ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 4,089.0 4,115.0 26.0 0.6% 4,175.0
High 4,135.0 4,139.0 4.0 0.1% 4,194.0
Low 4,047.0 4,086.0 39.0 1.0% 3,981.0
Close 4,134.0 4,114.0 -20.0 -0.5% 4,003.0
Range 88.0 53.0 -35.0 -39.8% 213.0
ATR 74.5 72.9 -1.5 -2.1% 0.0
Volume 31,419 44,926 13,507 43.0% 149,155
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 4,272.0 4,246.0 4,143.2
R3 4,219.0 4,193.0 4,128.6
R2 4,166.0 4,166.0 4,123.7
R1 4,140.0 4,140.0 4,118.9 4,126.5
PP 4,113.0 4,113.0 4,113.0 4,106.3
S1 4,087.0 4,087.0 4,109.1 4,073.5
S2 4,060.0 4,060.0 4,104.3
S3 4,007.0 4,034.0 4,099.4
S4 3,954.0 3,981.0 4,084.9
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 4,139.0 3,981.0 158.0 3.8% 61.6 1.5% 84% True False 33,762
10 4,294.0 3,981.0 313.0 7.6% 58.0 1.4% 42% False False 31,846
20 4,385.0 3,981.0 404.0 9.8% 55.0 1.3% 33% False False 29,581
40 4,416.0 3,981.0 435.0 10.6% 60.4 1.5% 31% False False 31,393
60 4,416.0 3,843.0 573.0 13.9% 62.3 1.5% 47% False False 34,817
80 4,416.0 3,843.0 573.0 13.9% 59.0 1.4% 47% False False 26,219
100 4,595.0 3,730.0 865.0 21.0% 57.0 1.4% 44% False False 21,015
120 4,656.0 3,730.0 926.0 22.5% 49.3 1.2% 41% False False 17,535
Crabel Price Patterns
NR True
NR4 True
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 13.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,364.3
2.618 4,277.8
1.618 4,224.8
1.000 4,192.0
0.618 4,171.8
HIGH 4,139.0
0.618 4,118.8
0.500 4,112.5
0.382 4,106.2
LOW 4,086.0
0.618 4,053.2
1.000 4,033.0
1.618 4,000.2
2.618 3,947.2
4.250 3,860.8
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 4,113.5 4,103.0
PP 4,113.0 4,092.0
S1 4,112.5 4,081.0

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

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