ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 4,238.0 4,221.0 -17.0 -0.4% 4,162.0
High 4,261.0 4,228.0 -33.0 -0.8% 4,261.0
Low 4,207.0 4,197.0 -10.0 -0.2% 4,152.0
Close 4,236.0 4,220.0 -16.0 -0.4% 4,220.0
Range 54.0 31.0 -23.0 -42.6% 109.0
ATR 82.8 79.6 -3.1 -3.8% 0.0
Volume 40,160 29,926 -10,234 -25.5% 163,619
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4,308.0 4,295.0 4,237.1
R3 4,277.0 4,264.0 4,228.5
R2 4,246.0 4,246.0 4,225.7
R1 4,233.0 4,233.0 4,222.8 4,224.0
PP 4,215.0 4,215.0 4,215.0 4,210.5
S1 4,202.0 4,202.0 4,217.2 4,193.0
S2 4,184.0 4,184.0 4,214.3
S3 4,153.0 4,171.0 4,211.5
S4 4,122.0 4,140.0 4,203.0
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4,538.0 4,488.0 4,280.0
R3 4,429.0 4,379.0 4,250.0
R2 4,320.0 4,320.0 4,240.0
R1 4,270.0 4,270.0 4,230.0 4,295.0
PP 4,211.0 4,211.0 4,211.0 4,223.5
S1 4,161.0 4,161.0 4,210.0 4,186.0
S2 4,102.0 4,102.0 4,200.0
S3 3,993.0 4,052.0 4,190.0
S4 3,884.0 3,943.0 4,160.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,261.0 4,152.0 109.0 2.6% 49.2 1.2% 62% False False 32,723
10 4,261.0 3,843.0 418.0 9.9% 62.5 1.5% 90% False False 36,438
20 4,261.0 3,843.0 418.0 9.9% 63.2 1.5% 90% False False 38,805
40 4,356.0 3,843.0 513.0 12.2% 58.4 1.4% 73% False False 27,337
60 4,578.0 3,730.0 848.0 20.1% 59.8 1.4% 58% False False 18,305
80 4,656.0 3,730.0 926.0 21.9% 48.9 1.2% 53% False False 13,758
100 4,716.0 3,730.0 986.0 23.4% 39.5 0.9% 50% False False 11,023
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.1
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 4,359.8
2.618 4,309.2
1.618 4,278.2
1.000 4,259.0
0.618 4,247.2
HIGH 4,228.0
0.618 4,216.2
0.500 4,212.5
0.382 4,208.8
LOW 4,197.0
0.618 4,177.8
1.000 4,166.0
1.618 4,146.8
2.618 4,115.8
4.250 4,065.3
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 4,217.5 4,218.5
PP 4,215.0 4,217.0
S1 4,212.5 4,215.5

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

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