ASX SPI 200 Index Future December 2010


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 4,661.0 4,708.0 47.0 1.0% 4,708.0
High 4,733.0 4,718.0 -15.0 -0.3% 4,710.0
Low 4,646.0 4,688.0 42.0 0.9% 4,587.0
Close 4,718.0 4,690.0 -28.0 -0.6% 4,649.0
Range 87.0 30.0 -57.0 -65.5% 123.0
ATR 56.4 54.5 -1.9 -3.3% 0.0
Volume 34,822 21,284 -13,538 -38.9% 134,560
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 4,788.7 4,769.3 4,706.5
R3 4,758.7 4,739.3 4,698.3
R2 4,728.7 4,728.7 4,695.5
R1 4,709.3 4,709.3 4,692.8 4,704.0
PP 4,698.7 4,698.7 4,698.7 4,696.0
S1 4,679.3 4,679.3 4,687.3 4,674.0
S2 4,668.7 4,668.7 4,684.5
S3 4,638.7 4,649.3 4,681.8
S4 4,608.7 4,619.3 4,673.5
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 5,017.7 4,956.3 4,716.7
R3 4,894.7 4,833.3 4,682.8
R2 4,771.7 4,771.7 4,671.6
R1 4,710.3 4,710.3 4,660.3 4,679.5
PP 4,648.7 4,648.7 4,648.7 4,633.3
S1 4,587.3 4,587.3 4,637.7 4,556.5
S2 4,525.7 4,525.7 4,626.5
S3 4,402.7 4,464.3 4,615.2
S4 4,279.7 4,341.3 4,581.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,733.0 4,587.0 146.0 3.1% 48.8 1.0% 71% False False 26,401
10 4,733.0 4,587.0 146.0 3.1% 47.8 1.0% 71% False False 26,535
20 4,733.0 4,573.0 160.0 3.4% 50.4 1.1% 73% False False 27,539
40 4,733.0 4,457.0 276.0 5.9% 43.9 0.9% 84% False False 24,290
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 8.1
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,845.5
2.618 4,796.5
1.618 4,766.5
1.000 4,748.0
0.618 4,736.5
HIGH 4,718.0
0.618 4,706.5
0.500 4,703.0
0.382 4,699.5
LOW 4,688.0
0.618 4,669.5
1.000 4,658.0
1.618 4,639.5
2.618 4,609.5
4.250 4,560.5
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 4,703.0 4,686.5
PP 4,698.7 4,683.0
S1 4,694.3 4,679.5

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

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