ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 4,220.0 4,214.0 -6.0 -0.1% 4,194.0
High 4,225.0 4,224.0 -1.0 0.0% 4,302.0
Low 4,143.0 4,176.0 33.0 0.8% 4,066.0
Close 4,168.0 4,214.0 46.0 1.1% 4,068.0
Range 82.0 48.0 -34.0 -41.5% 236.0
ATR 103.1 99.7 -3.4 -3.3% 0.0
Volume 42,739 33,987 -8,752 -20.5% 242,132
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,348.7 4,329.3 4,240.4
R3 4,300.7 4,281.3 4,227.2
R2 4,252.7 4,252.7 4,222.8
R1 4,233.3 4,233.3 4,218.4 4,238.0
PP 4,204.7 4,204.7 4,204.7 4,207.0
S1 4,185.3 4,185.3 4,209.6 4,190.0
S2 4,156.7 4,156.7 4,205.2
S3 4,108.7 4,137.3 4,200.8
S4 4,060.7 4,089.3 4,187.6
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,853.3 4,696.7 4,197.8
R3 4,617.3 4,460.7 4,132.9
R2 4,381.3 4,381.3 4,111.3
R1 4,224.7 4,224.7 4,089.6 4,185.0
PP 4,145.3 4,145.3 4,145.3 4,125.5
S1 3,988.7 3,988.7 4,046.4 3,949.0
S2 3,909.3 3,909.3 4,024.7
S3 3,673.3 3,752.7 4,003.1
S4 3,437.3 3,516.7 3,938.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,225.0 4,054.0 171.0 4.1% 77.4 1.8% 94% False False 47,472
10 4,302.0 4,054.0 248.0 5.9% 78.3 1.9% 65% False False 47,097
20 4,489.0 3,722.0 767.0 18.2% 78.8 1.9% 64% False False 54,059
40 4,642.0 3,722.0 920.0 21.8% 60.3 1.4% 53% False False 41,767
60 4,696.0 3,722.0 974.0 23.1% 56.8 1.3% 51% False False 36,751
80 4,780.0 3,722.0 1,058.0 25.1% 49.9 1.2% 47% False False 27,592
100 4,970.0 3,722.0 1,248.0 29.6% 43.3 1.0% 39% False False 22,079
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.8
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,428.0
2.618 4,349.7
1.618 4,301.7
1.000 4,272.0
0.618 4,253.7
HIGH 4,224.0
0.618 4,205.7
0.500 4,200.0
0.382 4,194.3
LOW 4,176.0
0.618 4,146.3
1.000 4,128.0
1.618 4,098.3
2.618 4,050.3
4.250 3,972.0
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 4,209.3 4,191.2
PP 4,204.7 4,168.3
S1 4,200.0 4,145.5

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

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