ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 3,921.0 3,847.0 -74.0 -1.9% 3,966.0
High 3,952.0 3,912.0 -40.0 -1.0% 4,065.0
Low 3,884.0 3,843.0 -41.0 -1.1% 3,882.0
Close 3,889.0 3,895.0 6.0 0.2% 4,012.0
Range 68.0 69.0 1.0 1.5% 183.0
ATR 85.4 84.2 -1.2 -1.4% 0.0
Volume 28,602 47,051 18,449 64.5% 206,679
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 4,090.3 4,061.7 3,933.0
R3 4,021.3 3,992.7 3,914.0
R2 3,952.3 3,952.3 3,907.7
R1 3,923.7 3,923.7 3,901.3 3,938.0
PP 3,883.3 3,883.3 3,883.3 3,890.5
S1 3,854.7 3,854.7 3,888.7 3,869.0
S2 3,814.3 3,814.3 3,882.4
S3 3,745.3 3,785.7 3,876.0
S4 3,676.3 3,716.7 3,857.1
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 3,843.0 222.0 5.7% 56.8 1.5% 23% False True 39,222
10 4,095.0 3,843.0 252.0 6.5% 66.3 1.7% 21% False True 42,478
20 4,247.0 3,843.0 404.0 10.4% 66.2 1.7% 13% False True 39,924
40 4,356.0 3,843.0 513.0 13.2% 56.7 1.5% 10% False True 20,152
60 4,595.0 3,730.0 865.0 22.2% 53.8 1.4% 19% False False 13,500
80 4,656.0 3,730.0 926.0 23.8% 43.2 1.1% 18% False False 10,162
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 16.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,205.3
2.618 4,092.6
1.618 4,023.6
1.000 3,981.0
0.618 3,954.6
HIGH 3,912.0
0.618 3,885.6
0.500 3,877.5
0.382 3,869.4
LOW 3,843.0
0.618 3,800.4
1.000 3,774.0
1.618 3,731.4
2.618 3,662.4
4.250 3,549.8
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 3,889.2 3,944.0
PP 3,883.3 3,927.7
S1 3,877.5 3,911.3

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

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