ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 4,588.0 4,518.0 -70.0 -1.5% 4,638.0
High 4,593.0 4,527.0 -66.0 -1.4% 4,642.0
Low 4,555.0 4,459.0 -96.0 -2.1% 4,563.0
Close 4,560.0 4,465.0 -95.0 -2.1% 4,640.0
Range 38.0 68.0 30.0 78.9% 79.0
ATR 55.8 59.0 3.2 5.8% 0.0
Volume 23,453 39,985 16,532 70.5% 127,022
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 4,687.7 4,644.3 4,502.4
R3 4,619.7 4,576.3 4,483.7
R2 4,551.7 4,551.7 4,477.5
R1 4,508.3 4,508.3 4,471.2 4,496.0
PP 4,483.7 4,483.7 4,483.7 4,477.5
S1 4,440.3 4,440.3 4,458.8 4,428.0
S2 4,415.7 4,415.7 4,452.5
S3 4,347.7 4,372.3 4,446.3
S4 4,279.7 4,304.3 4,427.6
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 4,852.0 4,825.0 4,683.5
R3 4,773.0 4,746.0 4,661.7
R2 4,694.0 4,694.0 4,654.5
R1 4,667.0 4,667.0 4,647.2 4,680.5
PP 4,615.0 4,615.0 4,615.0 4,621.8
S1 4,588.0 4,588.0 4,632.8 4,601.5
S2 4,536.0 4,536.0 4,625.5
S3 4,457.0 4,509.0 4,618.3
S4 4,378.0 4,430.0 4,596.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,642.0 4,459.0 183.0 4.1% 44.0 1.0% 3% False True 28,091
10 4,642.0 4,459.0 183.0 4.1% 48.5 1.1% 3% False True 29,419
20 4,642.0 4,434.0 208.0 4.7% 48.3 1.1% 15% False False 31,194
40 4,756.0 4,434.0 322.0 7.2% 43.5 1.0% 10% False False 18,940
60 4,920.0 4,434.0 486.0 10.9% 36.4 0.8% 6% False False 12,640
80 4,970.0 4,434.0 536.0 12.0% 30.0 0.7% 6% False False 9,495
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.1
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4,816.0
2.618 4,705.0
1.618 4,637.0
1.000 4,595.0
0.618 4,569.0
HIGH 4,527.0
0.618 4,501.0
0.500 4,493.0
0.382 4,485.0
LOW 4,459.0
0.618 4,417.0
1.000 4,391.0
1.618 4,349.0
2.618 4,281.0
4.250 4,170.0
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 4,493.0 4,550.5
PP 4,483.7 4,522.0
S1 4,474.3 4,493.5

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

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