ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 4,364.0 4,298.0 -66.0 -1.5% 4,256.0
High 4,385.0 4,320.0 -65.0 -1.5% 4,369.0
Low 4,311.0 4,290.0 -21.0 -0.5% 4,206.0
Close 4,327.0 4,307.0 -20.0 -0.5% 4,309.0
Range 74.0 30.0 -44.0 -59.5% 163.0
ATR 80.8 77.6 -3.1 -3.9% 0.0
Volume 31,562 25,222 -6,340 -20.1% 127,401
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,395.7 4,381.3 4,323.5
R3 4,365.7 4,351.3 4,315.3
R2 4,335.7 4,335.7 4,312.5
R1 4,321.3 4,321.3 4,309.8 4,328.5
PP 4,305.7 4,305.7 4,305.7 4,309.3
S1 4,291.3 4,291.3 4,304.3 4,298.5
S2 4,275.7 4,275.7 4,301.5
S3 4,245.7 4,261.3 4,298.8
S4 4,215.7 4,231.3 4,290.5
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 4.2% 53.4 1.2% 56% False False 27,813
10 4,385.0 4,127.0 258.0 6.0% 53.4 1.2% 70% False False 27,851
20 4,416.0 4,127.0 289.0 6.7% 63.7 1.5% 62% False False 29,440
40 4,416.0 3,843.0 573.0 13.3% 62.5 1.4% 81% False False 34,090
60 4,416.0 3,843.0 573.0 13.3% 58.8 1.4% 81% False False 29,055
80 4,552.0 3,730.0 822.0 19.1% 60.6 1.4% 70% False False 21,854
100 4,656.0 3,730.0 926.0 21.5% 52.2 1.2% 62% False False 17,506
120 4,716.0 3,730.0 986.0 22.9% 44.1 1.0% 59% False False 14,601
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.3
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 4,447.5
2.618 4,398.5
1.618 4,368.5
1.000 4,350.0
0.618 4,338.5
HIGH 4,320.0
0.618 4,308.5
0.500 4,305.0
0.382 4,301.5
LOW 4,290.0
0.618 4,271.5
1.000 4,260.0
1.618 4,241.5
2.618 4,211.5
4.250 4,162.5
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 4,306.3 4,322.0
PP 4,305.7 4,317.0
S1 4,305.0 4,312.0

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

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