ASX SPI 200 Index Future March 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 4,090.0 4,097.0 7.0 0.2% 4,080.0
High 4,114.0 4,130.0 16.0 0.4% 4,185.0
Low 4,062.0 4,094.0 32.0 0.8% 4,068.0
Close 4,072.0 4,122.0 50.0 1.2% 4,080.0
Range 52.0 36.0 -16.0 -30.8% 117.0
ATR 63.5 63.1 -0.4 -0.6% 0.0
Volume 26,175 26,497 322 1.2% 91,001
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 4,223.3 4,208.7 4,141.8
R3 4,187.3 4,172.7 4,131.9
R2 4,151.3 4,151.3 4,128.6
R1 4,136.7 4,136.7 4,125.3 4,144.0
PP 4,115.3 4,115.3 4,115.3 4,119.0
S1 4,100.7 4,100.7 4,118.7 4,108.0
S2 4,079.3 4,079.3 4,115.4
S3 4,043.3 4,064.7 4,112.1
S4 4,007.3 4,028.7 4,102.2
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 4,462.0 4,388.0 4,144.4
R3 4,345.0 4,271.0 4,112.2
R2 4,228.0 4,228.0 4,101.5
R1 4,154.0 4,154.0 4,090.7 4,138.5
PP 4,111.0 4,111.0 4,111.0 4,103.3
S1 4,037.0 4,037.0 4,069.3 4,021.5
S2 3,994.0 3,994.0 4,058.6
S3 3,877.0 3,920.0 4,047.8
S4 3,760.0 3,803.0 4,015.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,185.0 4,062.0 123.0 3.0% 53.6 1.3% 49% False False 26,518
10 4,185.0 4,015.0 170.0 4.1% 50.1 1.2% 63% False False 19,942
20 4,262.0 4,015.0 247.0 6.0% 44.8 1.1% 43% False False 28,102
40 4,360.0 3,963.0 397.0 9.6% 36.9 0.9% 40% False False 14,216
60 4,387.0 3,963.0 424.0 10.3% 29.9 0.7% 38% False False 9,498
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,283.0
2.618 4,224.2
1.618 4,188.2
1.000 4,166.0
0.618 4,152.2
HIGH 4,130.0
0.618 4,116.2
0.500 4,112.0
0.382 4,107.8
LOW 4,094.0
0.618 4,071.8
1.000 4,058.0
1.618 4,035.8
2.618 3,999.8
4.250 3,941.0
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 4,118.7 4,113.3
PP 4,115.3 4,104.7
S1 4,112.0 4,096.0

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

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