ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 4,811.0 4,783.0 -28.0 -0.6% 4,913.0
High 4,818.0 4,833.0 15.0 0.3% 4,918.0
Low 4,786.0 4,775.0 -11.0 -0.2% 4,775.0
Close 4,792.0 4,818.0 26.0 0.5% 4,818.0
Range 32.0 58.0 26.0 81.3% 143.0
ATR 40.1 41.4 1.3 3.2% 0.0
Volume 29,337 34,430 5,093 17.4% 171,353
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4,982.7 4,958.3 4,849.9
R3 4,924.7 4,900.3 4,834.0
R2 4,866.7 4,866.7 4,828.6
R1 4,842.3 4,842.3 4,823.3 4,854.5
PP 4,808.7 4,808.7 4,808.7 4,814.8
S1 4,784.3 4,784.3 4,812.7 4,796.5
S2 4,750.7 4,750.7 4,807.4
S3 4,692.7 4,726.3 4,802.1
S4 4,634.7 4,668.3 4,786.1
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 5,266.0 5,185.0 4,896.7
R3 5,123.0 5,042.0 4,857.3
R2 4,980.0 4,980.0 4,844.2
R1 4,899.0 4,899.0 4,831.1 4,868.0
PP 4,837.0 4,837.0 4,837.0 4,821.5
S1 4,756.0 4,756.0 4,804.9 4,725.0
S2 4,694.0 4,694.0 4,791.8
S3 4,551.0 4,613.0 4,778.7
S4 4,408.0 4,470.0 4,739.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,918.0 4,775.0 143.0 3.0% 47.0 1.0% 30% False True 34,270
10 4,922.0 4,775.0 147.0 3.1% 35.0 0.7% 29% False True 29,214
20 4,922.0 4,688.0 234.0 4.9% 33.1 0.7% 56% False False 27,944
40 4,922.0 4,674.0 248.0 5.1% 39.4 0.8% 58% False False 24,779
60 4,922.0 4,573.0 349.0 7.2% 36.5 0.8% 70% False False 22,092
80 4,922.0 4,552.0 370.0 7.7% 28.8 0.6% 72% False False 16,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.5
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5,079.5
2.618 4,984.8
1.618 4,926.8
1.000 4,891.0
0.618 4,868.8
HIGH 4,833.0
0.618 4,810.8
0.500 4,804.0
0.382 4,797.2
LOW 4,775.0
0.618 4,739.2
1.000 4,717.0
1.618 4,681.2
2.618 4,623.2
4.250 4,528.5
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 4,813.3 4,814.5
PP 4,808.7 4,811.0
S1 4,804.0 4,807.5

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

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