ASX SPI 200 Index Future March 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 4,075.0 4,080.0 5.0 0.1% 4,146.0
High 4,079.0 4,090.0 11.0 0.3% 4,146.0
Low 4,015.0 4,068.0 53.0 1.3% 4,015.0
Close 4,019.0 4,071.0 52.0 1.3% 4,019.0
Range 64.0 22.0 -42.0 -65.6% 131.0
ATR 61.1 61.8 0.7 1.2% 0.0
Volume 11,175 11,079 -96 -0.9% 41,941
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 4,142.3 4,128.7 4,083.1
R3 4,120.3 4,106.7 4,077.1
R2 4,098.3 4,098.3 4,075.0
R1 4,084.7 4,084.7 4,073.0 4,080.5
PP 4,076.3 4,076.3 4,076.3 4,074.3
S1 4,062.7 4,062.7 4,069.0 4,058.5
S2 4,054.3 4,054.3 4,067.0
S3 4,032.3 4,040.7 4,065.0
S4 4,010.3 4,018.7 4,058.9
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 4,453.0 4,367.0 4,091.1
R3 4,322.0 4,236.0 4,055.0
R2 4,191.0 4,191.0 4,043.0
R1 4,105.0 4,105.0 4,031.0 4,082.5
PP 4,060.0 4,060.0 4,060.0 4,048.8
S1 3,974.0 3,974.0 4,007.0 3,951.5
S2 3,929.0 3,929.0 3,995.0
S3 3,798.0 3,843.0 3,983.0
S4 3,667.0 3,712.0 3,947.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,146.0 4,015.0 131.0 3.2% 46.6 1.1% 43% False False 13,366
10 4,156.0 4,015.0 141.0 3.5% 43.8 1.1% 40% False False 19,799
20 4,311.0 4,015.0 296.0 7.3% 40.0 1.0% 19% False False 21,696
40 4,360.0 3,963.0 397.0 9.8% 31.6 0.8% 27% False False 10,911
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 5.1
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4,183.5
2.618 4,147.6
1.618 4,125.6
1.000 4,112.0
0.618 4,103.6
HIGH 4,090.0
0.618 4,081.6
0.500 4,079.0
0.382 4,076.4
LOW 4,068.0
0.618 4,054.4
1.000 4,046.0
1.618 4,032.4
2.618 4,010.4
4.250 3,974.5
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 4,079.0 4,064.8
PP 4,076.3 4,058.7
S1 4,073.7 4,052.5

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

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