ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 4,217.0 4,257.0 40.0 0.9% 4,305.0
High 4,243.0 4,278.0 35.0 0.8% 4,346.0
Low 4,186.0 4,246.0 60.0 1.4% 4,186.0
Close 4,189.0 4,260.0 71.0 1.7% 4,189.0
Range 57.0 32.0 -25.0 -43.9% 160.0
ATR 72.9 74.0 1.2 1.6% 0.0
Volume 42,276 59,875 17,599 41.6% 164,647
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,357.3 4,340.7 4,277.6
R3 4,325.3 4,308.7 4,268.8
R2 4,293.3 4,293.3 4,265.9
R1 4,276.7 4,276.7 4,262.9 4,285.0
PP 4,261.3 4,261.3 4,261.3 4,265.5
S1 4,244.7 4,244.7 4,257.1 4,253.0
S2 4,229.3 4,229.3 4,254.1
S3 4,197.3 4,212.7 4,251.2
S4 4,165.3 4,180.7 4,242.4
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,720.3 4,614.7 4,277.0
R3 4,560.3 4,454.7 4,233.0
R2 4,400.3 4,400.3 4,218.3
R1 4,294.7 4,294.7 4,203.7 4,267.5
PP 4,240.3 4,240.3 4,240.3 4,226.8
S1 4,134.7 4,134.7 4,174.3 4,107.5
S2 4,080.3 4,080.3 4,159.7
S3 3,920.3 3,974.7 4,145.0
S4 3,760.3 3,814.7 4,101.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,324.0 4,186.0 138.0 3.2% 44.2 1.0% 54% False False 37,843
10 4,346.0 4,047.0 299.0 7.0% 53.5 1.3% 71% False False 37,623
20 4,346.0 3,981.0 365.0 8.6% 53.5 1.3% 76% False False 33,899
40 4,416.0 3,981.0 435.0 10.2% 58.8 1.4% 64% False False 31,909
60 4,416.0 3,843.0 573.0 13.5% 59.9 1.4% 73% False False 34,188
80 4,416.0 3,843.0 573.0 13.5% 58.0 1.4% 73% False False 29,953
100 4,568.0 3,730.0 838.0 19.7% 59.1 1.4% 63% False False 24,011
120 4,656.0 3,730.0 926.0 21.7% 52.4 1.2% 57% False False 20,029
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 13.8
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4,414.0
2.618 4,361.8
1.618 4,329.8
1.000 4,310.0
0.618 4,297.8
HIGH 4,278.0
0.618 4,265.8
0.500 4,262.0
0.382 4,258.2
LOW 4,246.0
0.618 4,226.2
1.000 4,214.0
1.618 4,194.2
2.618 4,162.2
4.250 4,110.0
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 4,262.0 4,255.3
PP 4,261.3 4,250.7
S1 4,260.7 4,246.0

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

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