ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 4,247.0 4,415.0 168.0 4.0% 4,188.0
High 4,360.0 4,416.0 56.0 1.3% 4,416.0
Low 4,203.0 4,334.0 131.0 3.1% 4,166.0
Close 4,358.0 4,349.0 -9.0 -0.2% 4,349.0
Range 157.0 82.0 -75.0 -47.8% 250.0
ATR 84.4 84.3 -0.2 -0.2% 0.0
Volume 36,848 37,164 316 0.9% 162,812
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4,612.3 4,562.7 4,394.1
R3 4,530.3 4,480.7 4,371.6
R2 4,448.3 4,448.3 4,364.0
R1 4,398.7 4,398.7 4,356.5 4,382.5
PP 4,366.3 4,366.3 4,366.3 4,358.3
S1 4,316.7 4,316.7 4,341.5 4,300.5
S2 4,284.3 4,284.3 4,334.0
S3 4,202.3 4,234.7 4,326.5
S4 4,120.3 4,152.7 4,303.9
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 5,060.3 4,954.7 4,486.5
R3 4,810.3 4,704.7 4,417.8
R2 4,560.3 4,560.3 4,394.8
R1 4,454.7 4,454.7 4,371.9 4,507.5
PP 4,310.3 4,310.3 4,310.3 4,336.8
S1 4,204.7 4,204.7 4,326.1 4,257.5
S2 4,060.3 4,060.3 4,303.2
S3 3,810.3 3,954.7 4,280.3
S4 3,560.3 3,704.7 4,211.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,416.0 4,166.0 250.0 5.7% 95.0 2.2% 73% True False 32,562
10 4,416.0 4,128.0 288.0 6.6% 68.8 1.6% 77% True False 31,471
20 4,416.0 3,843.0 573.0 13.2% 65.7 1.5% 88% True False 33,954
40 4,416.0 3,843.0 573.0 13.2% 64.3 1.5% 88% True False 35,084
60 4,416.0 3,730.0 686.0 15.8% 63.3 1.5% 90% True False 23,505
80 4,596.0 3,730.0 866.0 19.9% 55.7 1.3% 71% False False 17,669
100 4,656.0 3,730.0 926.0 21.3% 46.3 1.1% 67% False False 14,168
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 10.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,764.5
2.618 4,630.7
1.618 4,548.7
1.000 4,498.0
0.618 4,466.7
HIGH 4,416.0
0.618 4,384.7
0.500 4,375.0
0.382 4,365.3
LOW 4,334.0
0.618 4,283.3
1.000 4,252.0
1.618 4,201.3
2.618 4,119.3
4.250 3,985.5
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 4,375.0 4,329.7
PP 4,366.3 4,310.3
S1 4,357.7 4,291.0

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

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