ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 4,259.0 4,256.0 -3.0 -0.1% 4,338.0
High 4,290.0 4,291.0 1.0 0.0% 4,357.0
Low 4,249.0 4,251.0 2.0 0.0% 4,127.0
Close 4,285.0 4,282.0 -3.0 -0.1% 4,285.0
Range 41.0 40.0 -1.0 -2.4% 230.0
ATR 85.0 81.8 -3.2 -3.8% 0.0
Volume 24,710 24,801 91 0.4% 151,205
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,394.7 4,378.3 4,304.0
R3 4,354.7 4,338.3 4,293.0
R2 4,314.7 4,314.7 4,289.3
R1 4,298.3 4,298.3 4,285.7 4,306.5
PP 4,274.7 4,274.7 4,274.7 4,278.8
S1 4,258.3 4,258.3 4,278.3 4,266.5
S2 4,234.7 4,234.7 4,274.7
S3 4,194.7 4,218.3 4,271.0
S4 4,154.7 4,178.3 4,260.0
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,946.3 4,845.7 4,411.5
R3 4,716.3 4,615.7 4,348.3
R2 4,486.3 4,486.3 4,327.2
R1 4,385.7 4,385.7 4,306.1 4,321.0
PP 4,256.3 4,256.3 4,256.3 4,224.0
S1 4,155.7 4,155.7 4,263.9 4,091.0
S2 4,026.3 4,026.3 4,242.8
S3 3,796.3 3,925.7 4,221.8
S4 3,566.3 3,695.7 4,158.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,291.0 4,127.0 164.0 3.8% 56.6 1.3% 95% True False 29,085
10 4,416.0 4,127.0 289.0 6.7% 75.2 1.8% 54% False False 30,808
20 4,416.0 4,127.0 289.0 6.7% 61.0 1.4% 54% False False 31,291
40 4,416.0 3,843.0 573.0 13.4% 64.8 1.5% 77% False False 38,317
60 4,416.0 3,843.0 573.0 13.4% 59.8 1.4% 77% False False 26,417
80 4,595.0 3,730.0 865.0 20.2% 58.7 1.4% 64% False False 19,865
100 4,656.0 3,730.0 926.0 21.6% 49.7 1.2% 60% False False 15,914
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.4
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4,461.0
2.618 4,395.7
1.618 4,355.7
1.000 4,331.0
0.618 4,315.7
HIGH 4,291.0
0.618 4,275.7
0.500 4,271.0
0.382 4,266.3
LOW 4,251.0
0.618 4,226.3
1.000 4,211.0
1.618 4,186.3
2.618 4,146.3
4.250 4,081.0
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 4,278.3 4,258.5
PP 4,274.7 4,235.0
S1 4,271.0 4,211.5

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

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