ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 3,935.0 3,996.0 61.0 1.6% 3,966.0
High 3,957.0 4,078.0 121.0 3.1% 4,065.0
Low 3,891.0 3,983.0 92.0 2.4% 3,882.0
Close 3,934.0 4,064.0 130.0 3.3% 4,012.0
Range 66.0 95.0 29.0 43.9% 183.0
ATR 82.9 87.3 4.4 5.3% 0.0
Volume 35,991 44,203 8,212 22.8% 206,679
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 4,326.7 4,290.3 4,116.3
R3 4,231.7 4,195.3 4,090.1
R2 4,136.7 4,136.7 4,081.4
R1 4,100.3 4,100.3 4,072.7 4,118.5
PP 4,041.7 4,041.7 4,041.7 4,050.8
S1 4,005.3 4,005.3 4,055.3 4,023.5
S2 3,946.7 3,946.7 4,046.6
S3 3,851.7 3,910.3 4,037.9
S4 3,756.7 3,815.3 4,011.8
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 4,078.0 3,843.0 235.0 5.8% 71.4 1.8% 94% True False 39,533
10 4,078.0 3,843.0 235.0 5.8% 70.9 1.7% 94% True False 42,057
20 4,243.0 3,843.0 400.0 9.8% 67.2 1.7% 55% False False 43,768
40 4,356.0 3,843.0 513.0 12.6% 58.0 1.4% 43% False False 22,148
60 4,595.0 3,730.0 865.0 21.3% 55.8 1.4% 39% False False 14,832
80 4,656.0 3,730.0 926.0 22.8% 45.0 1.1% 36% False False 11,153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.9
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4,481.8
2.618 4,326.7
1.618 4,231.7
1.000 4,173.0
0.618 4,136.7
HIGH 4,078.0
0.618 4,041.7
0.500 4,030.5
0.382 4,019.3
LOW 3,983.0
0.618 3,924.3
1.000 3,888.0
1.618 3,829.3
2.618 3,734.3
4.250 3,579.3
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 4,052.8 4,029.5
PP 4,041.7 3,995.0
S1 4,030.5 3,960.5

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

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