ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 4,237.0 4,305.0 68.0 1.6% 4,024.0
High 4,303.0 4,346.0 43.0 1.0% 4,303.0
Low 4,233.0 4,295.0 62.0 1.5% 4,023.0
Close 4,298.0 4,318.0 20.0 0.5% 4,298.0
Range 70.0 51.0 -19.0 -27.1% 280.0
ATR 77.8 75.9 -1.9 -2.5% 0.0
Volume 35,335 35,306 -29 -0.1% 183,079
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,472.7 4,446.3 4,346.1
R3 4,421.7 4,395.3 4,332.0
R2 4,370.7 4,370.7 4,327.4
R1 4,344.3 4,344.3 4,322.7 4,357.5
PP 4,319.7 4,319.7 4,319.7 4,326.3
S1 4,293.3 4,293.3 4,313.3 4,306.5
S2 4,268.7 4,268.7 4,308.7
S3 4,217.7 4,242.3 4,304.0
S4 4,166.7 4,191.3 4,290.0
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,048.0 4,953.0 4,452.0
R3 4,768.0 4,673.0 4,375.0
R2 4,488.0 4,488.0 4,349.3
R1 4,393.0 4,393.0 4,323.7 4,440.5
PP 4,208.0 4,208.0 4,208.0 4,231.8
S1 4,113.0 4,113.0 4,272.3 4,160.5
S2 3,928.0 3,928.0 4,246.7
S3 3,648.0 3,833.0 4,221.0
S4 3,368.0 3,553.0 4,144.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,346.0 4,047.0 299.0 6.9% 62.8 1.5% 91% True False 37,404
10 4,346.0 3,981.0 365.0 8.5% 61.8 1.4% 92% True False 34,180
20 4,385.0 3,981.0 404.0 9.4% 56.0 1.3% 83% False False 31,146
40 4,416.0 3,981.0 435.0 10.1% 58.5 1.4% 77% False False 31,219
60 4,416.0 3,843.0 573.0 13.3% 61.9 1.4% 83% False False 35,927
80 4,416.0 3,843.0 573.0 13.3% 58.8 1.4% 83% False False 27,599
100 4,595.0 3,730.0 865.0 20.0% 58.2 1.3% 68% False False 22,121
120 4,656.0 3,730.0 926.0 21.4% 50.8 1.2% 63% False False 18,452
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 11.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,562.8
2.618 4,479.5
1.618 4,428.5
1.000 4,397.0
0.618 4,377.5
HIGH 4,346.0
0.618 4,326.5
0.500 4,320.5
0.382 4,314.5
LOW 4,295.0
0.618 4,263.5
1.000 4,244.0
1.618 4,212.5
2.618 4,161.5
4.250 4,078.3
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 4,320.5 4,305.0
PP 4,319.7 4,292.0
S1 4,318.8 4,279.0

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

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