ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 4,216.0 4,225.0 9.0 0.2% 4,162.0
High 4,223.0 4,237.0 14.0 0.3% 4,261.0
Low 4,182.0 4,201.0 19.0 0.5% 4,152.0
Close 4,185.0 4,218.0 33.0 0.8% 4,220.0
Range 41.0 36.0 -5.0 -12.2% 109.0
ATR 80.8 78.7 -2.1 -2.5% 0.0
Volume 34,815 32,254 -2,561 -7.4% 163,619
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 4,326.7 4,308.3 4,237.8
R3 4,290.7 4,272.3 4,227.9
R2 4,254.7 4,254.7 4,224.6
R1 4,236.3 4,236.3 4,221.3 4,227.5
PP 4,218.7 4,218.7 4,218.7 4,214.3
S1 4,200.3 4,200.3 4,214.7 4,191.5
S2 4,182.7 4,182.7 4,211.4
S3 4,146.7 4,164.3 4,208.1
S4 4,110.7 4,128.3 4,198.2
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 4,182.0 111.0 2.6% 39.0 0.9% 32% False False 32,728
10 4,293.0 3,983.0 310.0 7.3% 53.2 1.3% 76% False False 34,629
20 4,293.0 3,843.0 450.0 10.7% 60.0 1.4% 83% False False 38,405
40 4,356.0 3,843.0 513.0 12.2% 56.3 1.3% 73% False False 29,667
60 4,503.0 3,730.0 773.0 18.3% 59.7 1.4% 63% False False 19,863
80 4,656.0 3,730.0 926.0 22.0% 49.7 1.2% 53% False False 14,919
100 4,715.0 3,730.0 985.0 23.4% 40.6 1.0% 50% False False 11,956
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,390.0
2.618 4,331.2
1.618 4,295.2
1.000 4,273.0
0.618 4,259.2
HIGH 4,237.0
0.618 4,223.2
0.500 4,219.0
0.382 4,214.8
LOW 4,201.0
0.618 4,178.8
1.000 4,165.0
1.618 4,142.8
2.618 4,106.8
4.250 4,048.0
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 4,219.0 4,237.5
PP 4,218.7 4,231.0
S1 4,218.3 4,224.5

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

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