ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 4,338.0 4,238.0 -100.0 -2.3% 4,338.0
High 4,369.0 4,274.0 -95.0 -2.2% 4,357.0
Low 4,334.0 4,206.0 -128.0 -3.0% 4,127.0
Close 4,337.0 4,264.0 -73.0 -1.7% 4,285.0
Range 35.0 68.0 33.0 94.3% 230.0
ATR 79.0 82.7 3.7 4.7% 0.0
Volume 26,971 32,507 5,536 20.5% 151,205
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,452.0 4,426.0 4,301.4
R3 4,384.0 4,358.0 4,282.7
R2 4,316.0 4,316.0 4,276.5
R1 4,290.0 4,290.0 4,270.2 4,303.0
PP 4,248.0 4,248.0 4,248.0 4,254.5
S1 4,222.0 4,222.0 4,257.8 4,235.0
S2 4,180.0 4,180.0 4,251.5
S3 4,112.0 4,154.0 4,245.3
S4 4,044.0 4,086.0 4,226.6
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 4,206.0 163.0 3.8% 43.6 1.0% 36% False True 25,861
10 4,416.0 4,127.0 289.0 6.8% 57.7 1.4% 47% False False 29,296
20 4,416.0 4,127.0 289.0 6.8% 60.7 1.4% 47% False False 30,022
40 4,416.0 3,843.0 573.0 13.4% 62.1 1.5% 73% False False 34,485
60 4,416.0 3,843.0 573.0 13.4% 59.0 1.4% 73% False False 27,736
80 4,595.0 3,730.0 865.0 20.3% 59.8 1.4% 62% False False 20,861
100 4,656.0 3,730.0 926.0 21.7% 51.1 1.2% 58% False False 16,711
120 4,716.0 3,730.0 986.0 23.1% 42.7 1.0% 54% False False 13,940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,563.0
2.618 4,452.0
1.618 4,384.0
1.000 4,342.0
0.618 4,316.0
HIGH 4,274.0
0.618 4,248.0
0.500 4,240.0
0.382 4,232.0
LOW 4,206.0
0.618 4,164.0
1.000 4,138.0
1.618 4,096.0
2.618 4,028.0
4.250 3,917.0
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 4,256.0 4,287.5
PP 4,248.0 4,279.7
S1 4,240.0 4,271.8

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

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