ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 4,338.0 4,242.0 -96.0 -2.2% 4,188.0
High 4,357.0 4,264.0 -93.0 -2.1% 4,416.0
Low 4,282.0 4,214.0 -68.0 -1.6% 4,166.0
Close 4,284.0 4,231.0 -53.0 -1.2% 4,349.0
Range 75.0 50.0 -25.0 -33.3% 250.0
ATR 83.6 82.6 -1.0 -1.2% 0.0
Volume 30,579 26,299 -4,280 -14.0% 162,812
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,386.3 4,358.7 4,258.5
R3 4,336.3 4,308.7 4,244.8
R2 4,286.3 4,286.3 4,240.2
R1 4,258.7 4,258.7 4,235.6 4,247.5
PP 4,236.3 4,236.3 4,236.3 4,230.8
S1 4,208.7 4,208.7 4,226.4 4,197.5
S2 4,186.3 4,186.3 4,221.8
S3 4,136.3 4,158.7 4,217.3
S4 4,086.3 4,108.7 4,203.5
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 5.9% 91.0 2.2% 26% False False 32,021
10 4,416.0 4,128.0 288.0 6.8% 73.9 1.7% 36% False False 31,029
20 4,416.0 3,891.0 525.0 12.4% 65.1 1.5% 65% False False 33,016
40 4,416.0 3,843.0 573.0 13.5% 65.6 1.6% 68% False False 36,470
60 4,416.0 3,843.0 573.0 13.5% 59.5 1.4% 68% False False 24,440
80 4,595.0 3,730.0 865.0 20.4% 56.6 1.3% 58% False False 18,379
100 4,656.0 3,730.0 926.0 21.9% 47.5 1.1% 54% False False 14,733
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,476.5
2.618 4,394.9
1.618 4,344.9
1.000 4,314.0
0.618 4,294.9
HIGH 4,264.0
0.618 4,244.9
0.500 4,239.0
0.382 4,233.1
LOW 4,214.0
0.618 4,183.1
1.000 4,164.0
1.618 4,133.1
2.618 4,083.1
4.250 4,001.5
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 4,239.0 4,315.0
PP 4,236.3 4,287.0
S1 4,233.7 4,259.0

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

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