ASX SPI 200 Index Future December 2010


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 4,732.0 4,706.0 -26.0 -0.5% 4,586.0
High 4,734.0 4,718.0 -16.0 -0.3% 4,734.0
Low 4,688.0 4,691.0 3.0 0.1% 4,563.0
Close 4,711.0 4,698.0 -13.0 -0.3% 4,711.0
Range 46.0 27.0 -19.0 -41.3% 171.0
ATR 54.4 52.5 -2.0 -3.6% 0.0
Volume 28,382 21,188 -7,194 -25.3% 162,968
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 4,783.3 4,767.7 4,712.9
R3 4,756.3 4,740.7 4,705.4
R2 4,729.3 4,729.3 4,703.0
R1 4,713.7 4,713.7 4,700.5 4,708.0
PP 4,702.3 4,702.3 4,702.3 4,699.5
S1 4,686.7 4,686.7 4,695.5 4,681.0
S2 4,675.3 4,675.3 4,693.1
S3 4,648.3 4,659.7 4,690.6
S4 4,621.3 4,632.7 4,683.2
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5,182.3 5,117.7 4,805.1
R3 5,011.3 4,946.7 4,758.0
R2 4,840.3 4,840.3 4,742.4
R1 4,775.7 4,775.7 4,726.7 4,808.0
PP 4,669.3 4,669.3 4,669.3 4,685.5
S1 4,604.7 4,604.7 4,695.3 4,637.0
S2 4,498.3 4,498.3 4,679.7
S3 4,327.3 4,433.7 4,664.0
S4 4,156.3 4,262.7 4,617.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,734.0 4,563.0 171.0 3.6% 42.2 0.9% 79% False False 29,766
10 4,734.0 4,550.0 184.0 3.9% 45.5 1.0% 80% False False 29,471
20 4,831.0 4,550.0 281.0 6.0% 45.6 1.0% 53% False False 30,929
40 4,831.0 4,550.0 281.0 6.0% 46.1 1.0% 53% False False 28,635
60 4,831.0 4,550.0 281.0 6.0% 45.5 1.0% 53% False False 29,650
80 4,831.0 4,320.0 511.0 10.9% 41.9 0.9% 74% False False 22,470
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 11.9
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 4,832.8
2.618 4,788.7
1.618 4,761.7
1.000 4,745.0
0.618 4,734.7
HIGH 4,718.0
0.618 4,707.7
0.500 4,704.5
0.382 4,701.3
LOW 4,691.0
0.618 4,674.3
1.000 4,664.0
1.618 4,647.3
2.618 4,620.3
4.250 4,576.3
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 4,704.5 4,694.0
PP 4,702.3 4,690.0
S1 4,700.2 4,686.0

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

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