ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 4,507.0 4,521.0 14.0 0.3% 4,438.0
High 4,525.0 4,551.0 26.0 0.6% 4,525.0
Low 4,505.0 4,516.0 11.0 0.2% 4,429.0
Close 4,516.0 4,550.0 34.0 0.8% 4,516.0
Range 20.0 35.0 15.0 75.0% 96.0
ATR 37.0 36.9 -0.1 -0.4% 0.0
Volume 28,855 24,031 -4,824 -16.7% 96,416
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 4,644.0 4,632.0 4,569.3
R3 4,609.0 4,597.0 4,559.6
R2 4,574.0 4,574.0 4,556.4
R1 4,562.0 4,562.0 4,553.2 4,568.0
PP 4,539.0 4,539.0 4,539.0 4,542.0
S1 4,527.0 4,527.0 4,546.8 4,533.0
S2 4,504.0 4,504.0 4,543.6
S3 4,469.0 4,492.0 4,540.4
S4 4,434.0 4,457.0 4,530.8
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 4,778.0 4,743.0 4,568.8
R3 4,682.0 4,647.0 4,542.4
R2 4,586.0 4,586.0 4,533.6
R1 4,551.0 4,551.0 4,524.8 4,568.5
PP 4,490.0 4,490.0 4,490.0 4,498.8
S1 4,455.0 4,455.0 4,507.2 4,472.5
S2 4,394.0 4,394.0 4,498.4
S3 4,298.0 4,359.0 4,489.6
S4 4,202.0 4,263.0 4,463.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,551.0 4,434.0 117.0 2.6% 30.0 0.7% 99% True False 21,262
10 4,551.0 4,377.0 174.0 3.8% 27.1 0.6% 99% True False 19,692
20 4,551.0 4,342.0 209.0 4.6% 31.7 0.7% 100% True False 21,601
40 4,580.0 4,342.0 238.0 5.2% 32.5 0.7% 87% False False 22,321
60 4,580.0 4,321.0 259.0 5.7% 31.5 0.7% 88% False False 24,234
80 4,580.0 4,235.0 345.0 7.6% 27.5 0.6% 91% False False 18,213
100 4,580.0 4,031.0 549.0 12.1% 22.9 0.5% 95% False False 14,592
120 4,580.0 3,982.0 598.0 13.1% 19.6 0.4% 95% False False 12,170
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 3.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,699.8
2.618 4,642.6
1.618 4,607.6
1.000 4,586.0
0.618 4,572.6
HIGH 4,551.0
0.618 4,537.6
0.500 4,533.5
0.382 4,529.4
LOW 4,516.0
0.618 4,494.4
1.000 4,481.0
1.618 4,459.4
2.618 4,424.4
4.250 4,367.3
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 4,544.5 4,534.3
PP 4,539.0 4,518.7
S1 4,533.5 4,503.0

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

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