ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 4,908.0 4,918.0 10.0 0.2% 4,841.0
High 4,919.0 4,922.0 3.0 0.1% 4,904.0
Low 4,895.0 4,910.0 15.0 0.3% 4,831.0
Close 4,911.0 4,914.0 3.0 0.1% 4,851.0
Range 24.0 12.0 -12.0 -50.0% 73.0
ATR 40.3 38.3 -2.0 -5.0% 0.0
Volume 25,269 20,894 -4,375 -17.3% 120,554
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 4,951.3 4,944.7 4,920.6
R3 4,939.3 4,932.7 4,917.3
R2 4,927.3 4,927.3 4,916.2
R1 4,920.7 4,920.7 4,915.1 4,918.0
PP 4,915.3 4,915.3 4,915.3 4,914.0
S1 4,908.7 4,908.7 4,912.9 4,906.0
S2 4,903.3 4,903.3 4,911.8
S3 4,891.3 4,896.7 4,910.7
S4 4,879.3 4,884.7 4,907.4
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 4,922.0 4,847.0 75.0 1.5% 26.2 0.5% 89% True False 24,584
10 4,922.0 4,794.0 128.0 2.6% 28.1 0.6% 94% True False 24,879
20 4,922.0 4,688.0 234.0 4.8% 33.5 0.7% 97% True False 26,018
40 4,922.0 4,674.0 248.0 5.0% 38.9 0.8% 97% True False 22,173
60 4,922.0 4,552.0 370.0 7.5% 33.8 0.7% 98% True False 18,898
80 4,922.0 4,552.0 370.0 7.5% 25.8 0.5% 98% True False 14,180
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.5
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 4,973.0
2.618 4,953.4
1.618 4,941.4
1.000 4,934.0
0.618 4,929.4
HIGH 4,922.0
0.618 4,917.4
0.500 4,916.0
0.382 4,914.6
LOW 4,910.0
0.618 4,902.6
1.000 4,898.0
1.618 4,890.6
2.618 4,878.6
4.250 4,859.0
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 4,916.0 4,912.2
PP 4,915.3 4,910.3
S1 4,914.7 4,908.5

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

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