ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 4,114.0 3,990.0 -124.0 -3.0% 4,424.0
High 4,125.0 4,132.0 7.0 0.2% 4,489.0
Low 4,077.0 3,986.0 -91.0 -2.2% 4,039.0
Close 4,093.0 4,092.0 -1.0 0.0% 4,050.0
Range 48.0 146.0 98.0 204.2% 450.0
ATR 105.2 108.1 2.9 2.8% 0.0
Volume 70,923 69,358 -1,565 -2.2% 236,689
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,508.0 4,446.0 4,172.3
R3 4,362.0 4,300.0 4,132.2
R2 4,216.0 4,216.0 4,118.8
R1 4,154.0 4,154.0 4,105.4 4,185.0
PP 4,070.0 4,070.0 4,070.0 4,085.5
S1 4,008.0 4,008.0 4,078.6 4,039.0
S2 3,924.0 3,924.0 4,065.2
S3 3,778.0 3,862.0 4,051.9
S4 3,632.0 3,716.0 4,011.7
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 4,132.0 3,722.0 410.0 10.0% 94.6 2.3% 90% True False 82,794
10 4,489.0 3,722.0 767.0 18.7% 79.2 1.9% 48% False False 61,021
20 4,587.0 3,722.0 865.0 21.1% 57.8 1.4% 43% False False 45,533
40 4,642.0 3,722.0 920.0 22.5% 52.5 1.3% 40% False False 37,561
60 4,756.0 3,722.0 1,034.0 25.3% 48.9 1.2% 36% False False 28,928
80 4,920.0 3,722.0 1,198.0 29.3% 42.2 1.0% 31% False False 21,711
100 4,970.0 3,722.0 1,248.0 30.5% 36.2 0.9% 30% False False 17,378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.1
Widest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 4,752.5
2.618 4,514.2
1.618 4,368.2
1.000 4,278.0
0.618 4,222.2
HIGH 4,132.0
0.618 4,076.2
0.500 4,059.0
0.382 4,041.8
LOW 3,986.0
0.618 3,895.8
1.000 3,840.0
1.618 3,749.8
2.618 3,603.8
4.250 3,365.5
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 4,081.0 4,037.0
PP 4,070.0 3,982.0
S1 4,059.0 3,927.0

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

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