ASX SPI 200 Index Future March 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 4,138.0 4,125.0 -13.0 -0.3% 4,080.0
High 4,140.0 4,128.0 -12.0 -0.3% 4,185.0
Low 4,105.0 4,075.0 -30.0 -0.7% 4,068.0
Close 4,135.0 4,080.0 -55.0 -1.3% 4,080.0
Range 35.0 53.0 18.0 51.4% 117.0
ATR 64.8 64.4 -0.3 -0.5% 0.0
Volume 22,776 23,740 964 4.2% 91,001
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 4,253.3 4,219.7 4,109.2
R3 4,200.3 4,166.7 4,094.6
R2 4,147.3 4,147.3 4,089.7
R1 4,113.7 4,113.7 4,084.9 4,104.0
PP 4,094.3 4,094.3 4,094.3 4,089.5
S1 4,060.7 4,060.7 4,075.1 4,051.0
S2 4,041.3 4,041.3 4,070.3
S3 3,988.3 4,007.7 4,065.4
S4 3,935.3 3,954.7 4,050.9
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 4,462.0 4,388.0 4,144.4
R3 4,345.0 4,271.0 4,112.2
R2 4,228.0 4,228.0 4,101.5
R1 4,154.0 4,154.0 4,090.7 4,138.5
PP 4,111.0 4,111.0 4,111.0 4,103.3
S1 4,037.0 4,037.0 4,069.3 4,021.5
S2 3,994.0 3,994.0 4,058.6
S3 3,877.0 3,920.0 4,047.8
S4 3,760.0 3,803.0 4,015.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,185.0 4,015.0 170.0 4.2% 53.2 1.3% 38% False False 20,435
10 4,185.0 4,015.0 170.0 4.2% 47.7 1.2% 38% False False 19,202
20 4,306.0 4,015.0 291.0 7.1% 44.5 1.1% 22% False False 25,626
40 4,360.0 3,963.0 397.0 9.7% 36.0 0.9% 29% False False 12,908
60 4,387.0 3,963.0 424.0 10.4% 29.6 0.7% 28% False False 8,630
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,353.3
2.618 4,266.8
1.618 4,213.8
1.000 4,181.0
0.618 4,160.8
HIGH 4,128.0
0.618 4,107.8
0.500 4,101.5
0.382 4,095.2
LOW 4,075.0
0.618 4,042.2
1.000 4,022.0
1.618 3,989.2
2.618 3,936.2
4.250 3,849.8
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 4,101.5 4,130.0
PP 4,094.3 4,113.3
S1 4,087.2 4,096.7

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

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