ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 4,879.0 4,886.0 7.0 0.1% 4,841.0
High 4,882.0 4,919.0 37.0 0.8% 4,904.0
Low 4,847.0 4,883.0 36.0 0.7% 4,831.0
Close 4,851.0 4,918.0 67.0 1.4% 4,851.0
Range 35.0 36.0 1.0 2.9% 73.0
ATR 41.0 42.9 1.9 4.7% 0.0
Volume 22,732 28,153 5,421 23.8% 120,554
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 5,014.7 5,002.3 4,937.8
R3 4,978.7 4,966.3 4,927.9
R2 4,942.7 4,942.7 4,924.6
R1 4,930.3 4,930.3 4,921.3 4,936.5
PP 4,906.7 4,906.7 4,906.7 4,909.8
S1 4,894.3 4,894.3 4,914.7 4,900.5
S2 4,870.7 4,870.7 4,911.4
S3 4,834.7 4,858.3 4,908.1
S4 4,798.7 4,822.3 4,898.2
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5,081.0 5,039.0 4,891.2
R3 5,008.0 4,966.0 4,871.1
R2 4,935.0 4,935.0 4,864.4
R1 4,893.0 4,893.0 4,857.7 4,914.0
PP 4,862.0 4,862.0 4,862.0 4,872.5
S1 4,820.0 4,820.0 4,844.3 4,841.0
S2 4,789.0 4,789.0 4,837.6
S3 4,716.0 4,747.0 4,830.9
S4 4,643.0 4,674.0 4,810.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,919.0 4,847.0 72.0 1.5% 28.8 0.6% 99% True False 25,554
10 4,919.0 4,719.0 200.0 4.1% 30.3 0.6% 100% True False 26,256
20 4,919.0 4,688.0 231.0 4.7% 38.9 0.8% 100% True False 26,126
40 4,919.0 4,674.0 245.0 5.0% 39.9 0.8% 100% True False 22,969
60 4,919.0 4,552.0 367.0 7.5% 32.8 0.7% 100% True False 17,698
80 4,919.0 4,552.0 367.0 7.5% 25.3 0.5% 100% True False 13,280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,072.0
2.618 5,013.2
1.618 4,977.2
1.000 4,955.0
0.618 4,941.2
HIGH 4,919.0
0.618 4,905.2
0.500 4,901.0
0.382 4,896.8
LOW 4,883.0
0.618 4,860.8
1.000 4,847.0
1.618 4,824.8
2.618 4,788.8
4.250 4,730.0
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 4,912.3 4,906.3
PP 4,906.7 4,894.7
S1 4,901.0 4,883.0

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

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