ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 4,420.0 4,424.0 4.0 0.1% 4,560.0
High 4,439.0 4,489.0 50.0 1.1% 4,561.0
Low 4,373.0 4,413.0 40.0 0.9% 4,373.0
Close 4,376.0 4,469.0 93.0 2.1% 4,376.0
Range 66.0 76.0 10.0 15.2% 188.0
ATR 56.5 60.6 4.0 7.1% 0.0
Volume 40,355 37,069 -3,286 -8.1% 167,162
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,685.0 4,653.0 4,510.8
R3 4,609.0 4,577.0 4,489.9
R2 4,533.0 4,533.0 4,482.9
R1 4,501.0 4,501.0 4,476.0 4,517.0
PP 4,457.0 4,457.0 4,457.0 4,465.0
S1 4,425.0 4,425.0 4,462.0 4,441.0
S2 4,381.0 4,381.0 4,455.1
S3 4,305.0 4,349.0 4,448.1
S4 4,229.0 4,273.0 4,427.2
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 4,557.0 4,373.0 184.0 4.1% 49.6 1.1% 52% False False 33,972
10 4,587.0 4,373.0 214.0 4.8% 44.2 1.0% 45% False False 32,715
20 4,642.0 4,373.0 269.0 6.0% 43.3 1.0% 36% False False 30,432
40 4,642.0 4,373.0 269.0 6.0% 45.8 1.0% 36% False False 30,022
60 4,780.0 4,373.0 407.0 9.1% 41.7 0.9% 24% False False 20,060
80 4,970.0 4,373.0 597.0 13.4% 36.0 0.8% 16% False False 15,052
100 4,970.0 4,373.0 597.0 13.4% 31.4 0.7% 16% False False 12,056
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 11.4
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4,812.0
2.618 4,688.0
1.618 4,612.0
1.000 4,565.0
0.618 4,536.0
HIGH 4,489.0
0.618 4,460.0
0.500 4,451.0
0.382 4,442.0
LOW 4,413.0
0.618 4,366.0
1.000 4,337.0
1.618 4,290.0
2.618 4,214.0
4.250 4,090.0
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 4,463.0 4,456.3
PP 4,457.0 4,443.7
S1 4,451.0 4,431.0

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

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