ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 4,468.0 4,442.0 -26.0 -0.6% 4,436.0
High 4,487.0 4,488.0 1.0 0.0% 4,509.0
Low 4,453.0 4,434.0 -19.0 -0.4% 4,421.0
Close 4,486.0 4,484.0 -2.0 0.0% 4,484.0
Range 34.0 54.0 20.0 58.8% 88.0
ATR 38.9 39.9 1.1 2.8% 0.0
Volume 21,779 26,917 5,138 23.6% 114,810
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 4,630.7 4,611.3 4,513.7
R3 4,576.7 4,557.3 4,498.9
R2 4,522.7 4,522.7 4,493.9
R1 4,503.3 4,503.3 4,489.0 4,513.0
PP 4,468.7 4,468.7 4,468.7 4,473.5
S1 4,449.3 4,449.3 4,479.1 4,459.0
S2 4,414.7 4,414.7 4,474.1
S3 4,360.7 4,395.3 4,469.2
S4 4,306.7 4,341.3 4,454.3
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 4,735.3 4,697.7 4,532.4
R3 4,647.3 4,609.7 4,508.2
R2 4,559.3 4,559.3 4,500.1
R1 4,521.7 4,521.7 4,492.1 4,540.5
PP 4,471.3 4,471.3 4,471.3 4,480.8
S1 4,433.7 4,433.7 4,475.9 4,452.5
S2 4,383.3 4,383.3 4,467.9
S3 4,295.3 4,345.7 4,459.8
S4 4,207.3 4,257.7 4,435.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,509.0 4,421.0 88.0 2.0% 40.8 0.9% 72% False False 22,962
10 4,520.0 4,421.0 99.0 2.2% 39.0 0.9% 64% False False 24,574
20 4,580.0 4,421.0 159.0 3.5% 35.2 0.8% 40% False False 23,873
40 4,580.0 4,340.0 240.0 5.4% 33.1 0.7% 60% False False 27,241
60 4,580.0 4,251.0 329.0 7.3% 28.2 0.6% 71% False False 18,584
80 4,580.0 4,077.0 503.0 11.2% 22.5 0.5% 81% False False 13,960
100 4,580.0 3,982.0 598.0 13.3% 18.7 0.4% 84% False False 11,184
120 4,580.0 3,950.0 630.0 14.0% 15.9 0.4% 85% False False 9,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,717.5
2.618 4,629.4
1.618 4,575.4
1.000 4,542.0
0.618 4,521.4
HIGH 4,488.0
0.618 4,467.4
0.500 4,461.0
0.382 4,454.6
LOW 4,434.0
0.618 4,400.6
1.000 4,380.0
1.618 4,346.6
2.618 4,292.6
4.250 4,204.5
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 4,476.3 4,479.8
PP 4,468.7 4,475.7
S1 4,461.0 4,471.5

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

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