ASX SPI 200 Index Future December 2010


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 4,711.0 4,709.0 -2.0 0.0% 4,630.0
High 4,729.0 4,709.0 -20.0 -0.4% 4,714.0
Low 4,700.0 4,625.0 -75.0 -1.6% 4,573.0
Close 4,715.0 4,632.0 -83.0 -1.8% 4,694.0
Range 29.0 84.0 55.0 189.7% 141.0
ATR 52.5 55.2 2.7 5.1% 0.0
Volume 18,462 36,703 18,241 98.8% 129,838
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 4,907.3 4,853.7 4,678.2
R3 4,823.3 4,769.7 4,655.1
R2 4,739.3 4,739.3 4,647.4
R1 4,685.7 4,685.7 4,639.7 4,670.5
PP 4,655.3 4,655.3 4,655.3 4,647.8
S1 4,601.7 4,601.7 4,624.3 4,586.5
S2 4,571.3 4,571.3 4,616.6
S3 4,487.3 4,517.7 4,608.9
S4 4,403.3 4,433.7 4,585.8
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 5,083.3 5,029.7 4,771.6
R3 4,942.3 4,888.7 4,732.8
R2 4,801.3 4,801.3 4,719.9
R1 4,747.7 4,747.7 4,706.9 4,774.5
PP 4,660.3 4,660.3 4,660.3 4,673.8
S1 4,606.7 4,606.7 4,681.1 4,633.5
S2 4,519.3 4,519.3 4,668.2
S3 4,378.3 4,465.7 4,655.2
S4 4,237.3 4,324.7 4,616.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,729.0 4,625.0 104.0 2.2% 43.6 0.9% 7% False True 26,192
10 4,729.0 4,573.0 156.0 3.4% 53.0 1.1% 38% False False 28,543
20 4,729.0 4,573.0 156.0 3.4% 47.1 1.0% 38% False False 26,930
40 4,729.0 4,320.0 409.0 8.8% 38.6 0.8% 76% False False 17,681
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 12.2
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 5,066.0
2.618 4,928.9
1.618 4,844.9
1.000 4,793.0
0.618 4,760.9
HIGH 4,709.0
0.618 4,676.9
0.500 4,667.0
0.382 4,657.1
LOW 4,625.0
0.618 4,573.1
1.000 4,541.0
1.618 4,489.1
2.618 4,405.1
4.250 4,268.0
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 4,667.0 4,677.0
PP 4,655.3 4,662.0
S1 4,643.7 4,647.0

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

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