ASX SPI 200 Index Future December 2012

Trading Metrics calculated at close of trading on 23-Nov-2012

Day Change Summary
	Previous	Current
	22-Nov-2012	23-Nov-2012	Change	Change %	Previous Week
Open	4,405.0	4,428.0	23.0	0.5%	4,366.0
High	4,443.0	4,428.0	-15.0	-0.3%	4,443.0
Low	4,404.0	4,408.0	4.0	0.1%	4,352.0
Close	4,423.0	4,420.0	-3.0	-0.1%	4,420.0
Range	39.0	20.0	-19.0	-48.7%	91.0
ATR	39.4	38.0	-1.4	-3.5%	0.0
Volume	22,460	11,013	-11,447	-51.0%	94,509

Daily Pivots for day following 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,478.7	4,469.3	4,431.0
R3	4,458.7	4,449.3	4,425.5
R2	4,438.7	4,438.7	4,423.7
R1	4,429.3	4,429.3	4,421.8	4,424.0
PP	4,418.7	4,418.7	4,418.7	4,416.0
S1	4,409.3	4,409.3	4,418.2	4,404.0
S2	4,398.7	4,398.7	4,416.3
S3	4,378.7	4,389.3	4,414.5
S4	4,358.7	4,369.3	4,409.0

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,678.0	4,640.0	4,470.1
R3	4,587.0	4,549.0	4,445.0
R2	4,496.0	4,496.0	4,436.7
R1	4,458.0	4,458.0	4,428.3	4,477.0
PP	4,405.0	4,405.0	4,405.0	4,414.5
S1	4,367.0	4,367.0	4,411.7	4,386.0
S2	4,314.0	4,314.0	4,403.3
S3	4,223.0	4,276.0	4,395.0
S4	4,132.0	4,185.0	4,370.0

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	4,352.0	91.0	2.1%	27.8	0.6%	75%	False	False	18,901
10	4,482.0	4,342.0	140.0	3.2%	31.5	0.7%	56%	False	False	22,124
20	4,520.0	4,342.0	178.0	4.0%	35.3	0.8%	44%	False	False	23,349
40	4,580.0	4,342.0	238.0	5.4%	33.9	0.8%	33%	False	False	22,270
60	4,580.0	4,271.0	309.0	7.0%	31.4	0.7%	48%	False	False	22,254
80	4,580.0	4,172.0	408.0	9.2%	25.6	0.6%	61%	False	False	16,712
100	4,580.0	4,031.0	549.0	12.4%	21.5	0.5%	71%	False	False	13,391
120	4,580.0	3,982.0	598.0	13.5%	18.2	0.4%	73%	False	False	11,167

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.4
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	4,513.0
2.618	4,480.4
1.618	4,460.4
1.000	4,448.0
0.618	4,440.4
HIGH	4,428.0
0.618	4,420.4
0.500	4,418.0
0.382	4,415.6
LOW	4,408.0
0.618	4,395.6
1.000	4,388.0
1.618	4,375.6
2.618	4,355.6
4.250	4,323.0

Fisher Pivots for day following 23-Nov-2012
Pivot	1 day	3 day
R1	4,419.3	4,416.7
PP	4,418.7	4,413.3
S1	4,418.0	4,410.0

Download as Excel Spreadsheet

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

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