ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 4,423.0 4,410.0 -13.0 -0.3% 4,415.0
High 4,425.0 4,430.0 5.0 0.1% 4,430.0
Low 4,402.0 4,406.0 4.0 0.1% 4,390.0
Close 4,405.0 4,410.0 5.0 0.1% 4,410.0
Range 23.0 24.0 1.0 4.3% 40.0
ATR 30.1 29.8 -0.4 -1.2% 0.0
Volume 22,844 21,726 -1,118 -4.9% 312,970
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 4,487.3 4,472.7 4,423.2
R3 4,463.3 4,448.7 4,416.6
R2 4,439.3 4,439.3 4,414.4
R1 4,424.7 4,424.7 4,412.2 4,422.0
PP 4,415.3 4,415.3 4,415.3 4,414.0
S1 4,400.7 4,400.7 4,407.8 4,398.0
S2 4,391.3 4,391.3 4,405.6
S3 4,367.3 4,376.7 4,403.4
S4 4,343.3 4,352.7 4,396.8
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 4,530.0 4,510.0 4,432.0
R3 4,490.0 4,470.0 4,421.0
R2 4,450.0 4,450.0 4,417.3
R1 4,430.0 4,430.0 4,413.7 4,420.0
PP 4,410.0 4,410.0 4,410.0 4,405.0
S1 4,390.0 4,390.0 4,406.3 4,380.0
S2 4,370.0 4,370.0 4,402.7
S3 4,330.0 4,350.0 4,399.0
S4 4,290.0 4,310.0 4,388.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,430.0 4,390.0 40.0 0.9% 26.0 0.6% 50% True False 62,594
10 4,430.0 4,321.0 109.0 2.5% 23.3 0.5% 82% True False 33,575
20 4,430.0 4,271.0 159.0 3.6% 21.7 0.5% 87% True False 16,894
40 4,430.0 4,100.0 330.0 7.5% 14.4 0.3% 94% True False 8,480
60 4,430.0 4,016.0 414.0 9.4% 11.3 0.3% 95% True False 5,694
80 4,430.0 3,950.0 480.0 10.9% 8.6 0.2% 96% True False 4,279
100 4,430.0 3,950.0 480.0 10.9% 8.0 0.2% 96% True False 3,439
120 4,430.0 3,950.0 480.0 10.9% 6.8 0.2% 96% True False 2,868
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 3.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,532.0
2.618 4,492.8
1.618 4,468.8
1.000 4,454.0
0.618 4,444.8
HIGH 4,430.0
0.618 4,420.8
0.500 4,418.0
0.382 4,415.2
LOW 4,406.0
0.618 4,391.2
1.000 4,382.0
1.618 4,367.2
2.618 4,343.2
4.250 4,304.0
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 4,418.0 4,412.0
PP 4,415.3 4,411.3
S1 4,412.7 4,410.7

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

View Archives - Comment on this page... - Back to Index of Symbols