ASX SPI 200 Index Future December 2012


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 4,627.0 4,625.0 -2.0 0.0% 4,567.0
High 4,629.0 4,631.0 2.0 0.0% 4,612.0
Low 4,603.0 4,620.0 17.0 0.4% 4,556.0
Close 4,626.0 4,627.0 1.0 0.0% 4,581.0
Range 26.0 11.0 -15.0 -57.7% 56.0
ATR 32.2 30.7 -1.5 -4.7% 0.0
Volume 77,393 2,227 -75,166 -97.1% 114,872
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 4,659.0 4,654.0 4,633.1
R3 4,648.0 4,643.0 4,630.0
R2 4,637.0 4,637.0 4,629.0
R1 4,632.0 4,632.0 4,628.0 4,634.5
PP 4,626.0 4,626.0 4,626.0 4,627.3
S1 4,621.0 4,621.0 4,626.0 4,623.5
S2 4,615.0 4,615.0 4,625.0
S3 4,604.0 4,610.0 4,624.0
S4 4,593.0 4,599.0 4,621.0
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 4,631.0 4,572.0 59.0 1.3% 20.2 0.4% 93% True False 67,812
10 4,631.0 4,523.0 108.0 2.3% 22.4 0.5% 96% True False 44,731
20 4,631.0 4,408.0 223.0 4.8% 25.1 0.5% 98% True False 32,055
40 4,631.0 4,342.0 289.0 6.2% 31.1 0.7% 99% True False 28,091
60 4,631.0 4,342.0 289.0 6.2% 31.1 0.7% 99% True False 25,782
80 4,631.0 4,271.0 360.0 7.8% 29.8 0.6% 99% True False 24,567
100 4,631.0 4,172.0 459.0 9.9% 25.3 0.5% 99% True False 19,672
120 4,631.0 4,031.0 600.0 13.0% 21.9 0.5% 99% True False 16,409
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 True
Bear Hook False
Bull Hook False
Stretch 4.2
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4,677.8
2.618 4,659.8
1.618 4,648.8
1.000 4,642.0
0.618 4,637.8
HIGH 4,631.0
0.618 4,626.8
0.500 4,625.5
0.382 4,624.2
LOW 4,620.0
0.618 4,613.2
1.000 4,609.0
1.618 4,602.2
2.618 4,591.2
4.250 4,573.3
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 4,626.5 4,622.3
PP 4,626.0 4,617.7
S1 4,625.5 4,613.0

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

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