ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 4,436.0 4,455.0 19.0 0.4% 4,482.0
High 4,467.0 4,478.0 11.0 0.2% 4,520.0
Low 4,421.0 4,450.0 29.0 0.7% 4,434.0
Close 4,458.0 4,473.0 15.0 0.3% 4,445.0
Range 46.0 28.0 -18.0 -39.1% 86.0
ATR 39.1 38.3 -0.8 -2.0% 0.0
Volume 24,464 16,056 -8,408 -34.4% 130,931
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 4,551.0 4,540.0 4,488.4
R3 4,523.0 4,512.0 4,480.7
R2 4,495.0 4,495.0 4,478.1
R1 4,484.0 4,484.0 4,475.6 4,489.5
PP 4,467.0 4,467.0 4,467.0 4,469.8
S1 4,456.0 4,456.0 4,470.4 4,461.5
S2 4,439.0 4,439.0 4,467.9
S3 4,411.0 4,428.0 4,465.3
S4 4,383.0 4,400.0 4,457.6
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 4,724.3 4,670.7 4,492.3
R3 4,638.3 4,584.7 4,468.7
R2 4,552.3 4,552.3 4,460.8
R1 4,498.7 4,498.7 4,452.9 4,482.5
PP 4,466.3 4,466.3 4,466.3 4,458.3
S1 4,412.7 4,412.7 4,437.1 4,396.5
S2 4,380.3 4,380.3 4,429.2
S3 4,294.3 4,326.7 4,421.4
S4 4,208.3 4,240.7 4,397.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,520.0 4,421.0 99.0 2.2% 40.8 0.9% 53% False False 25,720
10 4,520.0 4,421.0 99.0 2.2% 37.8 0.8% 53% False False 23,769
20 4,580.0 4,421.0 159.0 3.6% 32.8 0.7% 33% False False 22,913
40 4,580.0 4,339.0 241.0 5.4% 31.6 0.7% 56% False False 25,919
60 4,580.0 4,235.0 345.0 7.7% 26.2 0.6% 69% False False 17,348
80 4,580.0 4,069.0 511.0 11.4% 20.9 0.5% 79% False False 13,032
100 4,580.0 3,982.0 598.0 13.4% 17.4 0.4% 82% False False 10,444
120 4,580.0 3,950.0 630.0 14.1% 14.9 0.3% 83% False False 8,708
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 8.9
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,597.0
2.618 4,551.3
1.618 4,523.3
1.000 4,506.0
0.618 4,495.3
HIGH 4,478.0
0.618 4,467.3
0.500 4,464.0
0.382 4,460.7
LOW 4,450.0
0.618 4,432.7
1.000 4,422.0
1.618 4,404.7
2.618 4,376.7
4.250 4,331.0
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 4,470.0 4,465.2
PP 4,467.0 4,457.3
S1 4,464.0 4,449.5

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

View Archives - Comment on this page... - Back to Index of Symbols