ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 4,361.0 4,366.0 5.0 0.1% 4,466.0
High 4,364.0 4,381.0 17.0 0.4% 4,482.0
Low 4,342.0 4,352.0 10.0 0.2% 4,342.0
Close 4,348.0 4,379.0 31.0 0.7% 4,348.0
Range 22.0 29.0 7.0 31.8% 140.0
ATR 40.0 39.5 -0.5 -1.2% 0.0
Volume 17,107 18,032 925 5.4% 126,735
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 4,457.7 4,447.3 4,395.0
R3 4,428.7 4,418.3 4,387.0
R2 4,399.7 4,399.7 4,384.3
R1 4,389.3 4,389.3 4,381.7 4,394.5
PP 4,370.7 4,370.7 4,370.7 4,373.3
S1 4,360.3 4,360.3 4,376.3 4,365.5
S2 4,341.7 4,341.7 4,373.7
S3 4,312.7 4,331.3 4,371.0
S4 4,283.7 4,302.3 4,363.1
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 4,460.0 4,342.0 118.0 2.7% 35.4 0.8% 31% False False 24,463
10 4,509.0 4,342.0 167.0 3.8% 36.3 0.8% 22% False False 23,511
20 4,560.0 4,342.0 218.0 5.0% 37.4 0.9% 17% False False 23,838
40 4,580.0 4,340.0 240.0 5.5% 34.3 0.8% 16% False False 22,494
60 4,580.0 4,271.0 309.0 7.1% 30.5 0.7% 35% False False 20,989
80 4,580.0 4,141.0 439.0 10.0% 24.7 0.6% 54% False False 15,758
100 4,580.0 4,023.0 557.0 12.7% 20.8 0.5% 64% False False 12,631
120 4,580.0 3,950.0 630.0 14.4% 17.4 0.4% 68% False False 10,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 9.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,504.3
2.618 4,456.9
1.618 4,427.9
1.000 4,410.0
0.618 4,398.9
HIGH 4,381.0
0.618 4,369.9
0.500 4,366.5
0.382 4,363.1
LOW 4,352.0
0.618 4,334.1
1.000 4,323.0
1.618 4,305.1
2.618 4,276.1
4.250 4,228.8
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 4,374.8 4,373.2
PP 4,370.7 4,367.3
S1 4,366.5 4,361.5

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

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