ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 4,407.0 4,428.0 21.0 0.5% 4,379.0
High 4,432.0 4,494.0 62.0 1.4% 4,420.0
Low 4,379.0 4,420.0 41.0 0.9% 4,296.0
Close 4,386.0 4,493.0 107.0 2.4% 4,347.0
Range 53.0 74.0 21.0 39.6% 124.0
ATR 61.1 64.5 3.3 5.5% 0.0
Volume 47,041 42,801 -4,240 -9.0% 159,068
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 4,691.0 4,666.0 4,533.7
R3 4,617.0 4,592.0 4,513.4
R2 4,543.0 4,543.0 4,506.6
R1 4,518.0 4,518.0 4,499.8 4,530.5
PP 4,469.0 4,469.0 4,469.0 4,475.3
S1 4,444.0 4,444.0 4,486.2 4,456.5
S2 4,395.0 4,395.0 4,479.4
S3 4,321.0 4,370.0 4,472.7
S4 4,247.0 4,296.0 4,452.3
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 4,726.3 4,660.7 4,415.2
R3 4,602.3 4,536.7 4,381.1
R2 4,478.3 4,478.3 4,369.7
R1 4,412.7 4,412.7 4,358.4 4,383.5
PP 4,354.3 4,354.3 4,354.3 4,339.8
S1 4,288.7 4,288.7 4,335.6 4,259.5
S2 4,230.3 4,230.3 4,324.3
S3 4,106.3 4,164.7 4,312.9
S4 3,982.3 4,040.7 4,278.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,494.0 4,305.0 189.0 4.2% 56.6 1.3% 99% True False 38,876
10 4,494.0 4,296.0 198.0 4.4% 48.7 1.1% 99% True False 35,716
20 4,566.0 4,296.0 270.0 6.0% 52.1 1.2% 73% False False 34,013
40 4,566.0 4,296.0 270.0 6.0% 47.0 1.0% 73% False False 29,072
60 4,630.0 4,163.0 467.0 10.4% 49.3 1.1% 71% False False 29,481
80 4,654.0 4,163.0 491.0 10.9% 47.5 1.1% 67% False False 22,170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.4
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4,808.5
2.618 4,687.7
1.618 4,613.7
1.000 4,568.0
0.618 4,539.7
HIGH 4,494.0
0.618 4,465.7
0.500 4,457.0
0.382 4,448.3
LOW 4,420.0
0.618 4,374.3
1.000 4,346.0
1.618 4,300.3
2.618 4,226.3
4.250 4,105.5
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 4,481.0 4,474.2
PP 4,469.0 4,455.3
S1 4,457.0 4,436.5

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

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