ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 4,364.0 4,361.0 -3.0 -0.1% 4,466.0
High 4,375.0 4,364.0 -11.0 -0.3% 4,482.0
Low 4,348.0 4,342.0 -6.0 -0.1% 4,342.0
Close 4,351.0 4,348.0 -3.0 -0.1% 4,348.0
Range 27.0 22.0 -5.0 -18.5% 140.0
ATR 41.4 40.0 -1.4 -3.3% 0.0
Volume 28,467 17,107 -11,360 -39.9% 126,735
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 4,417.3 4,404.7 4,360.1
R3 4,395.3 4,382.7 4,354.1
R2 4,373.3 4,373.3 4,352.0
R1 4,360.7 4,360.7 4,350.0 4,356.0
PP 4,351.3 4,351.3 4,351.3 4,349.0
S1 4,338.7 4,338.7 4,346.0 4,334.0
S2 4,329.3 4,329.3 4,344.0
S3 4,307.3 4,316.7 4,342.0
S4 4,285.3 4,294.7 4,335.9
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 4,810.7 4,719.3 4,425.0
R3 4,670.7 4,579.3 4,386.5
R2 4,530.7 4,530.7 4,373.7
R1 4,439.3 4,439.3 4,360.8 4,415.0
PP 4,390.7 4,390.7 4,390.7 4,378.5
S1 4,299.3 4,299.3 4,335.2 4,275.0
S2 4,250.7 4,250.7 4,322.3
S3 4,110.7 4,159.3 4,309.5
S4 3,970.7 4,019.3 4,271.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,482.0 4,342.0 140.0 3.2% 35.2 0.8% 4% False True 25,347
10 4,509.0 4,342.0 167.0 3.8% 38.0 0.9% 4% False True 24,154
20 4,560.0 4,342.0 218.0 5.0% 37.1 0.9% 3% False True 23,802
40 4,580.0 4,340.0 240.0 5.5% 34.3 0.8% 3% False False 22,585
60 4,580.0 4,271.0 309.0 7.1% 30.1 0.7% 25% False False 20,688
80 4,580.0 4,100.0 480.0 11.0% 24.3 0.6% 52% False False 15,533
100 4,580.0 4,016.0 564.0 13.0% 20.5 0.5% 59% False False 12,451
120 4,580.0 3,950.0 630.0 14.5% 17.1 0.4% 63% False False 10,381
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 9.8
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4,457.5
2.618 4,421.6
1.618 4,399.6
1.000 4,386.0
0.618 4,377.6
HIGH 4,364.0
0.618 4,355.6
0.500 4,353.0
0.382 4,350.4
LOW 4,342.0
0.618 4,328.4
1.000 4,320.0
1.618 4,306.4
2.618 4,284.4
4.250 4,248.5
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 4,353.0 4,375.5
PP 4,351.3 4,366.3
S1 4,349.7 4,357.2

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

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