ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 4,347.0 4,331.0 -16.0 -0.4% 4,326.0
High 4,349.0 4,336.0 -13.0 -0.3% 4,378.0
Low 4,345.0 4,297.0 -48.0 -1.1% 4,326.0
Close 4,354.0 4,306.0 -48.0 -1.1% 4,333.0
Range 4.0 39.0 35.0 875.0% 52.0
ATR 23.9 26.2 2.4 9.9% 0.0
Volume 227 285 58 25.6% 404
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,430.0 4,407.0 4,327.5
R3 4,391.0 4,368.0 4,316.7
R2 4,352.0 4,352.0 4,313.2
R1 4,329.0 4,329.0 4,309.6 4,321.0
PP 4,313.0 4,313.0 4,313.0 4,309.0
S1 4,290.0 4,290.0 4,302.4 4,282.0
S2 4,274.0 4,274.0 4,298.9
S3 4,235.0 4,251.0 4,295.3
S4 4,196.0 4,212.0 4,284.6
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,501.7 4,469.3 4,361.6
R3 4,449.7 4,417.3 4,347.3
R2 4,397.7 4,397.7 4,342.5
R1 4,365.3 4,365.3 4,337.8 4,381.5
PP 4,345.7 4,345.7 4,345.7 4,353.8
S1 4,313.3 4,313.3 4,328.2 4,329.5
S2 4,293.7 4,293.7 4,323.5
S3 4,241.7 4,261.3 4,318.7
S4 4,189.7 4,209.3 4,304.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,357.0 4,297.0 60.0 1.4% 9.4 0.2% 15% False True 170
10 4,378.0 4,235.0 143.0 3.3% 11.7 0.3% 50% False False 102
20 4,378.0 4,172.0 206.0 4.8% 7.3 0.2% 65% False False 91
40 4,378.0 4,031.0 347.0 8.1% 6.3 0.1% 79% False False 94
60 4,378.0 3,982.0 396.0 9.2% 4.8 0.1% 82% False False 80
80 4,378.0 3,950.0 428.0 9.9% 5.1 0.1% 83% False False 82
100 4,397.0 3,950.0 447.0 10.4% 4.3 0.1% 80% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.7
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 4,501.8
2.618 4,438.1
1.618 4,399.1
1.000 4,375.0
0.618 4,360.1
HIGH 4,336.0
0.618 4,321.1
0.500 4,316.5
0.382 4,311.9
LOW 4,297.0
0.618 4,272.9
1.000 4,258.0
1.618 4,233.9
2.618 4,194.9
4.250 4,131.3
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 4,316.5 4,323.5
PP 4,313.0 4,317.7
S1 4,309.5 4,311.8

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

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