ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 4,525.0 4,538.0 13.0 0.3% 4,473.0
High 4,540.0 4,560.0 20.0 0.4% 4,580.0
Low 4,518.0 4,525.0 7.0 0.2% 4,471.0
Close 4,533.0 4,532.0 -1.0 0.0% 4,567.0
Range 22.0 35.0 13.0 59.1% 109.0
ATR 35.2 35.1 0.0 0.0% 0.0
Volume 17,328 20,008 2,680 15.5% 128,148
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 4,644.0 4,623.0 4,551.3
R3 4,609.0 4,588.0 4,541.6
R2 4,574.0 4,574.0 4,538.4
R1 4,553.0 4,553.0 4,535.2 4,546.0
PP 4,539.0 4,539.0 4,539.0 4,535.5
S1 4,518.0 4,518.0 4,528.8 4,511.0
S2 4,504.0 4,504.0 4,525.6
S3 4,469.0 4,483.0 4,522.4
S4 4,434.0 4,448.0 4,512.8
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4,866.3 4,825.7 4,627.0
R3 4,757.3 4,716.7 4,597.0
R2 4,648.3 4,648.3 4,587.0
R1 4,607.7 4,607.7 4,577.0 4,628.0
PP 4,539.3 4,539.3 4,539.3 4,549.5
S1 4,498.7 4,498.7 4,557.0 4,519.0
S2 4,430.3 4,430.3 4,547.0
S3 4,321.3 4,389.7 4,537.0
S4 4,212.3 4,280.7 4,507.1
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 4,517.0 63.0 1.4% 29.2 0.6% 24% False False 23,895
10 4,580.0 4,448.0 132.0 2.9% 27.7 0.6% 64% False False 22,057
20 4,580.0 4,340.0 240.0 5.3% 31.7 0.7% 80% False False 21,159
40 4,580.0 4,271.0 309.0 6.8% 28.0 0.6% 84% False False 20,064
60 4,580.0 4,172.0 408.0 9.0% 20.5 0.5% 88% False False 13,399
80 4,580.0 4,031.0 549.0 12.1% 16.6 0.4% 91% False False 10,075
100 4,580.0 3,950.0 630.0 13.9% 13.7 0.3% 92% False False 8,070
120 4,580.0 3,950.0 630.0 13.9% 12.4 0.3% 92% False False 6,739
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,708.8
2.618 4,651.6
1.618 4,616.6
1.000 4,595.0
0.618 4,581.6
HIGH 4,560.0
0.618 4,546.6
0.500 4,542.5
0.382 4,538.4
LOW 4,525.0
0.618 4,503.4
1.000 4,490.0
1.618 4,468.4
2.618 4,433.4
4.250 4,376.3
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 4,542.5 4,544.5
PP 4,539.0 4,540.3
S1 4,535.5 4,536.2

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

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