ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 4,616.0 4,626.0 10.0 0.2% 4,669.0
High 4,647.0 4,633.0 -14.0 -0.3% 4,773.0
Low 4,599.0 4,582.0 -17.0 -0.4% 4,650.0
Close 4,630.0 4,589.0 -41.0 -0.9% 4,740.0
Range 48.0 51.0 3.0 6.3% 123.0
ATR 59.6 59.0 -0.6 -1.0% 0.0
Volume 42,040 40,094 -1,946 -4.6% 140,762
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 4,754.3 4,722.7 4,617.1
R3 4,703.3 4,671.7 4,603.0
R2 4,652.3 4,652.3 4,598.4
R1 4,620.7 4,620.7 4,593.7 4,611.0
PP 4,601.3 4,601.3 4,601.3 4,596.5
S1 4,569.7 4,569.7 4,584.3 4,560.0
S2 4,550.3 4,550.3 4,579.7
S3 4,499.3 4,518.7 4,575.0
S4 4,448.3 4,467.7 4,561.0
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5,090.0 5,038.0 4,807.7
R3 4,967.0 4,915.0 4,773.8
R2 4,844.0 4,844.0 4,762.6
R1 4,792.0 4,792.0 4,751.3 4,818.0
PP 4,721.0 4,721.0 4,721.0 4,734.0
S1 4,669.0 4,669.0 4,728.7 4,695.0
S2 4,598.0 4,598.0 4,717.5
S3 4,475.0 4,546.0 4,706.2
S4 4,352.0 4,423.0 4,672.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,773.0 4,582.0 191.0 4.2% 43.6 1.0% 4% False True 34,078
10 4,773.0 4,582.0 191.0 4.2% 41.5 0.9% 4% False True 32,367
20 4,924.0 4,582.0 342.0 7.5% 49.2 1.1% 2% False True 33,855
40 5,001.0 4,582.0 419.0 9.1% 46.6 1.0% 2% False True 32,511
60 5,001.0 4,484.0 517.0 11.3% 49.1 1.1% 20% False False 29,867
80 5,001.0 4,484.0 517.0 11.3% 39.1 0.9% 20% False False 22,421
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 6.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,849.8
2.618 4,766.5
1.618 4,715.5
1.000 4,684.0
0.618 4,664.5
HIGH 4,633.0
0.618 4,613.5
0.500 4,607.5
0.382 4,601.5
LOW 4,582.0
0.618 4,550.5
1.000 4,531.0
1.618 4,499.5
2.618 4,448.5
4.250 4,365.3
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 4,607.5 4,639.0
PP 4,601.3 4,622.3
S1 4,595.2 4,605.7

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

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