ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 22-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 22-Nov-2012 Change Change % Previous Week
Open 4,404.0 4,405.0 1.0 0.0% 4,466.0
High 4,404.0 4,443.0 39.0 0.9% 4,482.0
Low 4,377.0 4,404.0 27.0 0.6% 4,342.0
Close 4,381.0 4,423.0 42.0 1.0% 4,348.0
Range 27.0 39.0 12.0 44.4% 140.0
ATR 37.7 39.4 1.7 4.6% 0.0
Volume 21,382 22,460 1,078 5.0% 126,735
Daily Pivots for day following 22-Nov-2012
Classic Woodie Camarilla DeMark
R4 4,540.3 4,520.7 4,444.5
R3 4,501.3 4,481.7 4,433.7
R2 4,462.3 4,462.3 4,430.2
R1 4,442.7 4,442.7 4,426.6 4,452.5
PP 4,423.3 4,423.3 4,423.3 4,428.3
S1 4,403.7 4,403.7 4,419.4 4,413.5
S2 4,384.3 4,384.3 4,415.9
S3 4,345.3 4,364.7 4,412.3
S4 4,306.3 4,325.7 4,401.6
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 4,443.0 4,342.0 101.0 2.3% 28.2 0.6% 80% True False 20,120
10 4,488.0 4,342.0 146.0 3.3% 34.9 0.8% 55% False False 23,714
20 4,520.0 4,342.0 178.0 4.0% 37.2 0.8% 46% False False 24,127
40 4,580.0 4,342.0 238.0 5.4% 34.2 0.8% 34% False False 22,646
60 4,580.0 4,271.0 309.0 7.0% 31.3 0.7% 49% False False 22,071
80 4,580.0 4,172.0 408.0 9.2% 25.3 0.6% 62% False False 16,576
100 4,580.0 4,031.0 549.0 12.4% 21.3 0.5% 71% False False 13,280
120 4,580.0 3,982.0 598.0 13.5% 18.1 0.4% 74% False False 11,075
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.2
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,608.8
2.618 4,545.1
1.618 4,506.1
1.000 4,482.0
0.618 4,467.1
HIGH 4,443.0
0.618 4,428.1
0.500 4,423.5
0.382 4,418.9
LOW 4,404.0
0.618 4,379.9
1.000 4,365.0
1.618 4,340.9
2.618 4,301.9
4.250 4,238.3
Fisher Pivots for day following 22-Nov-2012
Pivot 1 day 3 day
R1 4,423.5 4,418.7
PP 4,423.3 4,414.3
S1 4,423.2 4,410.0

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

View Archives - Comment on this page... - Back to Index of Symbols