ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 4,170.0 4,127.0 -43.0 -1.0% 4,305.0
High 4,205.0 4,158.0 -47.0 -1.1% 4,346.0
Low 4,167.0 4,127.0 -40.0 -1.0% 4,186.0
Close 4,179.0 4,153.0 -26.0 -0.6% 4,189.0
Range 38.0 31.0 -7.0 -18.4% 160.0
ATR 72.1 70.7 -1.4 -2.0% 0.0
Volume 58,852 3,726 -55,126 -93.7% 164,647
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,239.0 4,227.0 4,170.1
R3 4,208.0 4,196.0 4,161.5
R2 4,177.0 4,177.0 4,158.7
R1 4,165.0 4,165.0 4,155.8 4,171.0
PP 4,146.0 4,146.0 4,146.0 4,149.0
S1 4,134.0 4,134.0 4,150.2 4,140.0
S2 4,115.0 4,115.0 4,147.3
S3 4,084.0 4,103.0 4,144.5
S4 4,053.0 4,072.0 4,136.0
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 4,278.0 4,127.0 151.0 3.6% 37.2 0.9% 17% False True 61,188
10 4,346.0 4,127.0 219.0 5.3% 43.9 1.1% 12% False True 46,364
20 4,346.0 3,981.0 365.0 8.8% 50.8 1.2% 47% False False 39,420
40 4,416.0 3,981.0 435.0 10.5% 57.8 1.4% 40% False False 34,534
60 4,416.0 3,843.0 573.0 13.8% 58.7 1.4% 54% False False 35,596
80 4,416.0 3,843.0 573.0 13.8% 57.4 1.4% 54% False False 32,490
100 4,503.0 3,730.0 773.0 18.6% 59.3 1.4% 55% False False 26,047
120 4,656.0 3,730.0 926.0 22.3% 52.6 1.3% 46% False False 21,720
Crabel Price Patterns
NR True
NR4 False
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 8.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,289.8
2.618 4,239.2
1.618 4,208.2
1.000 4,189.0
0.618 4,177.2
HIGH 4,158.0
0.618 4,146.2
0.500 4,142.5
0.382 4,138.8
LOW 4,127.0
0.618 4,107.8
1.000 4,096.0
1.618 4,076.8
2.618 4,045.8
4.250 3,995.3
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 4,149.5 4,166.0
PP 4,146.0 4,161.7
S1 4,142.5 4,157.3

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

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