ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 3,991.0 3,894.0 -97.0 -2.4% 4,128.0
High 4,011.0 3,977.0 -34.0 -0.8% 4,134.0
Low 3,958.0 3,891.0 -67.0 -1.7% 3,891.0
Close 3,965.0 3,930.0 -35.0 -0.9% 3,930.0
Range 53.0 86.0 33.0 62.3% 243.0
ATR 81.6 81.9 0.3 0.4% 0.0
Volume 45,447 58,049 12,602 27.7% 205,040
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,190.7 4,146.3 3,977.3
R3 4,104.7 4,060.3 3,953.7
R2 4,018.7 4,018.7 3,945.8
R1 3,974.3 3,974.3 3,937.9 3,996.5
PP 3,932.7 3,932.7 3,932.7 3,943.8
S1 3,888.3 3,888.3 3,922.1 3,910.5
S2 3,846.7 3,846.7 3,914.2
S3 3,760.7 3,802.3 3,906.4
S4 3,674.7 3,716.3 3,882.7
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,714.0 4,565.0 4,063.7
R3 4,471.0 4,322.0 3,996.8
R2 4,228.0 4,228.0 3,974.6
R1 4,079.0 4,079.0 3,952.3 4,032.0
PP 3,985.0 3,985.0 3,985.0 3,961.5
S1 3,836.0 3,836.0 3,907.7 3,789.0
S2 3,742.0 3,742.0 3,885.5
S3 3,499.0 3,593.0 3,863.2
S4 3,256.0 3,350.0 3,796.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,134.0 3,891.0 243.0 6.2% 62.8 1.6% 16% False True 41,008
10 4,173.0 3,891.0 282.0 7.2% 65.8 1.7% 14% False True 50,441
20 4,356.0 3,891.0 465.0 11.8% 55.4 1.4% 8% False True 25,996
40 4,503.0 3,730.0 773.0 19.7% 61.0 1.6% 26% False False 13,162
60 4,656.0 3,730.0 926.0 23.6% 48.1 1.2% 22% False False 8,810
80 4,656.0 3,730.0 926.0 23.6% 37.4 1.0% 22% False False 6,637
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,342.5
2.618 4,202.1
1.618 4,116.1
1.000 4,063.0
0.618 4,030.1
HIGH 3,977.0
0.618 3,944.1
0.500 3,934.0
0.382 3,923.9
LOW 3,891.0
0.618 3,837.9
1.000 3,805.0
1.618 3,751.9
2.618 3,665.9
4.250 3,525.5
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 3,934.0 3,993.0
PP 3,932.7 3,972.0
S1 3,931.3 3,951.0

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

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