ASX SPI 200 Index Future June 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 4,465.0 4,354.0 -111.0 -2.5% 4,441.0
High 4,471.0 4,354.0 -117.0 -2.6% 4,496.0
Low 4,437.0 4,303.0 -134.0 -3.0% 4,371.0
Close 4,467.0 4,337.0 -130.0 -2.9% 4,467.0
Range 34.0 51.0 17.0 50.0% 125.0
ATR 86.4 92.0 5.5 6.4% 0.0
Volume 28,412 42,890 14,478 51.0% 160,309
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 4,484.3 4,461.7 4,365.1
R3 4,433.3 4,410.7 4,351.0
R2 4,382.3 4,382.3 4,346.4
R1 4,359.7 4,359.7 4,341.7 4,345.5
PP 4,331.3 4,331.3 4,331.3 4,324.3
S1 4,308.7 4,308.7 4,332.3 4,294.5
S2 4,280.3 4,280.3 4,327.7
S3 4,229.3 4,257.7 4,323.0
S4 4,178.3 4,206.7 4,309.0
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 4,303.0 193.0 4.5% 48.8 1.1% 18% False True 34,833
10 4,496.0 4,263.0 233.0 5.4% 59.8 1.4% 32% False False 36,545
20 4,673.0 4,183.0 490.0 11.3% 72.2 1.7% 31% False False 38,476
40 5,036.0 4,183.0 853.0 19.7% 61.3 1.4% 18% False False 33,872
60 5,036.0 4,183.0 853.0 19.7% 52.5 1.2% 18% False False 31,100
80 5,036.0 4,183.0 853.0 19.7% 46.3 1.1% 18% False False 23,403
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 False
Bear Hook False
Bull Hook False
Stretch 11.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,570.8
2.618 4,487.5
1.618 4,436.5
1.000 4,405.0
0.618 4,385.5
HIGH 4,354.0
0.618 4,334.5
0.500 4,328.5
0.382 4,322.5
LOW 4,303.0
0.618 4,271.5
1.000 4,252.0
1.618 4,220.5
2.618 4,169.5
4.250 4,086.3
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 4,334.2 4,399.5
PP 4,331.3 4,378.7
S1 4,328.5 4,357.8

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

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