ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 4,494.0 4,447.0 -47.0 -1.0% 4,494.0
High 4,513.0 4,459.0 -54.0 -1.2% 4,552.0
Low 4,477.0 4,441.0 -36.0 -0.8% 4,434.0
Close 4,497.0 4,441.0 -56.0 -1.2% 4,497.0
Range 36.0 18.0 -18.0 -50.0% 118.0
ATR 52.6 52.8 0.2 0.5% 0.0
Volume 25,743 24,714 -1,029 -4.0% 141,390
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 4,501.0 4,489.0 4,450.9
R3 4,483.0 4,471.0 4,446.0
R2 4,465.0 4,465.0 4,444.3
R1 4,453.0 4,453.0 4,442.7 4,450.0
PP 4,447.0 4,447.0 4,447.0 4,445.5
S1 4,435.0 4,435.0 4,439.4 4,432.0
S2 4,429.0 4,429.0 4,437.7
S3 4,411.0 4,417.0 4,436.1
S4 4,393.0 4,399.0 4,431.1
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 4,848.3 4,790.7 4,561.9
R3 4,730.3 4,672.7 4,529.5
R2 4,612.3 4,612.3 4,518.6
R1 4,554.7 4,554.7 4,507.8 4,583.5
PP 4,494.3 4,494.3 4,494.3 4,508.8
S1 4,436.7 4,436.7 4,486.2 4,465.5
S2 4,376.3 4,376.3 4,475.4
S3 4,258.3 4,318.7 4,464.6
S4 4,140.3 4,200.7 4,432.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,552.0 4,441.0 111.0 2.5% 36.4 0.8% 0% False True 26,760
10 4,589.0 4,434.0 155.0 3.5% 51.4 1.2% 5% False False 40,483
20 4,725.0 4,434.0 291.0 6.6% 46.6 1.0% 2% False False 21,703
40 4,798.0 4,434.0 364.0 8.2% 37.6 0.8% 2% False False 10,896
60 4,970.0 4,434.0 536.0 12.1% 29.7 0.7% 1% False False 7,275
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 14.9
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4,535.5
2.618 4,506.1
1.618 4,488.1
1.000 4,477.0
0.618 4,470.1
HIGH 4,459.0
0.618 4,452.1
0.500 4,450.0
0.382 4,447.9
LOW 4,441.0
0.618 4,429.9
1.000 4,423.0
1.618 4,411.9
2.618 4,393.9
4.250 4,364.5
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 4,450.0 4,482.5
PP 4,447.0 4,468.7
S1 4,444.0 4,454.8

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

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