ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 4,480.0 4,473.0 -7.0 -0.2% 4,492.0
High 4,494.0 4,491.0 -3.0 -0.1% 4,516.0
Low 4,477.0 4,471.0 -6.0 -0.1% 4,448.0
Close 4,488.0 4,481.0 -7.0 -0.2% 4,488.0
Range 17.0 20.0 3.0 17.6% 68.0
ATR 33.1 32.1 -0.9 -2.8% 0.0
Volume 14,575 18,752 4,177 28.7% 88,764
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 4,541.0 4,531.0 4,492.0
R3 4,521.0 4,511.0 4,486.5
R2 4,501.0 4,501.0 4,484.7
R1 4,491.0 4,491.0 4,482.8 4,496.0
PP 4,481.0 4,481.0 4,481.0 4,483.5
S1 4,471.0 4,471.0 4,479.2 4,476.0
S2 4,461.0 4,461.0 4,477.3
S3 4,441.0 4,451.0 4,475.5
S4 4,421.0 4,431.0 4,470.0
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% 28.0 0.6% 49% False False 18,487
10 4,516.0 4,402.0 114.0 2.5% 28.5 0.6% 69% False False 19,113
20 4,516.0 4,340.0 176.0 3.9% 30.7 0.7% 80% False False 28,046
40 4,516.0 4,271.0 245.0 5.5% 24.4 0.5% 86% False False 16,407
60 4,516.0 4,077.0 439.0 9.8% 18.2 0.4% 92% False False 10,966
80 4,516.0 3,982.0 534.0 11.9% 14.9 0.3% 93% False False 8,246
100 4,516.0 3,950.0 566.0 12.6% 12.2 0.3% 94% False False 6,605
120 4,516.0 3,950.0 566.0 12.6% 10.9 0.2% 94% False False 5,516
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,576.0
2.618 4,543.4
1.618 4,523.4
1.000 4,511.0
0.618 4,503.4
HIGH 4,491.0
0.618 4,483.4
0.500 4,481.0
0.382 4,478.6
LOW 4,471.0
0.618 4,458.6
1.000 4,451.0
1.618 4,438.6
2.618 4,418.6
4.250 4,386.0
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 4,481.0 4,477.7
PP 4,481.0 4,474.3
S1 4,481.0 4,471.0

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

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