ASX SPI 200 Index Future March 2011

Trading Metrics calculated at close of trading on 08-Mar-2011

Day Change Summary
	Previous	Current
	07-Mar-2011	08-Mar-2011	Change	Change %	Previous Week
Open	4,839.0	4,772.0	-67.0	-1.4%	4,843.0
High	4,846.0	4,818.0	-28.0	-0.6%	4,870.0
Low	4,789.0	4,769.0	-20.0	-0.4%	4,766.0
Close	4,789.0	4,806.0	17.0	0.4%	4,864.0
Range	57.0	49.0	-8.0	-14.0%	104.0
ATR	45.2	45.4	0.3	0.6%	0.0
Volume	37,732	32,497	-5,235	-13.9%	147,633

Daily Pivots for day following 08-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,944.7	4,924.3	4,833.0
R3	4,895.7	4,875.3	4,819.5
R2	4,846.7	4,846.7	4,815.0
R1	4,826.3	4,826.3	4,810.5	4,836.5
PP	4,797.7	4,797.7	4,797.7	4,802.8
S1	4,777.3	4,777.3	4,801.5	4,787.5
S2	4,748.7	4,748.7	4,797.0
S3	4,699.7	4,728.3	4,792.5
S4	4,650.7	4,679.3	4,779.1

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%	38.4	0.8%	38%	False	False	32,136
10	4,870.0	4,766.0	104.0	2.2%	39.2	0.8%	38%	False	False	31,438
20	4,922.0	4,766.0	156.0	3.2%	35.2	0.7%	26%	False	False	29,346
40	4,922.0	4,675.0	247.0	5.1%	37.3	0.8%	53%	False	False	26,975
60	4,922.0	4,674.0	248.0	5.2%	37.8	0.8%	53%	False	False	25,659
80	4,922.0	4,552.0	370.0	7.7%	32.0	0.7%	69%	False	False	19,297
100	4,922.0	4,552.0	370.0	7.7%	26.0	0.5%	69%	False	False	15,442

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	7.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,026.3
2.618	4,946.3
1.618	4,897.3
1.000	4,867.0
0.618	4,848.3
HIGH	4,818.0
0.618	4,799.3
0.500	4,793.5
0.382	4,787.7
LOW	4,769.0
0.618	4,738.7
1.000	4,720.0
1.618	4,689.7
2.618	4,640.7
4.250	4,560.8

Fisher Pivots for day following 08-Mar-2011
Pivot	1 day	3 day
R1	4,801.8	4,819.5
PP	4,797.7	4,815.0
S1	4,793.5	4,810.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols