ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 06-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 06-Sep-2010 Change Change % Previous Week
Open 4,556.0 4,589.0 33.0 0.7% 4,396.0
High 4,558.0 4,594.0 36.0 0.8% 4,568.0
Low 4,518.0 4,545.0 27.0 0.6% 4,379.0
Close 4,536.0 4,592.0 56.0 1.2% 4,536.0
Range 40.0 49.0 9.0 22.5% 189.0
ATR 63.4 63.0 -0.4 -0.6% 0.0
Volume 24,509 27,937 3,428 14.0% 187,085
Daily Pivots for day following 06-Sep-2010
Classic Woodie Camarilla DeMark
R4 4,724.0 4,707.0 4,619.0
R3 4,675.0 4,658.0 4,605.5
R2 4,626.0 4,626.0 4,601.0
R1 4,609.0 4,609.0 4,596.5 4,617.5
PP 4,577.0 4,577.0 4,577.0 4,581.3
S1 4,560.0 4,560.0 4,587.5 4,568.5
S2 4,528.0 4,528.0 4,583.0
S3 4,479.0 4,511.0 4,578.5
S4 4,430.0 4,462.0 4,565.1
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 5,061.3 4,987.7 4,640.0
R3 4,872.3 4,798.7 4,588.0
R2 4,683.3 4,683.3 4,570.7
R1 4,609.7 4,609.7 4,553.3 4,646.5
PP 4,494.3 4,494.3 4,494.3 4,512.8
S1 4,420.7 4,420.7 4,518.7 4,457.5
S2 4,305.3 4,305.3 4,501.4
S3 4,116.3 4,231.7 4,484.0
S4 3,927.3 4,042.7 4,432.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,594.0 4,379.0 215.0 4.7% 55.4 1.2% 99% True False 34,870
10 4,594.0 4,296.0 298.0 6.5% 52.3 1.1% 99% True False 34,811
20 4,594.0 4,296.0 298.0 6.5% 53.0 1.2% 99% True False 34,921
40 4,594.0 4,296.0 298.0 6.5% 47.4 1.0% 99% True False 29,268
60 4,630.0 4,163.0 467.0 10.2% 49.6 1.1% 92% False False 30,448
80 4,630.0 4,163.0 467.0 10.2% 48.4 1.1% 92% False False 23,225
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 7.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,802.3
2.618 4,722.3
1.618 4,673.3
1.000 4,643.0
0.618 4,624.3
HIGH 4,594.0
0.618 4,575.3
0.500 4,569.5
0.382 4,563.7
LOW 4,545.0
0.618 4,514.7
1.000 4,496.0
1.618 4,465.7
2.618 4,416.7
4.250 4,336.8
Fisher Pivots for day following 06-Sep-2010
Pivot 1 day 3 day
R1 4,584.5 4,578.2
PP 4,577.0 4,564.3
S1 4,569.5 4,550.5

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

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