ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 24-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 24-Nov-2011 Change Change % Previous Week
Open 4,122.0 4,048.0 -74.0 -1.8% 4,364.0
High 4,131.0 4,085.0 -46.0 -1.1% 4,385.0
Low 4,058.0 4,039.0 -19.0 -0.5% 4,177.0
Close 4,064.0 4,048.0 -16.0 -0.4% 4,181.0
Range 73.0 46.0 -27.0 -37.0% 208.0
ATR 75.6 73.5 -2.1 -2.8% 0.0
Volume 33,506 33,225 -281 -0.8% 152,797
Daily Pivots for day following 24-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,195.3 4,167.7 4,073.3
R3 4,149.3 4,121.7 4,060.7
R2 4,103.3 4,103.3 4,056.4
R1 4,075.7 4,075.7 4,052.2 4,071.0
PP 4,057.3 4,057.3 4,057.3 4,055.0
S1 4,029.7 4,029.7 4,043.8 4,025.0
S2 4,011.3 4,011.3 4,039.6
S3 3,965.3 3,983.7 4,035.4
S4 3,919.3 3,937.7 4,022.7
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,871.7 4,734.3 4,295.4
R3 4,663.7 4,526.3 4,238.2
R2 4,455.7 4,455.7 4,219.1
R1 4,318.3 4,318.3 4,200.1 4,283.0
PP 4,247.7 4,247.7 4,247.7 4,230.0
S1 4,110.3 4,110.3 4,161.9 4,075.0
S2 4,039.7 4,039.7 4,142.9
S3 3,831.7 3,902.3 4,123.8
S4 3,623.7 3,694.3 4,066.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,214.0 4,039.0 175.0 4.3% 52.6 1.3% 5% False True 29,828
10 4,385.0 4,039.0 346.0 8.5% 54.7 1.4% 3% False True 29,688
20 4,416.0 4,039.0 377.0 9.3% 56.2 1.4% 2% False True 29,492
40 4,416.0 3,843.0 573.0 14.2% 60.4 1.5% 36% False False 31,840
60 4,416.0 3,843.0 573.0 14.2% 60.6 1.5% 36% False False 32,606
80 4,416.0 3,730.0 686.0 16.9% 61.3 1.5% 46% False False 24,541
100 4,656.0 3,730.0 926.0 22.9% 55.3 1.4% 34% False False 19,662
120 4,656.0 3,730.0 926.0 22.9% 47.3 1.2% 34% False False 16,412
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 12.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,280.5
2.618 4,205.4
1.618 4,159.4
1.000 4,131.0
0.618 4,113.4
HIGH 4,085.0
0.618 4,067.4
0.500 4,062.0
0.382 4,056.6
LOW 4,039.0
0.618 4,010.6
1.000 3,993.0
1.618 3,964.6
2.618 3,918.6
4.250 3,843.5
Fisher Pivots for day following 24-Nov-2011
Pivot 1 day 3 day
R1 4,062.0 4,102.0
PP 4,057.3 4,084.0
S1 4,052.7 4,066.0

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

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