ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 4,271.0 4,216.0 -55.0 -1.3% 4,162.0
High 4,293.0 4,223.0 -70.0 -1.6% 4,261.0
Low 4,260.0 4,182.0 -78.0 -1.8% 4,152.0
Close 4,284.0 4,185.0 -99.0 -2.3% 4,220.0
Range 33.0 41.0 8.0 24.2% 109.0
ATR 79.2 80.8 1.6 2.1% 0.0
Volume 26,486 34,815 8,329 31.4% 163,619
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 4,319.7 4,293.3 4,207.6
R3 4,278.7 4,252.3 4,196.3
R2 4,237.7 4,237.7 4,192.5
R1 4,211.3 4,211.3 4,188.8 4,204.0
PP 4,196.7 4,196.7 4,196.7 4,193.0
S1 4,170.3 4,170.3 4,181.2 4,163.0
S2 4,155.7 4,155.7 4,177.5
S3 4,114.7 4,129.3 4,173.7
S4 4,073.7 4,088.3 4,162.5
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 4,293.0 4,170.0 123.0 2.9% 41.6 1.0% 12% False False 32,666
10 4,293.0 3,891.0 402.0 9.6% 56.2 1.3% 73% False False 35,003
20 4,293.0 3,843.0 450.0 10.8% 61.3 1.5% 76% False False 38,740
40 4,356.0 3,843.0 513.0 12.3% 56.4 1.3% 67% False False 28,862
60 4,552.0 3,730.0 822.0 19.6% 59.6 1.4% 55% False False 19,325
80 4,656.0 3,730.0 926.0 22.1% 49.4 1.2% 49% False False 14,522
100 4,716.0 3,730.0 986.0 23.6% 40.2 1.0% 46% False False 11,634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 12.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,397.3
2.618 4,330.3
1.618 4,289.3
1.000 4,264.0
0.618 4,248.3
HIGH 4,223.0
0.618 4,207.3
0.500 4,202.5
0.382 4,197.7
LOW 4,182.0
0.618 4,156.7
1.000 4,141.0
1.618 4,115.7
2.618 4,074.7
4.250 4,007.8
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 4,202.5 4,237.5
PP 4,196.7 4,220.0
S1 4,190.8 4,202.5

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

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