ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 4,597.0 4,627.0 30.0 0.7% 4,567.0
High 4,616.0 4,629.0 13.0 0.3% 4,612.0
Low 4,595.0 4,603.0 8.0 0.2% 4,556.0
Close 4,602.0 4,626.0 24.0 0.5% 4,581.0
Range 21.0 26.0 5.0 23.8% 56.0
ATR 32.6 32.2 -0.4 -1.2% 0.0
Volume 143,659 77,393 -66,266 -46.1% 114,872
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 4,697.3 4,687.7 4,640.3
R3 4,671.3 4,661.7 4,633.2
R2 4,645.3 4,645.3 4,630.8
R1 4,635.7 4,635.7 4,628.4 4,627.5
PP 4,619.3 4,619.3 4,619.3 4,615.3
S1 4,609.7 4,609.7 4,623.6 4,601.5
S2 4,593.3 4,593.3 4,621.2
S3 4,567.3 4,583.7 4,618.9
S4 4,541.3 4,557.7 4,611.7
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 4,629.0 4,572.0 57.0 1.2% 21.4 0.5% 95% True False 71,960
10 4,629.0 4,510.0 119.0 2.6% 23.6 0.5% 97% True False 46,786
20 4,629.0 4,404.0 225.0 4.9% 26.5 0.6% 99% True False 33,066
40 4,629.0 4,342.0 287.0 6.2% 31.5 0.7% 99% True False 28,408
60 4,629.0 4,340.0 289.0 6.2% 31.8 0.7% 99% True False 26,131
80 4,629.0 4,271.0 358.0 7.7% 30.1 0.7% 99% True False 24,543
100 4,629.0 4,172.0 457.0 9.9% 25.2 0.5% 99% True False 19,650
120 4,629.0 4,031.0 598.0 12.9% 21.8 0.5% 99% True False 16,391
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 True
Bear Hook False
Bull Hook False
Stretch 4.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,739.5
2.618 4,697.1
1.618 4,671.1
1.000 4,655.0
0.618 4,645.1
HIGH 4,629.0
0.618 4,619.1
0.500 4,616.0
0.382 4,612.9
LOW 4,603.0
0.618 4,586.9
1.000 4,577.0
1.618 4,560.9
2.618 4,534.9
4.250 4,492.5
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 4,622.7 4,617.5
PP 4,619.3 4,609.0
S1 4,616.0 4,600.5

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

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