ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 4,916.0 4,908.0 -8.0 -0.2% 4,841.0
High 4,919.0 4,919.0 0.0 0.0% 4,904.0
Low 4,895.0 4,895.0 0.0 0.0% 4,831.0
Close 4,914.0 4,911.0 -3.0 -0.1% 4,851.0
Range 24.0 24.0 0.0 0.0% 73.0
ATR 41.6 40.3 -1.3 -3.0% 0.0
Volume 25,873 25,269 -604 -2.3% 120,554
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 4,980.3 4,969.7 4,924.2
R3 4,956.3 4,945.7 4,917.6
R2 4,932.3 4,932.3 4,915.4
R1 4,921.7 4,921.7 4,913.2 4,927.0
PP 4,908.3 4,908.3 4,908.3 4,911.0
S1 4,897.7 4,897.7 4,908.8 4,903.0
S2 4,884.3 4,884.3 4,906.6
S3 4,860.3 4,873.7 4,904.4
S4 4,836.3 4,849.7 4,897.8
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% 27.4 0.6% 89% True False 25,204
10 4,919.0 4,760.0 159.0 3.2% 30.1 0.6% 95% True False 25,103
20 4,919.0 4,688.0 231.0 4.7% 35.8 0.7% 97% True False 26,435
40 4,919.0 4,674.0 245.0 5.0% 39.6 0.8% 97% True False 22,103
60 4,919.0 4,552.0 367.0 7.5% 33.6 0.7% 98% True False 18,550
80 4,919.0 4,552.0 367.0 7.5% 25.6 0.5% 98% True False 13,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.5
Fibonacci Retracements and Extensions
4.250 5,021.0
2.618 4,981.8
1.618 4,957.8
1.000 4,943.0
0.618 4,933.8
HIGH 4,919.0
0.618 4,909.8
0.500 4,907.0
0.382 4,904.2
LOW 4,895.0
0.618 4,880.2
1.000 4,871.0
1.618 4,856.2
2.618 4,832.2
4.250 4,793.0
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 4,909.7 4,907.7
PP 4,908.3 4,904.3
S1 4,907.0 4,901.0

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

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