ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
24-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 4,048.0 4,043.0 -5.0 -0.1% 4,175.0
High 4,085.0 4,043.0 -42.0 -1.0% 4,194.0
Low 4,039.0 3,981.0 -58.0 -1.4% 3,981.0
Close 4,048.0 4,003.0 -45.0 -1.1% 4,003.0
Range 46.0 62.0 16.0 34.8% 213.0
ATR 73.5 73.0 -0.5 -0.6% 0.0
Volume 33,225 27,875 -5,350 -16.1% 149,155
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,195.0 4,161.0 4,037.1
R3 4,133.0 4,099.0 4,020.1
R2 4,071.0 4,071.0 4,014.4
R1 4,037.0 4,037.0 4,008.7 4,023.0
PP 4,009.0 4,009.0 4,009.0 4,002.0
S1 3,975.0 3,975.0 3,997.3 3,961.0
S2 3,947.0 3,947.0 3,991.6
S3 3,885.0 3,913.0 3,986.0
S4 3,823.0 3,851.0 3,968.9
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,698.3 4,563.7 4,120.2
R3 4,485.3 4,350.7 4,061.6
R2 4,272.3 4,272.3 4,042.1
R1 4,137.7 4,137.7 4,022.5 4,098.5
PP 4,059.3 4,059.3 4,059.3 4,039.8
S1 3,924.7 3,924.7 3,983.5 3,885.5
S2 3,846.3 3,846.3 3,964.0
S3 3,633.3 3,711.7 3,944.4
S4 3,420.3 3,498.7 3,885.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,194.0 3,981.0 213.0 5.3% 57.6 1.4% 10% False True 29,831
10 4,385.0 3,981.0 404.0 10.1% 54.9 1.4% 5% False True 30,195
20 4,385.0 3,981.0 404.0 10.1% 55.2 1.4% 5% False True 29,027
40 4,416.0 3,843.0 573.0 14.3% 60.4 1.5% 28% False False 31,491
60 4,416.0 3,843.0 573.0 14.3% 61.3 1.5% 28% False False 33,065
80 4,416.0 3,730.0 686.0 17.1% 61.3 1.5% 40% False False 24,885
100 4,596.0 3,730.0 866.0 21.6% 55.6 1.4% 32% False False 19,940
120 4,656.0 3,730.0 926.0 23.1% 47.8 1.2% 29% False False 16,644
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,306.5
2.618 4,205.3
1.618 4,143.3
1.000 4,105.0
0.618 4,081.3
HIGH 4,043.0
0.618 4,019.3
0.500 4,012.0
0.382 4,004.7
LOW 3,981.0
0.618 3,942.7
1.000 3,919.0
1.618 3,880.7
2.618 3,818.7
4.250 3,717.5
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 4,012.0 4,056.0
PP 4,009.0 4,038.3
S1 4,006.0 4,020.7

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

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