ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 4,451.0 4,480.0 29.0 0.7% 4,492.0
High 4,491.0 4,494.0 3.0 0.1% 4,516.0
Low 4,448.0 4,477.0 29.0 0.7% 4,448.0
Close 4,476.0 4,488.0 12.0 0.3% 4,488.0
Range 43.0 17.0 -26.0 -60.5% 68.0
ATR 34.2 33.1 -1.2 -3.4% 0.0
Volume 21,576 14,575 -7,001 -32.4% 88,764
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 4,537.3 4,529.7 4,497.4
R3 4,520.3 4,512.7 4,492.7
R2 4,503.3 4,503.3 4,491.1
R1 4,495.7 4,495.7 4,489.6 4,499.5
PP 4,486.3 4,486.3 4,486.3 4,488.3
S1 4,478.7 4,478.7 4,486.4 4,482.5
S2 4,469.3 4,469.3 4,484.9
S3 4,452.3 4,461.7 4,483.3
S4 4,435.3 4,444.7 4,478.7
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 4,688.0 4,656.0 4,525.4
R3 4,620.0 4,588.0 4,506.7
R2 4,552.0 4,552.0 4,500.5
R1 4,520.0 4,520.0 4,494.2 4,502.0
PP 4,484.0 4,484.0 4,484.0 4,475.0
S1 4,452.0 4,452.0 4,481.8 4,434.0
S2 4,416.0 4,416.0 4,475.5
S3 4,348.0 4,384.0 4,469.3
S4 4,280.0 4,316.0 4,450.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,516.0 4,448.0 68.0 1.5% 28.2 0.6% 59% False False 17,752
10 4,516.0 4,348.0 168.0 3.7% 33.6 0.7% 83% False False 19,211
20 4,516.0 4,340.0 176.0 3.9% 31.0 0.7% 84% False False 30,610
40 4,516.0 4,251.0 265.0 5.9% 24.7 0.5% 89% False False 15,940
60 4,516.0 4,077.0 439.0 9.8% 18.3 0.4% 94% False False 10,655
80 4,516.0 3,982.0 534.0 11.9% 14.6 0.3% 95% False False 8,012
100 4,516.0 3,950.0 566.0 12.6% 12.0 0.3% 95% False False 6,417
120 4,516.0 3,950.0 566.0 12.6% 10.9 0.2% 95% False False 5,360
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 6.1
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4,566.3
2.618 4,538.5
1.618 4,521.5
1.000 4,511.0
0.618 4,504.5
HIGH 4,494.0
0.618 4,487.5
0.500 4,485.5
0.382 4,483.5
LOW 4,477.0
0.618 4,466.5
1.000 4,460.0
1.618 4,449.5
2.618 4,432.5
4.250 4,404.8
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 4,487.2 4,482.5
PP 4,486.3 4,477.0
S1 4,485.5 4,471.5

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

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