ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 4,852.0 4,867.0 15.0 0.3% 4,765.0
High 4,871.0 4,902.0 31.0 0.6% 4,902.0
Low 4,833.0 4,856.0 23.0 0.5% 4,742.0
Close 4,865.0 4,874.0 9.0 0.2% 4,874.0
Range 38.0 46.0 8.0 21.1% 160.0
ATR 53.9 53.4 -0.6 -1.0% 0.0
Volume 36,392 27,333 -9,059 -24.9% 149,070
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5,015.3 4,990.7 4,899.3
R3 4,969.3 4,944.7 4,886.7
R2 4,923.3 4,923.3 4,882.4
R1 4,898.7 4,898.7 4,878.2 4,911.0
PP 4,877.3 4,877.3 4,877.3 4,883.5
S1 4,852.7 4,852.7 4,869.8 4,865.0
S2 4,831.3 4,831.3 4,865.6
S3 4,785.3 4,806.7 4,861.4
S4 4,739.3 4,760.7 4,848.7
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5,319.3 5,256.7 4,962.0
R3 5,159.3 5,096.7 4,918.0
R2 4,999.3 4,999.3 4,903.3
R1 4,936.7 4,936.7 4,888.7 4,968.0
PP 4,839.3 4,839.3 4,839.3 4,855.0
S1 4,776.7 4,776.7 4,859.3 4,808.0
S2 4,679.3 4,679.3 4,844.7
S3 4,519.3 4,616.7 4,830.0
S4 4,359.3 4,456.7 4,786.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,902.0 4,742.0 160.0 3.3% 43.2 0.9% 83% True False 29,814
10 4,902.0 4,618.0 284.0 5.8% 42.1 0.9% 90% True False 29,253
20 4,902.0 4,484.0 418.0 8.6% 59.9 1.2% 93% True False 31,996
40 4,958.0 4,484.0 474.0 9.7% 36.9 0.8% 82% False False 16,047
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,097.5
2.618 5,022.4
1.618 4,976.4
1.000 4,948.0
0.618 4,930.4
HIGH 4,902.0
0.618 4,884.4
0.500 4,879.0
0.382 4,873.6
LOW 4,856.0
0.618 4,827.6
1.000 4,810.0
1.618 4,781.6
2.618 4,735.6
4.250 4,660.5
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 4,879.0 4,865.8
PP 4,877.3 4,857.7
S1 4,875.7 4,849.5

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

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