ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 4,520.0 4,561.0 41.0 0.9% 4,492.0
High 4,536.0 4,580.0 44.0 1.0% 4,516.0
Low 4,517.0 4,546.0 29.0 0.6% 4,448.0
Close 4,535.0 4,550.0 15.0 0.3% 4,488.0
Range 19.0 34.0 15.0 78.9% 68.0
ATR 33.1 33.9 0.9 2.6% 0.0
Volume 31,458 26,883 -4,575 -14.5% 88,764
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 4,660.7 4,639.3 4,568.7
R3 4,626.7 4,605.3 4,559.4
R2 4,592.7 4,592.7 4,556.2
R1 4,571.3 4,571.3 4,553.1 4,565.0
PP 4,558.7 4,558.7 4,558.7 4,555.5
S1 4,537.3 4,537.3 4,546.9 4,531.0
S2 4,524.7 4,524.7 4,543.8
S3 4,490.7 4,503.3 4,540.7
S4 4,456.7 4,469.3 4,531.3
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 4,688.0 4,656.0 4,525.4
R3 4,620.0 4,588.0 4,506.7
R2 4,552.0 4,552.0 4,500.5
R1 4,520.0 4,520.0 4,494.2 4,502.0
PP 4,484.0 4,484.0 4,484.0 4,475.0
S1 4,452.0 4,452.0 4,481.8 4,434.0
S2 4,416.0 4,416.0 4,475.5
S3 4,348.0 4,384.0 4,469.3
S4 4,280.0 4,316.0 4,450.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,580.0 4,471.0 109.0 2.4% 24.0 0.5% 72% True False 23,784
10 4,580.0 4,448.0 132.0 2.9% 28.3 0.6% 77% True False 21,478
20 4,580.0 4,340.0 240.0 5.3% 30.9 0.7% 88% True False 21,265
40 4,580.0 4,271.0 309.0 6.8% 25.8 0.6% 90% True False 18,545
60 4,580.0 4,077.0 503.0 11.1% 19.5 0.4% 94% True False 12,384
80 4,580.0 3,982.0 598.0 13.1% 15.9 0.3% 95% True False 9,316
100 4,580.0 3,950.0 630.0 13.8% 12.8 0.3% 95% True False 7,459
120 4,580.0 3,950.0 630.0 13.8% 11.6 0.3% 95% True False 6,229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,724.5
2.618 4,669.0
1.618 4,635.0
1.000 4,614.0
0.618 4,601.0
HIGH 4,580.0
0.618 4,567.0
0.500 4,563.0
0.382 4,559.0
LOW 4,546.0
0.618 4,525.0
1.000 4,512.0
1.618 4,491.0
2.618 4,457.0
4.250 4,401.5
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 4,563.0 4,544.2
PP 4,558.7 4,538.3
S1 4,554.3 4,532.5

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

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