ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 4,835.0 4,795.0 -40.0 -0.8% 4,945.0
High 4,841.0 4,801.0 -40.0 -0.8% 4,951.0
Low 4,764.0 4,769.0 5.0 0.1% 4,796.0
Close 4,818.0 4,784.0 -34.0 -0.7% 4,808.0
Range 77.0 32.0 -45.0 -58.4% 155.0
ATR 60.0 59.2 -0.8 -1.3% 0.0
Volume 43,455 35,296 -8,159 -18.8% 99,477
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 4,880.7 4,864.3 4,801.6
R3 4,848.7 4,832.3 4,792.8
R2 4,816.7 4,816.7 4,789.9
R1 4,800.3 4,800.3 4,786.9 4,792.5
PP 4,784.7 4,784.7 4,784.7 4,780.8
S1 4,768.3 4,768.3 4,781.1 4,760.5
S2 4,752.7 4,752.7 4,778.1
S3 4,720.7 4,736.3 4,775.2
S4 4,688.7 4,704.3 4,766.4
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5,316.7 5,217.3 4,893.3
R3 5,161.7 5,062.3 4,850.6
R2 5,006.7 5,006.7 4,836.4
R1 4,907.3 4,907.3 4,822.2 4,879.5
PP 4,851.7 4,851.7 4,851.7 4,837.8
S1 4,752.3 4,752.3 4,793.8 4,724.5
S2 4,696.7 4,696.7 4,779.6
S3 4,541.7 4,597.3 4,765.4
S4 4,386.7 4,442.3 4,722.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,951.0 4,764.0 187.0 3.9% 67.2 1.4% 11% False False 35,645
10 4,951.0 4,764.0 187.0 3.9% 53.7 1.1% 11% False False 33,565
20 5,001.0 4,764.0 237.0 5.0% 48.2 1.0% 8% False False 32,399
40 5,001.0 4,484.0 517.0 10.8% 53.6 1.1% 58% False False 31,523
60 5,001.0 4,484.0 517.0 10.8% 39.9 0.8% 58% False False 21,043
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,937.0
2.618 4,884.8
1.618 4,852.8
1.000 4,833.0
0.618 4,820.8
HIGH 4,801.0
0.618 4,788.8
0.500 4,785.0
0.382 4,781.2
LOW 4,769.0
0.618 4,749.2
1.000 4,737.0
1.618 4,717.2
2.618 4,685.2
4.250 4,633.0
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 4,785.0 4,827.5
PP 4,784.7 4,813.0
S1 4,784.3 4,798.5

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

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