ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 4,844.0 4,839.0 -5.0 -0.1% 4,843.0
High 4,870.0 4,846.0 -24.0 -0.5% 4,870.0
Low 4,837.0 4,789.0 -48.0 -1.0% 4,766.0
Close 4,864.0 4,789.0 -75.0 -1.5% 4,864.0
Range 33.0 57.0 24.0 72.7% 104.0
ATR 42.9 45.2 2.3 5.4% 0.0
Volume 26,329 37,732 11,403 43.3% 147,633
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 4,979.0 4,941.0 4,820.4
R3 4,922.0 4,884.0 4,804.7
R2 4,865.0 4,865.0 4,799.5
R1 4,827.0 4,827.0 4,794.2 4,817.5
PP 4,808.0 4,808.0 4,808.0 4,803.3
S1 4,770.0 4,770.0 4,783.8 4,760.5
S2 4,751.0 4,751.0 4,778.6
S3 4,694.0 4,713.0 4,773.3
S4 4,637.0 4,656.0 4,757.7
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5,145.3 5,108.7 4,921.2
R3 5,041.3 5,004.7 4,892.6
R2 4,937.3 4,937.3 4,883.1
R1 4,900.7 4,900.7 4,873.5 4,919.0
PP 4,833.3 4,833.3 4,833.3 4,842.5
S1 4,796.7 4,796.7 4,854.5 4,815.0
S2 4,729.3 4,729.3 4,844.9
S3 4,625.3 4,692.7 4,835.4
S4 4,521.3 4,588.7 4,806.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,870.0 4,766.0 104.0 2.2% 35.4 0.7% 22% False False 31,208
10 4,893.0 4,766.0 127.0 2.7% 39.8 0.8% 18% False False 32,075
20 4,922.0 4,766.0 156.0 3.3% 33.8 0.7% 15% False False 28,856
40 4,922.0 4,674.0 248.0 5.2% 37.0 0.8% 46% False False 26,544
60 4,922.0 4,674.0 248.0 5.2% 37.4 0.8% 46% False False 25,120
80 4,922.0 4,552.0 370.0 7.7% 31.5 0.7% 64% False False 18,892
100 4,922.0 4,552.0 370.0 7.7% 25.6 0.5% 64% False False 15,121
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 8.2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,088.3
2.618 4,995.2
1.618 4,938.2
1.000 4,903.0
0.618 4,881.2
HIGH 4,846.0
0.618 4,824.2
0.500 4,817.5
0.382 4,810.8
LOW 4,789.0
0.618 4,753.8
1.000 4,732.0
1.618 4,696.8
2.618 4,639.8
4.250 4,546.8
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 4,817.5 4,826.5
PP 4,808.0 4,814.0
S1 4,798.5 4,801.5

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

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