ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 4,793.0 4,790.0 -3.0 -0.1% 4,747.0
High 4,793.0 4,790.0 -3.0 -0.1% 4,806.0
Low 4,774.0 4,729.0 -45.0 -0.9% 4,729.0
Close 4,780.0 4,757.0 -23.0 -0.5% 4,757.0
Range 19.0 61.0 42.0 221.1% 77.0
ATR 44.0 45.2 1.2 2.8% 0.0
Volume 17,659 29,594 11,935 67.6% 94,659
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 4,941.7 4,910.3 4,790.6
R3 4,880.7 4,849.3 4,773.8
R2 4,819.7 4,819.7 4,768.2
R1 4,788.3 4,788.3 4,762.6 4,773.5
PP 4,758.7 4,758.7 4,758.7 4,751.3
S1 4,727.3 4,727.3 4,751.4 4,712.5
S2 4,697.7 4,697.7 4,745.8
S3 4,636.7 4,666.3 4,740.2
S4 4,575.7 4,605.3 4,723.5
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 4,995.0 4,953.0 4,799.4
R3 4,918.0 4,876.0 4,778.2
R2 4,841.0 4,841.0 4,771.1
R1 4,799.0 4,799.0 4,764.1 4,820.0
PP 4,764.0 4,764.0 4,764.0 4,774.5
S1 4,722.0 4,722.0 4,749.9 4,743.0
S2 4,687.0 4,687.0 4,742.9
S3 4,610.0 4,645.0 4,735.8
S4 4,533.0 4,568.0 4,714.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,806.0 4,718.0 88.0 1.8% 44.2 0.9% 44% False False 24,830
10 4,829.0 4,718.0 111.0 2.3% 45.1 0.9% 35% False False 24,380
20 4,829.0 4,674.0 155.0 3.3% 45.8 1.0% 54% False False 21,613
40 4,829.0 4,573.0 256.0 5.4% 38.3 0.8% 72% False False 19,166
60 4,829.0 4,552.0 277.0 5.8% 27.4 0.6% 74% False False 12,789
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 7.3
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,049.3
2.618 4,949.7
1.618 4,888.7
1.000 4,851.0
0.618 4,827.7
HIGH 4,790.0
0.618 4,766.7
0.500 4,759.5
0.382 4,752.3
LOW 4,729.0
0.618 4,691.3
1.000 4,668.0
1.618 4,630.3
2.618 4,569.3
4.250 4,469.8
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 4,759.5 4,767.5
PP 4,758.7 4,764.0
S1 4,757.8 4,760.5

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

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