ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 4,452.0 4,463.0 11.0 0.2% 4,366.0
High 4,458.0 4,493.0 35.0 0.8% 4,443.0
Low 4,442.0 4,455.0 13.0 0.3% 4,352.0
Close 4,451.0 4,489.0 38.0 0.9% 4,420.0
Range 16.0 38.0 22.0 137.5% 91.0
ATR 36.8 37.1 0.4 1.0% 0.0
Volume 13,516 17,102 3,586 26.5% 94,509
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 4,593.0 4,579.0 4,509.9
R3 4,555.0 4,541.0 4,499.5
R2 4,517.0 4,517.0 4,496.0
R1 4,503.0 4,503.0 4,492.5 4,510.0
PP 4,479.0 4,479.0 4,479.0 4,482.5
S1 4,465.0 4,465.0 4,485.5 4,472.0
S2 4,441.0 4,441.0 4,482.0
S3 4,403.0 4,427.0 4,478.6
S4 4,365.0 4,389.0 4,468.1
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 4,493.0 4,408.0 85.0 1.9% 25.2 0.6% 95% True False 15,714
10 4,493.0 4,342.0 151.0 3.4% 26.7 0.6% 97% True False 17,917
20 4,509.0 4,342.0 167.0 3.7% 33.0 0.7% 88% False False 21,278
40 4,580.0 4,342.0 238.0 5.3% 32.6 0.7% 62% False False 21,917
60 4,580.0 4,321.0 259.0 5.8% 31.5 0.7% 65% False False 23,356
80 4,580.0 4,235.0 345.0 7.7% 26.8 0.6% 74% False False 17,554
100 4,580.0 4,031.0 549.0 12.2% 22.4 0.5% 83% False False 14,064
120 4,580.0 3,982.0 598.0 13.3% 19.1 0.4% 85% False False 11,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,654.5
2.618 4,592.5
1.618 4,554.5
1.000 4,531.0
0.618 4,516.5
HIGH 4,493.0
0.618 4,478.5
0.500 4,474.0
0.382 4,469.5
LOW 4,455.0
0.618 4,431.5
1.000 4,417.0
1.618 4,393.5
2.618 4,355.5
4.250 4,293.5
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 4,484.0 4,480.5
PP 4,479.0 4,472.0
S1 4,474.0 4,463.5

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

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