ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 4,596.0 4,586.0 -10.0 -0.2% 4,447.0
High 4,599.0 4,602.0 3.0 0.1% 4,628.0
Low 4,563.0 4,565.0 2.0 0.0% 4,441.0
Close 4,591.0 4,585.0 -6.0 -0.1% 4,586.0
Range 36.0 37.0 1.0 2.8% 187.0
ATR 54.5 53.2 -1.2 -2.3% 0.0
Volume 25,023 24,426 -597 -2.4% 156,472
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 4,695.0 4,677.0 4,605.4
R3 4,658.0 4,640.0 4,595.2
R2 4,621.0 4,621.0 4,591.8
R1 4,603.0 4,603.0 4,588.4 4,593.5
PP 4,584.0 4,584.0 4,584.0 4,579.3
S1 4,566.0 4,566.0 4,581.6 4,556.5
S2 4,547.0 4,547.0 4,578.2
S3 4,510.0 4,529.0 4,574.8
S4 4,473.0 4,492.0 4,564.7
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5,112.7 5,036.3 4,688.9
R3 4,925.7 4,849.3 4,637.4
R2 4,738.7 4,738.7 4,620.3
R1 4,662.3 4,662.3 4,603.1 4,700.5
PP 4,551.7 4,551.7 4,551.7 4,570.8
S1 4,475.3 4,475.3 4,568.9 4,513.5
S2 4,364.7 4,364.7 4,551.7
S3 4,177.7 4,288.3 4,534.6
S4 3,990.7 4,101.3 4,483.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,638.0 4,563.0 75.0 1.6% 46.8 1.0% 29% False False 26,035
10 4,638.0 4,441.0 197.0 4.3% 44.3 1.0% 73% False False 28,166
20 4,638.0 4,434.0 204.0 4.4% 49.3 1.1% 74% False False 33,026
40 4,756.0 4,434.0 322.0 7.0% 41.8 0.9% 47% False False 16,666
60 4,970.0 4,434.0 536.0 11.7% 35.5 0.8% 28% False False 11,123
80 4,970.0 4,434.0 536.0 11.7% 29.2 0.6% 28% False False 8,361
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,759.3
2.618 4,698.9
1.618 4,661.9
1.000 4,639.0
0.618 4,624.9
HIGH 4,602.0
0.618 4,587.9
0.500 4,583.5
0.382 4,579.1
LOW 4,565.0
0.618 4,542.1
1.000 4,528.0
1.618 4,505.1
2.618 4,468.1
4.250 4,407.8
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 4,584.5 4,592.5
PP 4,584.0 4,590.0
S1 4,583.5 4,587.5

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

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