ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 4,355.0 4,420.0 65.0 1.5% 4,335.0
High 4,394.0 4,451.0 57.0 1.3% 4,451.0
Low 4,341.0 4,417.0 76.0 1.8% 4,322.0
Close 4,348.0 4,436.0 88.0 2.0% 4,436.0
Range 53.0 34.0 -19.0 -35.8% 129.0
ATR 65.5 68.2 2.7 4.1% 0.0
Volume 22,074 29,095 7,021 31.8% 121,106
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 4,536.7 4,520.3 4,454.7
R3 4,502.7 4,486.3 4,445.4
R2 4,468.7 4,468.7 4,442.2
R1 4,452.3 4,452.3 4,439.1 4,460.5
PP 4,434.7 4,434.7 4,434.7 4,438.8
S1 4,418.3 4,418.3 4,432.9 4,426.5
S2 4,400.7 4,400.7 4,429.8
S3 4,366.7 4,384.3 4,426.7
S4 4,332.7 4,350.3 4,417.3
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 4,790.0 4,742.0 4,507.0
R3 4,661.0 4,613.0 4,471.5
R2 4,532.0 4,532.0 4,459.7
R1 4,484.0 4,484.0 4,447.8 4,508.0
PP 4,403.0 4,403.0 4,403.0 4,415.0
S1 4,355.0 4,355.0 4,424.2 4,379.0
S2 4,274.0 4,274.0 4,412.4
S3 4,145.0 4,226.0 4,400.5
S4 4,016.0 4,097.0 4,365.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,451.0 4,322.0 129.0 2.9% 45.6 1.0% 88% True False 24,221
10 4,451.0 4,322.0 129.0 2.9% 44.4 1.0% 88% True False 22,676
20 4,451.0 4,163.0 288.0 6.5% 54.4 1.2% 95% True False 26,010
40 4,630.0 4,163.0 467.0 10.5% 47.2 1.1% 58% False False 22,389
60 4,814.0 4,163.0 651.0 14.7% 47.9 1.1% 42% False False 14,982
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 9.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,595.5
2.618 4,540.0
1.618 4,506.0
1.000 4,485.0
0.618 4,472.0
HIGH 4,451.0
0.618 4,438.0
0.500 4,434.0
0.382 4,430.0
LOW 4,417.0
0.618 4,396.0
1.000 4,383.0
1.618 4,362.0
2.618 4,328.0
4.250 4,272.5
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 4,435.3 4,422.7
PP 4,434.7 4,409.3
S1 4,434.0 4,396.0

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

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