ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 4,274.0 4,364.0 90.0 2.1% 4,256.0
High 4,319.0 4,385.0 66.0 1.5% 4,369.0
Low 4,259.0 4,311.0 52.0 1.2% 4,206.0
Close 4,309.0 4,327.0 18.0 0.4% 4,309.0
Range 60.0 74.0 14.0 23.3% 163.0
ATR 81.1 80.8 -0.4 -0.5% 0.0
Volume 22,806 31,562 8,756 38.4% 127,401
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,563.0 4,519.0 4,367.7
R3 4,489.0 4,445.0 4,347.4
R2 4,415.0 4,415.0 4,340.6
R1 4,371.0 4,371.0 4,333.8 4,356.0
PP 4,341.0 4,341.0 4,341.0 4,333.5
S1 4,297.0 4,297.0 4,320.2 4,282.0
S2 4,267.0 4,267.0 4,313.4
S3 4,193.0 4,223.0 4,306.7
S4 4,119.0 4,149.0 4,286.3
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 4,385.0 4,206.0 179.0 4.1% 54.2 1.3% 68% True False 26,832
10 4,385.0 4,127.0 258.0 6.0% 55.4 1.3% 78% True False 27,958
20 4,416.0 4,127.0 289.0 6.7% 64.2 1.5% 69% False False 29,919
40 4,416.0 3,843.0 573.0 13.2% 63.2 1.5% 84% False False 34,332
60 4,416.0 3,843.0 573.0 13.2% 59.5 1.4% 84% False False 28,637
80 4,568.0 3,730.0 838.0 19.4% 60.6 1.4% 71% False False 21,539
100 4,656.0 3,730.0 926.0 21.4% 52.2 1.2% 64% False False 17,255
120 4,716.0 3,730.0 986.0 22.8% 43.9 1.0% 61% False False 14,393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.7
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,699.5
2.618 4,578.7
1.618 4,504.7
1.000 4,459.0
0.618 4,430.7
HIGH 4,385.0
0.618 4,356.7
0.500 4,348.0
0.382 4,339.3
LOW 4,311.0
0.618 4,265.3
1.000 4,237.0
1.618 4,191.3
2.618 4,117.3
4.250 3,996.5
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 4,348.0 4,316.5
PP 4,341.0 4,306.0
S1 4,334.0 4,295.5

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

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