ASX SPI 200 Index Future March 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 4,134.0 4,146.0 12.0 0.3% 4,113.0
High 4,135.0 4,146.0 11.0 0.3% 4,135.0
Low 4,103.0 4,063.0 -40.0 -1.0% 4,026.0
Close 4,131.0 4,066.0 -65.0 -1.6% 4,131.0
Range 32.0 83.0 51.0 159.4% 109.0
ATR 60.0 61.7 1.6 2.7% 0.0
Volume 13,811 16,965 3,154 22.8% 119,090
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,340.7 4,286.3 4,111.7
R3 4,257.7 4,203.3 4,088.8
R2 4,174.7 4,174.7 4,081.2
R1 4,120.3 4,120.3 4,073.6 4,106.0
PP 4,091.7 4,091.7 4,091.7 4,084.5
S1 4,037.3 4,037.3 4,058.4 4,023.0
S2 4,008.7 4,008.7 4,050.8
S3 3,925.7 3,954.3 4,043.2
S4 3,842.7 3,871.3 4,020.4
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,424.3 4,386.7 4,191.0
R3 4,315.3 4,277.7 4,161.0
R2 4,206.3 4,206.3 4,151.0
R1 4,168.7 4,168.7 4,141.0 4,187.5
PP 4,097.3 4,097.3 4,097.3 4,106.8
S1 4,059.7 4,059.7 4,121.0 4,078.5
S2 3,988.3 3,988.3 4,111.0
S3 3,879.3 3,950.7 4,101.0
S4 3,770.3 3,841.7 4,071.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,146.0 4,026.0 120.0 3.0% 42.4 1.0% 33% True False 19,710
10 4,190.0 4,026.0 164.0 4.0% 42.8 1.1% 24% False False 35,306
20 4,311.0 4,026.0 285.0 7.0% 40.4 1.0% 14% False False 19,962
40 4,360.0 3,963.0 397.0 9.8% 29.6 0.7% 26% False False 10,016
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.4
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 4,498.8
2.618 4,363.3
1.618 4,280.3
1.000 4,229.0
0.618 4,197.3
HIGH 4,146.0
0.618 4,114.3
0.500 4,104.5
0.382 4,094.7
LOW 4,063.0
0.618 4,011.7
1.000 3,980.0
1.618 3,928.7
2.618 3,845.7
4.250 3,710.3
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 4,104.5 4,104.5
PP 4,091.7 4,091.7
S1 4,078.8 4,078.8

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

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