ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 3,800.0 4,114.0 314.0 8.3% 4,424.0
High 3,824.0 4,125.0 301.0 7.9% 4,489.0
Low 3,722.0 4,077.0 355.0 9.5% 4,039.0
Close 3,824.0 4,093.0 269.0 7.0% 4,050.0
Range 102.0 48.0 -54.0 -52.9% 450.0
ATR 90.1 105.2 15.1 16.7% 0.0
Volume 115,458 70,923 -44,535 -38.6% 236,689
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,242.3 4,215.7 4,119.4
R3 4,194.3 4,167.7 4,106.2
R2 4,146.3 4,146.3 4,101.8
R1 4,119.7 4,119.7 4,097.4 4,109.0
PP 4,098.3 4,098.3 4,098.3 4,093.0
S1 4,071.7 4,071.7 4,088.6 4,061.0
S2 4,050.3 4,050.3 4,084.2
S3 4,002.3 4,023.7 4,079.8
S4 3,954.3 3,975.7 4,066.6
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5,542.7 5,246.3 4,297.5
R3 5,092.7 4,796.3 4,173.8
R2 4,642.7 4,642.7 4,132.5
R1 4,346.3 4,346.3 4,091.3 4,269.5
PP 4,192.7 4,192.7 4,192.7 4,154.3
S1 3,896.3 3,896.3 4,008.8 3,819.5
S2 3,742.7 3,742.7 3,967.5
S3 3,292.7 3,446.3 3,926.3
S4 2,842.7 2,996.3 3,802.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,322.0 3,722.0 600.0 14.7% 82.6 2.0% 62% False False 78,145
10 4,489.0 3,722.0 767.0 18.7% 67.7 1.7% 48% False False 57,483
20 4,587.0 3,722.0 865.0 21.1% 52.9 1.3% 43% False False 43,693
40 4,642.0 3,722.0 920.0 22.5% 50.4 1.2% 40% False False 36,750
60 4,756.0 3,722.0 1,034.0 25.3% 46.9 1.1% 36% False False 27,777
80 4,920.0 3,722.0 1,198.0 29.3% 40.8 1.0% 31% False False 20,844
100 4,970.0 3,722.0 1,248.0 30.5% 35.0 0.9% 30% False False 16,688
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 18.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,329.0
2.618 4,250.7
1.618 4,202.7
1.000 4,173.0
0.618 4,154.7
HIGH 4,125.0
0.618 4,106.7
0.500 4,101.0
0.382 4,095.3
LOW 4,077.0
0.618 4,047.3
1.000 4,029.0
1.618 3,999.3
2.618 3,951.3
4.250 3,873.0
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 4,101.0 4,036.5
PP 4,098.3 3,980.0
S1 4,095.7 3,923.5

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

View Archives - Comment on this page... - Back to Index of Symbols