ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 4,967.0 4,980.0 13.0 0.3% 4,910.0
High 5,001.0 4,984.0 -17.0 -0.3% 4,969.0
Low 4,958.0 4,903.0 -55.0 -1.1% 4,901.0
Close 5,000.0 4,917.0 -83.0 -1.7% 4,964.0
Range 43.0 81.0 38.0 88.4% 68.0
ATR 48.4 51.8 3.5 7.2% 0.0
Volume 35,394 43,171 7,777 22.0% 138,002
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 5,177.7 5,128.3 4,961.6
R3 5,096.7 5,047.3 4,939.3
R2 5,015.7 5,015.7 4,931.9
R1 4,966.3 4,966.3 4,924.4 4,950.5
PP 4,934.7 4,934.7 4,934.7 4,926.8
S1 4,885.3 4,885.3 4,909.6 4,869.5
S2 4,853.7 4,853.7 4,902.2
S3 4,772.7 4,804.3 4,894.7
S4 4,691.7 4,723.3 4,872.5
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5,148.7 5,124.3 5,001.4
R3 5,080.7 5,056.3 4,982.7
R2 5,012.7 5,012.7 4,976.5
R1 4,988.3 4,988.3 4,970.2 5,000.5
PP 4,944.7 4,944.7 4,944.7 4,950.8
S1 4,920.3 4,920.3 4,957.8 4,932.5
S2 4,876.7 4,876.7 4,951.5
S3 4,808.7 4,852.3 4,945.3
S4 4,740.7 4,784.3 4,926.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,001.0 4,903.0 98.0 2.0% 48.6 1.0% 14% False True 33,144
10 5,001.0 4,797.0 204.0 4.1% 43.6 0.9% 59% False False 31,484
20 5,001.0 4,484.0 517.0 10.5% 50.3 1.0% 84% False False 34,450
40 5,001.0 4,484.0 517.0 10.5% 42.7 0.9% 84% False False 21,452
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 9.8
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5,328.3
2.618 5,196.1
1.618 5,115.1
1.000 5,065.0
0.618 5,034.1
HIGH 4,984.0
0.618 4,953.1
0.500 4,943.5
0.382 4,933.9
LOW 4,903.0
0.618 4,852.9
1.000 4,822.0
1.618 4,771.9
2.618 4,690.9
4.250 4,558.8
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 4,943.5 4,952.0
PP 4,934.7 4,940.3
S1 4,925.8 4,928.7

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

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