ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 4,638.0 4,690.0 52.0 1.1% 4,644.0
High 4,664.0 4,699.0 35.0 0.8% 4,657.0
Low 4,618.0 4,655.0 37.0 0.8% 4,484.0
Close 4,663.0 4,675.0 12.0 0.3% 4,647.0
Range 46.0 44.0 -2.0 -4.3% 173.0
ATR 57.9 56.9 -1.0 -1.7% 0.0
Volume 26,671 30,819 4,148 15.6% 335,951
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 4,808.3 4,785.7 4,699.2
R3 4,764.3 4,741.7 4,687.1
R2 4,720.3 4,720.3 4,683.1
R1 4,697.7 4,697.7 4,679.0 4,687.0
PP 4,676.3 4,676.3 4,676.3 4,671.0
S1 4,653.7 4,653.7 4,671.0 4,643.0
S2 4,632.3 4,632.3 4,666.9
S3 4,588.3 4,609.7 4,662.9
S4 4,544.3 4,565.7 4,650.8
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5,115.0 5,054.0 4,742.2
R3 4,942.0 4,881.0 4,694.6
R2 4,769.0 4,769.0 4,678.7
R1 4,708.0 4,708.0 4,662.9 4,738.5
PP 4,596.0 4,596.0 4,596.0 4,611.3
S1 4,535.0 4,535.0 4,631.1 4,565.5
S2 4,423.0 4,423.0 4,615.3
S3 4,250.0 4,362.0 4,599.4
S4 4,077.0 4,189.0 4,551.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,699.0 4,484.0 215.0 4.6% 77.8 1.7% 89% True False 47,479
10 4,846.0 4,484.0 362.0 7.7% 78.5 1.7% 53% False False 40,326
20 4,896.0 4,484.0 412.0 8.8% 50.1 1.1% 46% False False 20,284
40 4,958.0 4,484.0 474.0 10.1% 28.7 0.6% 40% False False 10,185
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,886.0
2.618 4,814.2
1.618 4,770.2
1.000 4,743.0
0.618 4,726.2
HIGH 4,699.0
0.618 4,682.2
0.500 4,677.0
0.382 4,671.8
LOW 4,655.0
0.618 4,627.8
1.000 4,611.0
1.618 4,583.8
2.618 4,539.8
4.250 4,468.0
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 4,677.0 4,659.3
PP 4,676.3 4,643.7
S1 4,675.7 4,628.0

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

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