ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 4,027.0 3,921.0 -106.0 -2.6% 3,966.0
High 4,045.0 3,952.0 -93.0 -2.3% 4,065.0
Low 3,986.0 3,884.0 -102.0 -2.6% 3,882.0
Close 4,012.0 3,889.0 -123.0 -3.1% 4,012.0
Range 59.0 68.0 9.0 15.3% 183.0
ATR 82.1 85.4 3.3 4.0% 0.0
Volume 41,821 28,602 -13,219 -31.6% 206,679
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 4,112.3 4,068.7 3,926.4
R3 4,044.3 4,000.7 3,907.7
R2 3,976.3 3,976.3 3,901.5
R1 3,932.7 3,932.7 3,895.2 3,920.5
PP 3,908.3 3,908.3 3,908.3 3,902.3
S1 3,864.7 3,864.7 3,882.8 3,852.5
S2 3,840.3 3,840.3 3,876.5
S3 3,772.3 3,796.7 3,870.3
S4 3,704.3 3,728.7 3,851.6
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,535.3 4,456.7 4,112.7
R3 4,352.3 4,273.7 4,062.3
R2 4,169.3 4,169.3 4,045.6
R1 4,090.7 4,090.7 4,028.8 4,130.0
PP 3,986.3 3,986.3 3,986.3 4,006.0
S1 3,907.7 3,907.7 3,995.2 3,947.0
S2 3,803.3 3,803.3 3,978.5
S3 3,620.3 3,724.7 3,961.7
S4 3,437.3 3,541.7 3,911.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,065.0 3,884.0 181.0 4.7% 60.2 1.5% 3% False True 38,172
10 4,096.0 3,882.0 214.0 5.5% 65.2 1.7% 3% False False 41,264
20 4,247.0 3,882.0 365.0 9.4% 64.5 1.7% 2% False False 37,625
40 4,356.0 3,730.0 626.0 16.1% 61.7 1.6% 25% False False 18,978
60 4,595.0 3,730.0 865.0 22.2% 53.3 1.4% 18% False False 12,716
80 4,656.0 3,730.0 926.0 23.8% 42.3 1.1% 17% False False 9,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,241.0
2.618 4,130.0
1.618 4,062.0
1.000 4,020.0
0.618 3,994.0
HIGH 3,952.0
0.618 3,926.0
0.500 3,918.0
0.382 3,910.0
LOW 3,884.0
0.618 3,842.0
1.000 3,816.0
1.618 3,774.0
2.618 3,706.0
4.250 3,595.0
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 3,918.0 3,964.5
PP 3,908.3 3,939.3
S1 3,898.7 3,914.2

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

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