ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 4,813.0 4,773.0 -40.0 -0.8% 4,843.0
High 4,815.0 4,774.0 -41.0 -0.9% 4,870.0
Low 4,758.0 4,684.0 -74.0 -1.6% 4,766.0
Close 4,773.0 4,689.0 -84.0 -1.8% 4,864.0
Range 57.0 90.0 33.0 57.9% 104.0
ATR 46.3 49.4 3.1 6.8% 0.0
Volume 32,195 49,823 17,628 54.8% 147,633
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 4,985.7 4,927.3 4,738.5
R3 4,895.7 4,837.3 4,713.8
R2 4,805.7 4,805.7 4,705.5
R1 4,747.3 4,747.3 4,697.3 4,731.5
PP 4,715.7 4,715.7 4,715.7 4,707.8
S1 4,657.3 4,657.3 4,680.8 4,641.5
S2 4,625.7 4,625.7 4,672.5
S3 4,535.7 4,567.3 4,664.3
S4 4,445.7 4,477.3 4,639.5
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 4,684.0 186.0 4.0% 57.2 1.2% 3% False True 35,715
10 4,870.0 4,684.0 186.0 4.0% 47.2 1.0% 3% False True 33,431
20 4,922.0 4,684.0 238.0 5.1% 40.0 0.9% 2% False True 30,737
40 4,922.0 4,684.0 238.0 5.1% 39.6 0.8% 2% False True 28,193
60 4,922.0 4,674.0 248.0 5.3% 39.5 0.8% 6% False False 26,797
80 4,922.0 4,552.0 370.0 7.9% 33.8 0.7% 37% False False 20,322
100 4,922.0 4,552.0 370.0 7.9% 27.5 0.6% 37% False False 16,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.7
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 5,156.5
2.618 5,009.6
1.618 4,919.6
1.000 4,864.0
0.618 4,829.6
HIGH 4,774.0
0.618 4,739.6
0.500 4,729.0
0.382 4,718.4
LOW 4,684.0
0.618 4,628.4
1.000 4,594.0
1.618 4,538.4
2.618 4,448.4
4.250 4,301.5
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 4,729.0 4,751.0
PP 4,715.7 4,730.3
S1 4,702.3 4,709.7

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

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