ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 4,467.0 4,492.0 25.0 0.6% 4,352.0
High 4,500.0 4,499.0 -1.0 0.0% 4,500.0
Low 4,461.0 4,478.0 17.0 0.4% 4,348.0
Close 4,492.0 4,479.0 -13.0 -0.3% 4,492.0
Range 39.0 21.0 -18.0 -46.2% 152.0
ATR 33.9 33.0 -0.9 -2.7% 0.0
Volume 21,669 15,079 -6,590 -30.4% 103,348
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 4,548.3 4,534.7 4,490.6
R3 4,527.3 4,513.7 4,484.8
R2 4,506.3 4,506.3 4,482.9
R1 4,492.7 4,492.7 4,480.9 4,489.0
PP 4,485.3 4,485.3 4,485.3 4,483.5
S1 4,471.7 4,471.7 4,477.1 4,468.0
S2 4,464.3 4,464.3 4,475.2
S3 4,443.3 4,450.7 4,473.2
S4 4,422.3 4,429.7 4,467.5
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 4,902.7 4,849.3 4,575.6
R3 4,750.7 4,697.3 4,533.8
R2 4,598.7 4,598.7 4,519.9
R1 4,545.3 4,545.3 4,505.9 4,572.0
PP 4,446.7 4,446.7 4,446.7 4,460.0
S1 4,393.3 4,393.3 4,478.1 4,420.0
S2 4,294.7 4,294.7 4,464.1
S3 4,142.7 4,241.3 4,450.2
S4 3,990.7 4,089.3 4,408.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,500.0 4,402.0 98.0 2.2% 29.0 0.6% 79% False False 19,740
10 4,500.0 4,340.0 160.0 3.6% 34.2 0.8% 87% False False 20,387
20 4,500.0 4,321.0 179.0 4.0% 29.5 0.7% 88% False False 28,061
40 4,500.0 4,235.0 265.0 5.9% 22.4 0.5% 92% False False 14,104
60 4,500.0 4,031.0 469.0 10.5% 16.5 0.4% 96% False False 9,440
80 4,500.0 3,982.0 518.0 11.6% 13.1 0.3% 96% False False 7,095
100 4,500.0 3,950.0 550.0 12.3% 11.3 0.3% 96% False False 5,692
120 4,500.0 3,950.0 550.0 12.3% 9.9 0.2% 96% False False 4,748
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,588.3
2.618 4,554.0
1.618 4,533.0
1.000 4,520.0
0.618 4,512.0
HIGH 4,499.0
0.618 4,491.0
0.500 4,488.5
0.382 4,486.0
LOW 4,478.0
0.618 4,465.0
1.000 4,457.0
1.618 4,444.0
2.618 4,423.0
4.250 4,388.8
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 4,488.5 4,475.7
PP 4,485.3 4,472.3
S1 4,482.2 4,469.0

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

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