ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 4,425.0 4,335.0 -90.0 -2.0% 4,390.0
High 4,443.0 4,351.0 -92.0 -2.1% 4,449.0
Low 4,393.0 4,323.0 -70.0 -1.6% 4,355.0
Close 4,405.0 4,326.0 -79.0 -1.8% 4,405.0
Range 50.0 28.0 -22.0 -44.0% 94.0
ATR 66.8 67.9 1.1 1.6% 0.0
Volume 15,764 20,144 4,380 27.8% 105,657
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 4,417.3 4,399.7 4,341.4
R3 4,389.3 4,371.7 4,333.7
R2 4,361.3 4,361.3 4,331.1
R1 4,343.7 4,343.7 4,328.6 4,338.5
PP 4,333.3 4,333.3 4,333.3 4,330.8
S1 4,315.7 4,315.7 4,323.4 4,310.5
S2 4,305.3 4,305.3 4,320.9
S3 4,277.3 4,287.7 4,318.3
S4 4,249.3 4,259.7 4,310.6
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 4,685.0 4,639.0 4,456.7
R3 4,591.0 4,545.0 4,430.9
R2 4,497.0 4,497.0 4,422.2
R1 4,451.0 4,451.0 4,413.6 4,474.0
PP 4,403.0 4,403.0 4,403.0 4,414.5
S1 4,357.0 4,357.0 4,396.4 4,380.0
S2 4,309.0 4,309.0 4,387.8
S3 4,215.0 4,263.0 4,379.2
S4 4,121.0 4,169.0 4,353.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,449.0 4,323.0 126.0 2.9% 41.8 1.0% 2% False True 21,953
10 4,449.0 4,163.0 286.0 6.6% 51.4 1.2% 57% False False 24,863
20 4,594.0 4,163.0 431.0 10.0% 53.7 1.2% 38% False False 25,480
40 4,630.0 4,163.0 467.0 10.8% 46.2 1.1% 35% False False 19,904
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 14.6
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 4,470.0
2.618 4,424.3
1.618 4,396.3
1.000 4,379.0
0.618 4,368.3
HIGH 4,351.0
0.618 4,340.3
0.500 4,337.0
0.382 4,333.7
LOW 4,323.0
0.618 4,305.7
1.000 4,295.0
1.618 4,277.7
2.618 4,249.7
4.250 4,204.0
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 4,337.0 4,386.0
PP 4,333.3 4,366.0
S1 4,329.7 4,346.0

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

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