ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 4,708.0 4,669.0 -39.0 -0.8% 4,766.0
High 4,717.0 4,675.0 -42.0 -0.9% 4,797.0
Low 4,675.0 4,650.0 -25.0 -0.5% 4,675.0
Close 4,713.0 4,668.0 -45.0 -1.0% 4,713.0
Range 42.0 25.0 -17.0 -40.5% 122.0
ATR 61.1 61.3 0.1 0.2% 0.0
Volume 31,501 29,342 -2,159 -6.9% 167,093
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 4,739.3 4,728.7 4,681.8
R3 4,714.3 4,703.7 4,674.9
R2 4,689.3 4,689.3 4,672.6
R1 4,678.7 4,678.7 4,670.3 4,671.5
PP 4,664.3 4,664.3 4,664.3 4,660.8
S1 4,653.7 4,653.7 4,665.7 4,646.5
S2 4,639.3 4,639.3 4,663.4
S3 4,614.3 4,628.7 4,661.1
S4 4,589.3 4,603.7 4,654.3
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 5,094.3 5,025.7 4,780.1
R3 4,972.3 4,903.7 4,746.6
R2 4,850.3 4,850.3 4,735.4
R1 4,781.7 4,781.7 4,724.2 4,755.0
PP 4,728.3 4,728.3 4,728.3 4,715.0
S1 4,659.7 4,659.7 4,701.8 4,633.0
S2 4,606.3 4,606.3 4,690.6
S3 4,484.3 4,537.7 4,679.5
S4 4,362.3 4,415.7 4,645.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,786.0 4,650.0 136.0 2.9% 43.8 0.9% 13% False True 31,997
10 4,801.0 4,650.0 151.0 3.2% 45.6 1.0% 12% False True 33,914
20 4,951.0 4,650.0 301.0 6.4% 50.4 1.1% 6% False True 33,555
40 5,001.0 4,484.0 517.0 11.1% 48.8 1.0% 36% False False 32,920
60 5,001.0 4,484.0 517.0 11.1% 45.8 1.0% 36% False False 26,100
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 11.2
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 4,781.3
2.618 4,740.5
1.618 4,715.5
1.000 4,700.0
0.618 4,690.5
HIGH 4,675.0
0.618 4,665.5
0.500 4,662.5
0.382 4,659.6
LOW 4,650.0
0.618 4,634.6
1.000 4,625.0
1.618 4,609.6
2.618 4,584.6
4.250 4,543.8
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 4,666.2 4,689.5
PP 4,664.3 4,682.3
S1 4,662.5 4,675.2

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

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