ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 4,438.0 4,489.0 51.0 1.1% 4,588.0
High 4,457.0 4,529.0 72.0 1.6% 4,593.0
Low 4,419.0 4,485.0 66.0 1.5% 4,429.0
Close 4,440.0 4,525.0 85.0 1.9% 4,441.0
Range 38.0 44.0 6.0 15.8% 164.0
ATR 53.0 55.5 2.6 4.9% 0.0
Volume 30,257 33,839 3,582 11.8% 157,449
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 4,645.0 4,629.0 4,549.2
R3 4,601.0 4,585.0 4,537.1
R2 4,557.0 4,557.0 4,533.1
R1 4,541.0 4,541.0 4,529.0 4,549.0
PP 4,513.0 4,513.0 4,513.0 4,517.0
S1 4,497.0 4,497.0 4,521.0 4,505.0
S2 4,469.0 4,469.0 4,516.9
S3 4,425.0 4,453.0 4,512.9
S4 4,381.0 4,409.0 4,500.8
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 4,979.7 4,874.3 4,531.2
R3 4,815.7 4,710.3 4,486.1
R2 4,651.7 4,651.7 4,471.1
R1 4,546.3 4,546.3 4,456.0 4,517.0
PP 4,487.7 4,487.7 4,487.7 4,473.0
S1 4,382.3 4,382.3 4,426.0 4,353.0
S2 4,323.7 4,323.7 4,410.9
S3 4,159.7 4,218.3 4,395.9
S4 3,995.7 4,054.3 4,350.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,529.0 4,419.0 110.0 2.4% 38.8 0.9% 96% True False 29,474
10 4,642.0 4,419.0 223.0 4.9% 42.2 0.9% 48% False False 29,810
20 4,642.0 4,419.0 223.0 4.9% 43.6 1.0% 48% False False 29,197
40 4,725.0 4,419.0 306.0 6.8% 45.1 1.0% 35% False False 23,492
60 4,920.0 4,419.0 501.0 11.1% 38.6 0.9% 21% False False 15,680
80 4,970.0 4,419.0 551.0 12.2% 31.9 0.7% 19% False False 11,768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 12.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,716.0
2.618 4,644.2
1.618 4,600.2
1.000 4,573.0
0.618 4,556.2
HIGH 4,529.0
0.618 4,512.2
0.500 4,507.0
0.382 4,501.8
LOW 4,485.0
0.618 4,457.8
1.000 4,441.0
1.618 4,413.8
2.618 4,369.8
4.250 4,298.0
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 4,519.0 4,508.0
PP 4,513.0 4,491.0
S1 4,507.0 4,474.0

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

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