ASX SPI 200 Index Future March 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 4,113.0 4,032.0 -81.0 -2.0% 4,241.0
High 4,113.0 4,059.0 -54.0 -1.3% 4,262.0
Low 4,034.0 4,026.0 -8.0 -0.2% 4,096.0
Close 4,047.0 4,039.0 -8.0 -0.2% 4,134.0
Range 79.0 33.0 -46.0 -58.2% 166.0
ATR 61.5 59.4 -2.0 -3.3% 0.0
Volume 37,503 22,501 -15,002 -40.0% 253,752
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,140.3 4,122.7 4,057.2
R3 4,107.3 4,089.7 4,048.1
R2 4,074.3 4,074.3 4,045.1
R1 4,056.7 4,056.7 4,042.0 4,065.5
PP 4,041.3 4,041.3 4,041.3 4,045.8
S1 4,023.7 4,023.7 4,036.0 4,032.5
S2 4,008.3 4,008.3 4,033.0
S3 3,975.3 3,990.7 4,029.9
S4 3,942.3 3,957.7 4,020.9
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,662.0 4,564.0 4,225.3
R3 4,496.0 4,398.0 4,179.7
R2 4,330.0 4,330.0 4,164.4
R1 4,232.0 4,232.0 4,149.2 4,198.0
PP 4,164.0 4,164.0 4,164.0 4,147.0
S1 4,066.0 4,066.0 4,118.8 4,032.0
S2 3,998.0 3,998.0 4,103.6
S3 3,832.0 3,900.0 4,088.4
S4 3,666.0 3,734.0 4,042.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,190.0 4,026.0 164.0 4.1% 44.8 1.1% 8% False True 31,971
10 4,306.0 4,026.0 280.0 6.9% 41.3 1.0% 5% False True 32,050
20 4,311.0 3,963.0 348.0 8.6% 39.7 1.0% 22% False False 16,181
40 4,387.0 3,963.0 424.0 10.5% 28.2 0.7% 18% False False 8,122
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 7.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,199.3
2.618 4,145.4
1.618 4,112.4
1.000 4,092.0
0.618 4,079.4
HIGH 4,059.0
0.618 4,046.4
0.500 4,042.5
0.382 4,038.6
LOW 4,026.0
0.618 4,005.6
1.000 3,993.0
1.618 3,972.6
2.618 3,939.6
4.250 3,885.8
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 4,042.5 4,091.0
PP 4,041.3 4,073.7
S1 4,040.2 4,056.3

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

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