ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 4,576.0 4,582.0 6.0 0.1% 4,567.0
High 4,603.0 4,588.0 -15.0 -0.3% 4,612.0
Low 4,576.0 4,572.0 -4.0 -0.1% 4,556.0
Close 4,581.0 4,573.0 -8.0 -0.2% 4,581.0
Range 27.0 16.0 -11.0 -40.7% 56.0
ATR 33.0 31.8 -1.2 -3.7% 0.0
Volume 26,250 89,531 63,281 241.1% 114,872
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 4,625.7 4,615.3 4,581.8
R3 4,609.7 4,599.3 4,577.4
R2 4,593.7 4,593.7 4,575.9
R1 4,583.3 4,583.3 4,574.5 4,580.5
PP 4,577.7 4,577.7 4,577.7 4,576.3
S1 4,567.3 4,567.3 4,571.5 4,564.5
S2 4,561.7 4,561.7 4,570.1
S3 4,545.7 4,551.3 4,568.6
S4 4,529.7 4,535.3 4,564.2
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 4,751.0 4,722.0 4,611.8
R3 4,695.0 4,666.0 4,596.4
R2 4,639.0 4,639.0 4,591.3
R1 4,610.0 4,610.0 4,586.1 4,624.5
PP 4,583.0 4,583.0 4,583.0 4,590.3
S1 4,554.0 4,554.0 4,575.9 4,568.5
S2 4,527.0 4,527.0 4,570.7
S3 4,471.0 4,498.0 4,565.6
S4 4,415.0 4,442.0 4,550.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,612.0 4,571.0 41.0 0.9% 20.6 0.5% 5% False False 36,776
10 4,612.0 4,501.0 111.0 2.4% 26.3 0.6% 65% False False 28,636
20 4,612.0 4,377.0 235.0 5.1% 26.7 0.6% 83% False False 24,164
40 4,612.0 4,342.0 270.0 5.9% 32.1 0.7% 86% False False 24,001
60 4,612.0 4,340.0 272.0 5.9% 31.8 0.7% 86% False False 23,051
80 4,612.0 4,271.0 341.0 7.5% 29.6 0.6% 89% False False 21,783
100 4,612.0 4,141.0 471.0 10.3% 25.1 0.5% 92% False False 17,439
120 4,612.0 4,023.0 589.0 12.9% 21.8 0.5% 93% False False 14,553
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.8
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4,656.0
2.618 4,629.9
1.618 4,613.9
1.000 4,604.0
0.618 4,597.9
HIGH 4,588.0
0.618 4,581.9
0.500 4,580.0
0.382 4,578.1
LOW 4,572.0
0.618 4,562.1
1.000 4,556.0
1.618 4,546.1
2.618 4,530.1
4.250 4,504.0
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 4,580.0 4,587.5
PP 4,577.7 4,582.7
S1 4,575.3 4,577.8

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

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