ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 4,538.0 4,599.0 61.0 1.3% 4,546.0
High 4,598.0 4,600.0 2.0 0.0% 4,594.0
Low 4,512.0 4,552.0 40.0 0.9% 4,519.0
Close 4,586.0 4,569.0 -17.0 -0.4% 4,577.0
Range 86.0 48.0 -38.0 -44.2% 75.0
ATR 56.8 56.1 -0.6 -1.1% 0.0
Volume 132,034 75,757 -56,277 -42.6% 177,568
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 4,717.7 4,691.3 4,595.4
R3 4,669.7 4,643.3 4,582.2
R2 4,621.7 4,621.7 4,577.8
R1 4,595.3 4,595.3 4,573.4 4,584.5
PP 4,573.7 4,573.7 4,573.7 4,568.3
S1 4,547.3 4,547.3 4,564.6 4,536.5
S2 4,525.7 4,525.7 4,560.2
S3 4,477.7 4,499.3 4,555.8
S4 4,429.7 4,451.3 4,542.6
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 4,788.3 4,757.7 4,618.3
R3 4,713.3 4,682.7 4,597.6
R2 4,638.3 4,638.3 4,590.8
R1 4,607.7 4,607.7 4,583.9 4,623.0
PP 4,563.3 4,563.3 4,563.3 4,571.0
S1 4,532.7 4,532.7 4,570.1 4,548.0
S2 4,488.3 4,488.3 4,563.3
S3 4,413.3 4,457.7 4,556.4
S4 4,338.3 4,382.7 4,535.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,600.0 4,512.0 88.0 1.9% 54.6 1.2% 65% True False 64,863
10 4,741.0 4,512.0 229.0 5.0% 48.0 1.1% 25% False False 48,504
20 4,773.0 4,512.0 261.0 5.7% 45.9 1.0% 22% False False 39,337
40 4,951.0 4,512.0 439.0 9.6% 48.2 1.1% 13% False False 36,370
60 5,001.0 4,512.0 489.0 10.7% 47.1 1.0% 12% False False 34,719
80 5,001.0 4,484.0 517.0 11.3% 46.4 1.0% 16% False False 29,766
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook True
Stretch 7.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,804.0
2.618 4,725.7
1.618 4,677.7
1.000 4,648.0
0.618 4,629.7
HIGH 4,600.0
0.618 4,581.7
0.500 4,576.0
0.382 4,570.3
LOW 4,552.0
0.618 4,522.3
1.000 4,504.0
1.618 4,474.3
2.618 4,426.3
4.250 4,348.0
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 4,576.0 4,564.7
PP 4,573.7 4,560.3
S1 4,571.3 4,556.0

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

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