ASX SPI 200 Index Future December 2010


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 4,763.0 4,766.0 3.0 0.1% 4,706.0
High 4,784.0 4,778.0 -6.0 -0.1% 4,759.0
Low 4,754.0 4,759.0 5.0 0.1% 4,691.0
Close 4,760.0 4,777.0 17.0 0.4% 4,758.0
Range 30.0 19.0 -11.0 -36.7% 68.0
ATR 47.9 45.9 -2.1 -4.3% 0.0
Volume 55,992 98,172 42,180 75.3% 142,676
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 4,828.3 4,821.7 4,787.5
R3 4,809.3 4,802.7 4,782.2
R2 4,790.3 4,790.3 4,780.5
R1 4,783.7 4,783.7 4,778.7 4,787.0
PP 4,771.3 4,771.3 4,771.3 4,773.0
S1 4,764.7 4,764.7 4,775.3 4,768.0
S2 4,752.3 4,752.3 4,773.5
S3 4,733.3 4,745.7 4,771.8
S4 4,714.3 4,726.7 4,766.6
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 4,940.0 4,917.0 4,795.4
R3 4,872.0 4,849.0 4,776.7
R2 4,804.0 4,804.0 4,770.5
R1 4,781.0 4,781.0 4,764.2 4,792.5
PP 4,736.0 4,736.0 4,736.0 4,741.8
S1 4,713.0 4,713.0 4,751.8 4,724.5
S2 4,668.0 4,668.0 4,745.5
S3 4,600.0 4,645.0 4,739.3
S4 4,532.0 4,577.0 4,720.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,784.0 4,698.0 86.0 1.8% 29.4 0.6% 92% False False 49,390
10 4,784.0 4,563.0 221.0 4.6% 36.7 0.8% 97% False False 39,339
20 4,784.0 4,550.0 234.0 4.9% 40.7 0.9% 97% False False 35,241
40 4,831.0 4,550.0 281.0 5.9% 43.2 0.9% 81% False False 31,690
60 4,831.0 4,550.0 281.0 5.9% 44.9 0.9% 81% False False 29,501
80 4,831.0 4,320.0 511.0 10.7% 42.8 0.9% 89% False False 25,911
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 8.5
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 4,858.8
2.618 4,827.7
1.618 4,808.7
1.000 4,797.0
0.618 4,789.7
HIGH 4,778.0
0.618 4,770.7
0.500 4,768.5
0.382 4,766.3
LOW 4,759.0
0.618 4,747.3
1.000 4,740.0
1.618 4,728.3
2.618 4,709.3
4.250 4,678.3
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 4,774.2 4,771.2
PP 4,771.3 4,765.3
S1 4,768.5 4,759.5

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

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