ASX SPI 200 Index Future March 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 4,169.0 4,180.0 11.0 0.3% 4,090.0
High 4,171.0 4,182.0 11.0 0.3% 4,182.0
Low 4,138.0 4,160.0 22.0 0.5% 4,062.0
Close 4,152.0 4,180.0 28.0 0.7% 4,180.0
Range 33.0 22.0 -11.0 -33.3% 120.0
ATR 60.4 58.3 -2.2 -3.6% 0.0
Volume 20,662 15,400 -5,262 -25.5% 114,190
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 4,240.0 4,232.0 4,192.1
R3 4,218.0 4,210.0 4,186.1
R2 4,196.0 4,196.0 4,184.0
R1 4,188.0 4,188.0 4,182.0 4,191.0
PP 4,174.0 4,174.0 4,174.0 4,175.5
S1 4,166.0 4,166.0 4,178.0 4,169.0
S2 4,152.0 4,152.0 4,176.0
S3 4,130.0 4,144.0 4,174.0
S4 4,108.0 4,122.0 4,167.9
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 4,501.3 4,460.7 4,246.0
R3 4,381.3 4,340.7 4,213.0
R2 4,261.3 4,261.3 4,202.0
R1 4,220.7 4,220.7 4,191.0 4,241.0
PP 4,141.3 4,141.3 4,141.3 4,151.5
S1 4,100.7 4,100.7 4,169.0 4,121.0
S2 4,021.3 4,021.3 4,158.0
S3 3,901.3 3,980.7 4,147.0
S4 3,781.3 3,860.7 4,114.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,182.0 4,062.0 120.0 2.9% 37.2 0.9% 98% True False 22,838
10 4,185.0 4,015.0 170.0 4.1% 45.2 1.1% 97% False False 21,636
20 4,190.0 4,015.0 175.0 4.2% 44.4 1.1% 94% False False 23,303
40 4,311.0 3,963.0 348.0 8.3% 38.4 0.9% 62% False False 15,753
60 4,387.0 3,963.0 424.0 10.1% 31.3 0.7% 51% False False 10,521
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,275.5
2.618 4,239.6
1.618 4,217.6
1.000 4,204.0
0.618 4,195.6
HIGH 4,182.0
0.618 4,173.6
0.500 4,171.0
0.382 4,168.4
LOW 4,160.0
0.618 4,146.4
1.000 4,138.0
1.618 4,124.4
2.618 4,102.4
4.250 4,066.5
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 4,177.0 4,172.7
PP 4,174.0 4,165.3
S1 4,171.0 4,158.0

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

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