ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 4,305.0 4,320.0 15.0 0.3% 4,024.0
High 4,346.0 4,324.0 -22.0 -0.5% 4,303.0
Low 4,295.0 4,259.0 -36.0 -0.8% 4,023.0
Close 4,318.0 4,268.0 -50.0 -1.2% 4,298.0
Range 51.0 65.0 14.0 27.5% 280.0
ATR 75.9 75.1 -0.8 -1.0% 0.0
Volume 35,306 30,615 -4,691 -13.3% 183,079
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,478.7 4,438.3 4,303.8
R3 4,413.7 4,373.3 4,285.9
R2 4,348.7 4,348.7 4,279.9
R1 4,308.3 4,308.3 4,274.0 4,296.0
PP 4,283.7 4,283.7 4,283.7 4,277.5
S1 4,243.3 4,243.3 4,262.0 4,231.0
S2 4,218.7 4,218.7 4,256.1
S3 4,153.7 4,178.3 4,250.1
S4 4,088.7 4,113.3 4,232.3
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 4,086.0 260.0 6.1% 58.2 1.4% 70% False False 37,243
10 4,346.0 3,981.0 365.0 8.6% 61.9 1.5% 79% False False 34,360
20 4,385.0 3,981.0 404.0 9.5% 57.5 1.3% 71% False False 31,661
40 4,416.0 3,981.0 435.0 10.2% 59.1 1.4% 66% False False 31,157
60 4,416.0 3,843.0 573.0 13.4% 62.2 1.5% 74% False False 34,580
80 4,416.0 3,843.0 573.0 13.4% 58.7 1.4% 74% False False 27,979
100 4,595.0 3,730.0 865.0 20.3% 58.5 1.4% 62% False False 22,427
120 4,656.0 3,730.0 926.0 21.7% 51.3 1.2% 58% False False 18,707
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 10.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,600.3
2.618 4,494.2
1.618 4,429.2
1.000 4,389.0
0.618 4,364.2
HIGH 4,324.0
0.618 4,299.2
0.500 4,291.5
0.382 4,283.8
LOW 4,259.0
0.618 4,218.8
1.000 4,194.0
1.618 4,153.8
2.618 4,088.8
4.250 3,982.8
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 4,291.5 4,289.5
PP 4,283.7 4,282.3
S1 4,275.8 4,275.2

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

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