ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 4,455.0 4,400.0 -55.0 -1.2% 4,436.0
High 4,460.0 4,409.0 -51.0 -1.1% 4,509.0
Low 4,388.0 4,382.0 -6.0 -0.1% 4,421.0
Close 4,389.0 4,400.0 11.0 0.3% 4,484.0
Range 72.0 27.0 -45.0 -62.5% 88.0
ATR 41.6 40.5 -1.0 -2.5% 0.0
Volume 35,847 22,862 -12,985 -36.2% 114,810
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 4,478.0 4,466.0 4,414.9
R3 4,451.0 4,439.0 4,407.4
R2 4,424.0 4,424.0 4,405.0
R1 4,412.0 4,412.0 4,402.5 4,413.5
PP 4,397.0 4,397.0 4,397.0 4,397.8
S1 4,385.0 4,385.0 4,397.5 4,386.5
S2 4,370.0 4,370.0 4,395.1
S3 4,343.0 4,358.0 4,392.6
S4 4,316.0 4,331.0 4,385.2
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 4,735.3 4,697.7 4,532.4
R3 4,647.3 4,609.7 4,508.2
R2 4,559.3 4,559.3 4,500.1
R1 4,521.7 4,521.7 4,492.1 4,540.5
PP 4,471.3 4,471.3 4,471.3 4,480.8
S1 4,433.7 4,433.7 4,475.9 4,452.5
S2 4,383.3 4,383.3 4,467.9
S3 4,295.3 4,345.7 4,459.8
S4 4,207.3 4,257.7 4,435.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,488.0 4,382.0 106.0 2.4% 43.0 1.0% 17% False True 25,971
10 4,509.0 4,382.0 127.0 2.9% 42.7 1.0% 14% False True 25,655
20 4,580.0 4,382.0 198.0 4.5% 38.1 0.9% 9% False True 24,058
40 4,580.0 4,340.0 240.0 5.5% 34.2 0.8% 25% False False 22,560
60 4,580.0 4,271.0 309.0 7.0% 29.3 0.7% 42% False False 19,934
80 4,580.0 4,077.0 503.0 11.4% 23.7 0.5% 64% False False 14,967
100 4,580.0 3,982.0 598.0 13.6% 20.0 0.5% 70% False False 11,995
120 4,580.0 3,950.0 630.0 14.3% 17.0 0.4% 71% False False 10,003
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 8.8
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,523.8
2.618 4,479.7
1.618 4,452.7
1.000 4,436.0
0.618 4,425.7
HIGH 4,409.0
0.618 4,398.7
0.500 4,395.5
0.382 4,392.3
LOW 4,382.0
0.618 4,365.3
1.000 4,355.0
1.618 4,338.3
2.618 4,311.3
4.250 4,267.3
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 4,398.5 4,432.0
PP 4,397.0 4,421.3
S1 4,395.5 4,410.7

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

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