ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 4,473.0 4,502.0 29.0 0.6% 4,492.0
High 4,491.0 4,515.0 24.0 0.5% 4,516.0
Low 4,471.0 4,485.0 14.0 0.3% 4,448.0
Close 4,481.0 4,492.0 11.0 0.2% 4,488.0
Range 20.0 30.0 10.0 50.0% 68.0
ATR 32.1 32.3 0.1 0.4% 0.0
Volume 18,752 27,256 8,504 45.3% 88,764
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 4,587.3 4,569.7 4,508.5
R3 4,557.3 4,539.7 4,500.3
R2 4,527.3 4,527.3 4,497.5
R1 4,509.7 4,509.7 4,494.8 4,503.5
PP 4,497.3 4,497.3 4,497.3 4,494.3
S1 4,479.7 4,479.7 4,489.3 4,473.5
S2 4,467.3 4,467.3 4,486.5
S3 4,437.3 4,449.7 4,483.8
S4 4,407.3 4,419.7 4,475.5
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 4,515.0 4,448.0 67.0 1.5% 26.2 0.6% 66% True False 20,220
10 4,516.0 4,434.0 82.0 1.8% 27.6 0.6% 71% False False 19,552
20 4,516.0 4,340.0 176.0 3.9% 31.2 0.7% 86% False False 23,460
40 4,516.0 4,271.0 245.0 5.5% 24.9 0.6% 90% False False 17,088
60 4,516.0 4,077.0 439.0 9.8% 18.6 0.4% 95% False False 11,420
80 4,516.0 3,982.0 534.0 11.9% 15.3 0.3% 96% False False 8,587
100 4,516.0 3,950.0 566.0 12.6% 12.5 0.3% 96% False False 6,877
120 4,516.0 3,950.0 566.0 12.6% 11.2 0.2% 96% False False 5,743
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 6.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,642.5
2.618 4,593.5
1.618 4,563.5
1.000 4,545.0
0.618 4,533.5
HIGH 4,515.0
0.618 4,503.5
0.500 4,500.0
0.382 4,496.5
LOW 4,485.0
0.618 4,466.5
1.000 4,455.0
1.618 4,436.5
2.618 4,406.5
4.250 4,357.5
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 4,500.0 4,493.0
PP 4,497.3 4,492.7
S1 4,494.7 4,492.3

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

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