ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 4,307.0 4,338.0 31.0 0.7% 4,338.0
High 4,308.0 4,369.0 61.0 1.4% 4,357.0
Low 4,274.0 4,334.0 60.0 1.4% 4,127.0
Close 4,282.0 4,337.0 55.0 1.3% 4,285.0
Range 34.0 35.0 1.0 2.9% 230.0
ATR 78.4 79.0 0.6 0.8% 0.0
Volume 20,316 26,971 6,655 32.8% 151,205
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,451.7 4,429.3 4,356.3
R3 4,416.7 4,394.3 4,346.6
R2 4,381.7 4,381.7 4,343.4
R1 4,359.3 4,359.3 4,340.2 4,353.0
PP 4,346.7 4,346.7 4,346.7 4,343.5
S1 4,324.3 4,324.3 4,333.8 4,318.0
S2 4,311.7 4,311.7 4,330.6
S3 4,276.7 4,289.3 4,327.4
S4 4,241.7 4,254.3 4,317.8
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 4,369.0 4,132.0 237.0 5.5% 44.6 1.0% 86% True False 25,329
10 4,416.0 4,127.0 289.0 6.7% 66.6 1.5% 73% False False 29,730
20 4,416.0 4,127.0 289.0 6.7% 60.0 1.4% 73% False False 30,404
40 4,416.0 3,843.0 573.0 13.2% 62.6 1.4% 86% False False 34,724
60 4,416.0 3,843.0 573.0 13.2% 58.4 1.3% 86% False False 27,198
80 4,595.0 3,730.0 865.0 19.9% 59.0 1.4% 70% False False 20,455
100 4,656.0 3,730.0 926.0 21.4% 50.4 1.2% 66% False False 16,386
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 14.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,517.8
2.618 4,460.6
1.618 4,425.6
1.000 4,404.0
0.618 4,390.6
HIGH 4,369.0
0.618 4,355.6
0.500 4,351.5
0.382 4,347.4
LOW 4,334.0
0.618 4,312.4
1.000 4,299.0
1.618 4,277.4
2.618 4,242.4
4.250 4,185.3
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 4,351.5 4,328.0
PP 4,346.7 4,319.0
S1 4,341.8 4,310.0

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

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