ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 4,945.0 4,908.0 -37.0 -0.7% 4,882.0
High 4,951.0 4,924.0 -27.0 -0.5% 4,930.0
Low 4,871.0 4,872.0 1.0 0.0% 4,793.0
Close 4,872.0 4,872.0 0.0 0.0% 4,922.0
Range 80.0 52.0 -28.0 -35.0% 137.0
ATR 56.2 55.9 -0.3 -0.5% 0.0
Volume 31,854 25,492 -6,362 -20.0% 129,459
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 5,045.3 5,010.7 4,900.6
R3 4,993.3 4,958.7 4,886.3
R2 4,941.3 4,941.3 4,881.5
R1 4,906.7 4,906.7 4,876.8 4,898.0
PP 4,889.3 4,889.3 4,889.3 4,885.0
S1 4,854.7 4,854.7 4,867.2 4,846.0
S2 4,837.3 4,837.3 4,862.5
S3 4,785.3 4,802.7 4,857.7
S4 4,733.3 4,750.7 4,843.4
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5,292.7 5,244.3 4,997.4
R3 5,155.7 5,107.3 4,959.7
R2 5,018.7 5,018.7 4,947.1
R1 4,970.3 4,970.3 4,934.6 4,994.5
PP 4,881.7 4,881.7 4,881.7 4,893.8
S1 4,833.3 4,833.3 4,909.4 4,857.5
S2 4,744.7 4,744.7 4,896.9
S3 4,607.7 4,696.3 4,884.3
S4 4,470.7 4,559.3 4,846.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,951.0 4,793.0 158.0 3.2% 49.2 1.0% 50% False False 31,156
10 4,984.0 4,793.0 191.0 3.9% 50.9 1.0% 41% False False 32,637
20 5,001.0 4,742.0 259.0 5.3% 45.3 0.9% 50% False False 31,412
40 5,001.0 4,484.0 517.0 10.6% 49.8 1.0% 75% False False 28,506
60 5,001.0 4,484.0 517.0 10.6% 36.5 0.7% 75% False False 19,030
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,145.0
2.618 5,060.1
1.618 5,008.1
1.000 4,976.0
0.618 4,956.1
HIGH 4,924.0
0.618 4,904.1
0.500 4,898.0
0.382 4,891.9
LOW 4,872.0
0.618 4,839.9
1.000 4,820.0
1.618 4,787.9
2.618 4,735.9
4.250 4,651.0
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 4,898.0 4,911.0
PP 4,889.3 4,898.0
S1 4,880.7 4,885.0

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

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