ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 4,753.0 4,701.0 -52.0 -1.1% 4,945.0
High 4,767.0 4,756.0 -11.0 -0.2% 4,951.0
Low 4,719.0 4,700.0 -19.0 -0.4% 4,796.0
Close 4,725.0 4,751.0 26.0 0.6% 4,808.0
Range 48.0 56.0 8.0 16.7% 155.0
ATR 59.7 59.4 -0.3 -0.4% 0.0
Volume 38,900 30,726 -8,174 -21.0% 99,477
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 4,903.7 4,883.3 4,781.8
R3 4,847.7 4,827.3 4,766.4
R2 4,791.7 4,791.7 4,761.3
R1 4,771.3 4,771.3 4,756.1 4,781.5
PP 4,735.7 4,735.7 4,735.7 4,740.8
S1 4,715.3 4,715.3 4,745.9 4,725.5
S2 4,679.7 4,679.7 4,740.7
S3 4,623.7 4,659.3 4,735.6
S4 4,567.7 4,603.3 4,720.2
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 4,891.0 4,700.0 191.0 4.0% 61.6 1.3% 27% False True 38,101
10 4,951.0 4,700.0 251.0 5.3% 55.4 1.2% 20% False True 34,628
20 5,001.0 4,700.0 301.0 6.3% 50.0 1.1% 17% False True 33,360
40 5,001.0 4,484.0 517.0 10.9% 54.2 1.1% 52% False False 33,236
60 5,001.0 4,484.0 517.0 10.9% 41.6 0.9% 52% False False 22,203
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 8.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,994.0
2.618 4,902.6
1.618 4,846.6
1.000 4,812.0
0.618 4,790.6
HIGH 4,756.0
0.618 4,734.6
0.500 4,728.0
0.382 4,721.4
LOW 4,700.0
0.618 4,665.4
1.000 4,644.0
1.618 4,609.4
2.618 4,553.4
4.250 4,462.0
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 4,743.3 4,750.8
PP 4,735.7 4,750.7
S1 4,728.0 4,750.5

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

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