ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 4,445.0 4,420.0 -25.0 -0.6% 4,560.0
High 4,458.0 4,439.0 -19.0 -0.4% 4,561.0
Low 4,427.0 4,373.0 -54.0 -1.2% 4,373.0
Close 4,430.0 4,376.0 -54.0 -1.2% 4,376.0
Range 31.0 66.0 35.0 112.9% 188.0
ATR 55.8 56.5 0.7 1.3% 0.0
Volume 33,980 40,355 6,375 18.8% 167,162
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 4,594.0 4,551.0 4,412.3
R3 4,528.0 4,485.0 4,394.2
R2 4,462.0 4,462.0 4,388.1
R1 4,419.0 4,419.0 4,382.1 4,407.5
PP 4,396.0 4,396.0 4,396.0 4,390.3
S1 4,353.0 4,353.0 4,370.0 4,341.5
S2 4,330.0 4,330.0 4,363.9
S3 4,264.0 4,287.0 4,357.9
S4 4,198.0 4,221.0 4,339.7
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5,000.7 4,876.3 4,479.4
R3 4,812.7 4,688.3 4,427.7
R2 4,624.7 4,624.7 4,410.5
R1 4,500.3 4,500.3 4,393.2 4,468.5
PP 4,436.7 4,436.7 4,436.7 4,420.8
S1 4,312.3 4,312.3 4,358.8 4,280.5
S2 4,248.7 4,248.7 4,341.5
S3 4,060.7 4,124.3 4,324.3
S4 3,872.7 3,936.3 4,272.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,561.0 4,373.0 188.0 4.3% 46.6 1.1% 2% False True 33,432
10 4,587.0 4,373.0 214.0 4.9% 39.7 0.9% 1% False True 31,465
20 4,642.0 4,373.0 269.0 6.1% 41.9 1.0% 1% False True 29,956
40 4,642.0 4,373.0 269.0 6.1% 44.8 1.0% 1% False True 29,096
60 4,780.0 4,373.0 407.0 9.3% 40.8 0.9% 1% False True 19,442
80 4,970.0 4,373.0 597.0 13.6% 35.0 0.8% 1% False True 14,588
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 11.0
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4,719.5
2.618 4,611.8
1.618 4,545.8
1.000 4,505.0
0.618 4,479.8
HIGH 4,439.0
0.618 4,413.8
0.500 4,406.0
0.382 4,398.2
LOW 4,373.0
0.618 4,332.2
1.000 4,307.0
1.618 4,266.2
2.618 4,200.2
4.250 4,092.5
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 4,406.0 4,457.0
PP 4,396.0 4,430.0
S1 4,386.0 4,403.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.