ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 4,238.0 4,274.0 36.0 0.8% 4,256.0
High 4,274.0 4,319.0 45.0 1.1% 4,369.0
Low 4,206.0 4,259.0 53.0 1.3% 4,206.0
Close 4,264.0 4,309.0 45.0 1.1% 4,309.0
Range 68.0 60.0 -8.0 -11.8% 163.0
ATR 82.7 81.1 -1.6 -2.0% 0.0
Volume 32,507 22,806 -9,701 -29.8% 127,401
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,475.7 4,452.3 4,342.0
R3 4,415.7 4,392.3 4,325.5
R2 4,355.7 4,355.7 4,320.0
R1 4,332.3 4,332.3 4,314.5 4,344.0
PP 4,295.7 4,295.7 4,295.7 4,301.5
S1 4,272.3 4,272.3 4,303.5 4,284.0
S2 4,235.7 4,235.7 4,298.0
S3 4,175.7 4,212.3 4,292.5
S4 4,115.7 4,152.3 4,276.0
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,783.7 4,709.3 4,398.7
R3 4,620.7 4,546.3 4,353.8
R2 4,457.7 4,457.7 4,338.9
R1 4,383.3 4,383.3 4,323.9 4,420.5
PP 4,294.7 4,294.7 4,294.7 4,313.3
S1 4,220.3 4,220.3 4,294.1 4,257.5
S2 4,131.7 4,131.7 4,279.1
S3 3,968.7 4,057.3 4,264.2
S4 3,805.7 3,894.3 4,219.4
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% 47.4 1.1% 63% False False 25,480
10 4,369.0 4,127.0 242.0 5.6% 55.5 1.3% 75% False False 27,860
20 4,416.0 4,127.0 289.0 6.7% 62.2 1.4% 63% False False 29,666
40 4,416.0 3,843.0 573.0 13.3% 62.7 1.5% 81% False False 34,235
60 4,416.0 3,843.0 573.0 13.3% 59.6 1.4% 81% False False 28,113
80 4,578.0 3,730.0 848.0 19.7% 60.4 1.4% 68% False False 21,145
100 4,656.0 3,730.0 926.0 21.5% 51.5 1.2% 63% False False 16,939
120 4,716.0 3,730.0 986.0 22.9% 43.2 1.0% 59% False False 14,130
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 False
Stretch 14.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,574.0
2.618 4,476.1
1.618 4,416.1
1.000 4,379.0
0.618 4,356.1
HIGH 4,319.0
0.618 4,296.1
0.500 4,289.0
0.382 4,281.9
LOW 4,259.0
0.618 4,221.9
1.000 4,199.0
1.618 4,161.9
2.618 4,101.9
4.250 4,004.0
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 4,302.3 4,301.8
PP 4,295.7 4,294.7
S1 4,289.0 4,287.5

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

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