ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
06-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 4,589.0 4,581.0 -8.0 -0.2% 4,396.0
High 4,594.0 4,589.0 -5.0 -0.1% 4,568.0
Low 4,545.0 4,554.0 9.0 0.2% 4,379.0
Close 4,592.0 4,576.0 -16.0 -0.3% 4,536.0
Range 49.0 35.0 -14.0 -28.6% 189.0
ATR 63.0 61.3 -1.8 -2.8% 0.0
Volume 27,937 38,584 10,647 38.1% 187,085
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 4,678.0 4,662.0 4,595.3
R3 4,643.0 4,627.0 4,585.6
R2 4,608.0 4,608.0 4,582.4
R1 4,592.0 4,592.0 4,579.2 4,582.5
PP 4,573.0 4,573.0 4,573.0 4,568.3
S1 4,557.0 4,557.0 4,572.8 4,547.5
S2 4,538.0 4,538.0 4,569.6
S3 4,503.0 4,522.0 4,566.4
S4 4,468.0 4,487.0 4,556.8
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 4,420.0 174.0 3.8% 51.8 1.1% 90% False False 33,179
10 4,594.0 4,296.0 298.0 6.5% 51.7 1.1% 94% False False 35,834
20 4,594.0 4,296.0 298.0 6.5% 51.6 1.1% 94% False False 35,266
40 4,594.0 4,296.0 298.0 6.5% 46.7 1.0% 94% False False 29,607
60 4,630.0 4,163.0 467.0 10.2% 49.6 1.1% 88% False False 29,118
80 4,630.0 4,163.0 467.0 10.2% 48.9 1.1% 88% False False 23,708
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.7
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4,737.8
2.618 4,680.6
1.618 4,645.6
1.000 4,624.0
0.618 4,610.6
HIGH 4,589.0
0.618 4,575.6
0.500 4,571.5
0.382 4,567.4
LOW 4,554.0
0.618 4,532.4
1.000 4,519.0
1.618 4,497.4
2.618 4,462.4
4.250 4,405.3
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 4,574.5 4,569.3
PP 4,573.0 4,562.7
S1 4,571.5 4,556.0

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

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