ASX SPI 200 Index Future December 2010


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 4,728.0 4,725.0 -3.0 -0.1% 4,586.0
High 4,732.0 4,754.0 22.0 0.5% 4,734.0
Low 4,698.0 4,714.0 16.0 0.3% 4,563.0
Close 4,700.0 4,751.0 51.0 1.1% 4,711.0
Range 34.0 40.0 6.0 17.6% 171.0
ATR 51.0 51.3 0.2 0.4% 0.0
Volume 26,107 34,434 8,327 31.9% 162,968
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 4,859.7 4,845.3 4,773.0
R3 4,819.7 4,805.3 4,762.0
R2 4,779.7 4,779.7 4,758.3
R1 4,765.3 4,765.3 4,754.7 4,772.5
PP 4,739.7 4,739.7 4,739.7 4,743.3
S1 4,725.3 4,725.3 4,747.3 4,732.5
S2 4,699.7 4,699.7 4,743.7
S3 4,659.7 4,685.3 4,740.0
S4 4,619.7 4,645.3 4,729.0
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 4,754.0 4,688.0 66.0 1.4% 39.4 0.8% 95% True False 27,762
10 4,754.0 4,563.0 191.0 4.0% 44.2 0.9% 98% True False 29,523
20 4,756.0 4,550.0 206.0 4.3% 43.5 0.9% 98% False False 30,562
40 4,831.0 4,550.0 281.0 5.9% 45.2 1.0% 72% False False 28,896
60 4,831.0 4,550.0 281.0 5.9% 46.0 1.0% 72% False False 27,592
80 4,831.0 4,320.0 511.0 10.8% 42.2 0.9% 84% False False 23,581
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,924.0
2.618 4,858.7
1.618 4,818.7
1.000 4,794.0
0.618 4,778.7
HIGH 4,754.0
0.618 4,738.7
0.500 4,734.0
0.382 4,729.3
LOW 4,714.0
0.618 4,689.3
1.000 4,674.0
1.618 4,649.3
2.618 4,609.3
4.250 4,544.0
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 4,745.3 4,742.7
PP 4,739.7 4,734.3
S1 4,734.0 4,726.0

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

View Archives - Comment on this page... - Back to Index of Symbols