ASX SPI 200 Index Future June 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 4,465.0 4,465.0 0.0 0.0% 4,441.0
High 4,496.0 4,471.0 -25.0 -0.6% 4,496.0
Low 4,440.0 4,437.0 -3.0 -0.1% 4,371.0
Close 4,487.0 4,467.0 -20.0 -0.4% 4,467.0
Range 56.0 34.0 -22.0 -39.3% 125.0
ATR 89.2 86.4 -2.8 -3.1% 0.0
Volume 29,931 28,412 -1,519 -5.1% 160,309
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 4,560.3 4,547.7 4,485.7
R3 4,526.3 4,513.7 4,476.4
R2 4,492.3 4,492.3 4,473.2
R1 4,479.7 4,479.7 4,470.1 4,486.0
PP 4,458.3 4,458.3 4,458.3 4,461.5
S1 4,445.7 4,445.7 4,463.9 4,452.0
S2 4,424.3 4,424.3 4,460.8
S3 4,390.3 4,411.7 4,457.7
S4 4,356.3 4,377.7 4,448.3
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 4,819.7 4,768.3 4,535.8
R3 4,694.7 4,643.3 4,501.4
R2 4,569.7 4,569.7 4,489.9
R1 4,518.3 4,518.3 4,478.5 4,544.0
PP 4,444.7 4,444.7 4,444.7 4,457.5
S1 4,393.3 4,393.3 4,455.5 4,419.0
S2 4,319.7 4,319.7 4,444.1
S3 4,194.7 4,268.3 4,432.6
S4 4,069.7 4,143.3 4,398.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,496.0 4,371.0 125.0 2.8% 46.4 1.0% 77% False False 32,061
10 4,496.0 4,263.0 233.0 5.2% 65.9 1.5% 88% False False 37,217
20 4,673.0 4,183.0 490.0 11.0% 77.1 1.7% 58% False False 39,030
40 5,036.0 4,183.0 853.0 19.1% 60.5 1.4% 33% False False 33,105
60 5,036.0 4,183.0 853.0 19.1% 52.0 1.2% 33% False False 30,395
80 5,036.0 4,183.0 853.0 19.1% 46.2 1.0% 33% False False 22,868
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 False
Bear Hook False
Bull Hook False
Stretch 13.6
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4,615.5
2.618 4,560.0
1.618 4,526.0
1.000 4,505.0
0.618 4,492.0
HIGH 4,471.0
0.618 4,458.0
0.500 4,454.0
0.382 4,450.0
LOW 4,437.0
0.618 4,416.0
1.000 4,403.0
1.618 4,382.0
2.618 4,348.0
4.250 4,292.5
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 4,462.7 4,455.8
PP 4,458.3 4,444.7
S1 4,454.0 4,433.5

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

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