ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 4,560.0 4,536.0 -24.0 -0.5% 4,447.0
High 4,561.0 4,557.0 -4.0 -0.1% 4,587.0
Low 4,500.0 4,518.0 18.0 0.4% 4,419.0
Close 4,513.0 4,542.0 29.0 0.6% 4,586.0
Range 61.0 39.0 -22.0 -36.1% 168.0
ATR 55.7 54.9 -0.8 -1.5% 0.0
Volume 34,369 31,141 -3,228 -9.4% 147,494
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 4,656.0 4,638.0 4,563.5
R3 4,617.0 4,599.0 4,552.7
R2 4,578.0 4,578.0 4,549.2
R1 4,560.0 4,560.0 4,545.6 4,569.0
PP 4,539.0 4,539.0 4,539.0 4,543.5
S1 4,521.0 4,521.0 4,538.4 4,530.0
S2 4,500.0 4,500.0 4,534.9
S3 4,461.0 4,482.0 4,531.3
S4 4,422.0 4,443.0 4,520.6
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5,034.7 4,978.3 4,678.4
R3 4,866.7 4,810.3 4,632.2
R2 4,698.7 4,698.7 4,616.8
R1 4,642.3 4,642.3 4,601.4 4,670.5
PP 4,530.7 4,530.7 4,530.7 4,544.8
S1 4,474.3 4,474.3 4,570.6 4,502.5
S2 4,362.7 4,362.7 4,555.2
S3 4,194.7 4,306.3 4,539.8
S4 4,026.7 4,138.3 4,493.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,587.0 4,485.0 102.0 2.2% 39.0 0.9% 56% False False 31,635
10 4,587.0 4,419.0 168.0 3.7% 38.9 0.9% 73% False False 30,701
20 4,642.0 4,419.0 223.0 4.9% 43.7 1.0% 55% False False 30,060
40 4,725.0 4,419.0 306.0 6.7% 45.7 1.0% 40% False False 26,580
60 4,782.0 4,419.0 363.0 8.0% 40.0 0.9% 34% False False 17,750
80 4,970.0 4,419.0 551.0 12.1% 33.7 0.7% 22% False False 13,320
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,722.8
2.618 4,659.1
1.618 4,620.1
1.000 4,596.0
0.618 4,581.1
HIGH 4,557.0
0.618 4,542.1
0.500 4,537.5
0.382 4,532.9
LOW 4,518.0
0.618 4,493.9
1.000 4,479.0
1.618 4,454.9
2.618 4,415.9
4.250 4,352.3
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 4,540.5 4,543.5
PP 4,539.0 4,543.0
S1 4,537.5 4,542.5

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

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