ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 4,397.0 4,356.0 -41.0 -0.9% 4,415.0
High 4,397.0 4,372.0 -25.0 -0.6% 4,430.0
Low 4,373.0 4,353.0 -20.0 -0.5% 4,390.0
Close 4,385.0 4,367.0 -18.0 -0.4% 4,410.0
Range 24.0 19.0 -5.0 -20.8% 40.0
ATR 29.3 29.5 0.2 0.7% 0.0
Volume 19,849 16,392 -3,457 -17.4% 312,970
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 4,421.0 4,413.0 4,377.5
R3 4,402.0 4,394.0 4,372.2
R2 4,383.0 4,383.0 4,370.5
R1 4,375.0 4,375.0 4,368.7 4,379.0
PP 4,364.0 4,364.0 4,364.0 4,366.0
S1 4,356.0 4,356.0 4,365.3 4,360.0
S2 4,345.0 4,345.0 4,363.5
S3 4,326.0 4,337.0 4,361.8
S4 4,307.0 4,318.0 4,356.6
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 4,353.0 77.0 1.8% 23.6 0.5% 18% False True 20,496
10 4,430.0 4,341.0 89.0 2.0% 23.9 0.5% 29% False False 38,990
20 4,430.0 4,271.0 159.0 3.6% 25.0 0.6% 60% False False 19,778
40 4,430.0 4,172.0 258.0 5.9% 15.2 0.3% 76% False False 9,927
60 4,430.0 4,031.0 399.0 9.1% 11.9 0.3% 84% False False 6,651
80 4,430.0 3,950.0 480.0 11.0% 9.4 0.2% 87% False False 5,002
100 4,430.0 3,950.0 480.0 11.0% 8.7 0.2% 87% False False 4,018
120 4,430.0 3,950.0 480.0 11.0% 7.4 0.2% 87% False False 3,351
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 4.4
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,452.8
2.618 4,421.7
1.618 4,402.7
1.000 4,391.0
0.618 4,383.7
HIGH 4,372.0
0.618 4,364.7
0.500 4,362.5
0.382 4,360.3
LOW 4,353.0
0.618 4,341.3
1.000 4,334.0
1.618 4,322.3
2.618 4,303.3
4.250 4,272.3
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 4,365.5 4,381.5
PP 4,364.0 4,376.7
S1 4,362.5 4,371.8

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

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