ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 4,320.0 4,301.0 -19.0 -0.4% 4,024.0
High 4,324.0 4,324.0 0.0 0.0% 4,303.0
Low 4,259.0 4,290.0 31.0 0.7% 4,023.0
Close 4,268.0 4,308.0 40.0 0.9% 4,298.0
Range 65.0 34.0 -31.0 -47.7% 280.0
ATR 75.1 73.8 -1.4 -1.8% 0.0
Volume 30,615 27,478 -3,137 -10.2% 183,079
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,409.3 4,392.7 4,326.7
R3 4,375.3 4,358.7 4,317.4
R2 4,341.3 4,341.3 4,314.2
R1 4,324.7 4,324.7 4,311.1 4,333.0
PP 4,307.3 4,307.3 4,307.3 4,311.5
S1 4,290.7 4,290.7 4,304.9 4,299.0
S2 4,273.3 4,273.3 4,301.8
S3 4,239.3 4,256.7 4,298.7
S4 4,205.3 4,222.7 4,289.3
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 4,212.0 134.0 3.1% 54.4 1.3% 72% False False 33,753
10 4,346.0 3,981.0 365.0 8.5% 58.0 1.3% 90% False False 33,757
20 4,385.0 3,981.0 404.0 9.4% 57.5 1.3% 81% False False 31,687
40 4,416.0 3,981.0 435.0 10.1% 58.7 1.4% 75% False False 31,045
60 4,416.0 3,843.0 573.0 13.3% 60.9 1.4% 81% False False 33,711
80 4,416.0 3,843.0 573.0 13.3% 58.2 1.4% 81% False False 28,320
100 4,595.0 3,730.0 865.0 20.1% 58.7 1.4% 67% False False 22,702
120 4,656.0 3,730.0 926.0 21.5% 51.6 1.2% 62% False False 18,936
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.5
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4,468.5
2.618 4,413.0
1.618 4,379.0
1.000 4,358.0
0.618 4,345.0
HIGH 4,324.0
0.618 4,311.0
0.500 4,307.0
0.382 4,303.0
LOW 4,290.0
0.618 4,269.0
1.000 4,256.0
1.618 4,235.0
2.618 4,201.0
4.250 4,145.5
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 4,307.7 4,306.2
PP 4,307.3 4,304.3
S1 4,307.0 4,302.5

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

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