ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 4,538.0 4,505.0 -33.0 -0.7% 4,438.0
High 4,546.0 4,533.0 -13.0 -0.3% 4,525.0
Low 4,504.0 4,501.0 -3.0 -0.1% 4,429.0
Close 4,505.0 4,525.0 20.0 0.4% 4,516.0
Range 42.0 32.0 -10.0 -23.8% 96.0
ATR 37.6 37.2 -0.4 -1.1% 0.0
Volume 21,517 18,037 -3,480 -16.2% 96,416
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 4,615.7 4,602.3 4,542.6
R3 4,583.7 4,570.3 4,533.8
R2 4,551.7 4,551.7 4,530.9
R1 4,538.3 4,538.3 4,527.9 4,545.0
PP 4,519.7 4,519.7 4,519.7 4,523.0
S1 4,506.3 4,506.3 4,522.1 4,513.0
S2 4,487.7 4,487.7 4,519.1
S3 4,455.7 4,474.3 4,516.2
S4 4,423.7 4,442.3 4,507.4
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 4,778.0 4,743.0 4,568.8
R3 4,682.0 4,647.0 4,542.4
R2 4,586.0 4,586.0 4,533.6
R1 4,551.0 4,551.0 4,524.8 4,568.5
PP 4,490.0 4,490.0 4,490.0 4,498.8
S1 4,455.0 4,455.0 4,507.2 4,472.5
S2 4,394.0 4,394.0 4,498.4
S3 4,298.0 4,359.0 4,489.6
S4 4,202.0 4,263.0 4,463.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,551.0 4,455.0 96.0 2.1% 33.4 0.7% 73% False False 21,908
10 4,551.0 4,404.0 147.0 3.2% 29.4 0.6% 82% False False 19,347
20 4,551.0 4,342.0 209.0 4.6% 31.9 0.7% 88% False False 21,497
40 4,580.0 4,342.0 238.0 5.3% 32.9 0.7% 77% False False 22,371
60 4,580.0 4,340.0 240.0 5.3% 31.9 0.7% 77% False False 24,832
80 4,580.0 4,235.0 345.0 7.6% 28.2 0.6% 84% False False 18,705
100 4,580.0 4,077.0 503.0 11.1% 23.5 0.5% 89% False False 14,981
120 4,580.0 3,982.0 598.0 13.2% 20.2 0.4% 91% False False 12,500
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,669.0
2.618 4,616.8
1.618 4,584.8
1.000 4,565.0
0.618 4,552.8
HIGH 4,533.0
0.618 4,520.8
0.500 4,517.0
0.382 4,513.2
LOW 4,501.0
0.618 4,481.2
1.000 4,469.0
1.618 4,449.2
2.618 4,417.2
4.250 4,365.0
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 4,522.3 4,526.0
PP 4,519.7 4,525.7
S1 4,517.0 4,525.3

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

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