080 29,894 -14,186 -32.2% 7,861
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,256.0 4,232.0 4,141.3
R3 4,210.0 4,186.0 4,128.7
R2 4,164.0 4,164.0 4,124.4
R1 4,140.0 4,140.0 4,120.2 4,152.0
PP 4,118.0 4,118.0 4,118.0 4,124.0
S1 4,094.0 4,094.0 4,111.8 4,106.0
S2 4,072.0 4,072.0 4,107.6
S3 4,026.0 4,048.0 4,103.4
S4 3,980.0 4,002.0 4,090.7
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,638.0 4,545.0 4,249.0
R3 4,498.0 4,405.0 4,210.5
R2 4,358.0 4,358.0 4,197.7
R1 4,265.0 4,265.0 4,184.8 4,241.5
PP 4,218.0 4,218.0 4,218.0 4,206.3
S1 4,125.0 4,125.0 4,159.2 4,101.5
S2 4,078.0 4,078.0 4,146.3
S3 3,938.0 3,985.0 4,133.5
S4 3,798.0 3,845.0 4,095.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,262.0 4,096.0 166.0 4.0% 37.8 0.9% 12% False True 46,291
10 4,311.0 4,096.0 215.0 5.2% 36.1 0.9% 9% False True 23,594
20 4,311.0 3,963.0 348.0 8.5% 36.7 0.9% 44% False False 11,898
40 4,387.0 3,963.0 424.0 10.3% 26.8 0.7% 36% False False 5,979
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 6.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,337.5
2.618 4,262.4
1.618 4,216.4
1.000 4,188.0
0.618 4,170.4
HIGH 4,142.0
0.618 4,124.4
0.500 4,119.0
0.382 4,113.6
LOW 4,096.0
0.618 4,067.6
1.000 4,050.0
1.618 4,021.6
2.618 3,975.6
4.250 3,900.5
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 4,119.0 4,143.0
PP 4,118.0 4,134.0
S1 4,117.0 4,125.0

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

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