ASX SPI 200 Index Future September 2011

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	4,175.0	4,227.0	52.0	1.2%	4,055.0
High	4,216.0	4,278.0	62.0	1.5%	4,225.0
Low	4,175.0	4,217.0	42.0	1.0%	4,054.0
Close	4,196.0	4,248.0	52.0	1.2%	4,196.0
Range	41.0	61.0	20.0	48.8%	171.0
ATR	95.5	94.5	-1.0	-1.0%	0.0
Volume	34,089	36,279	2,190	6.4%	216,436

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,430.7	4,400.3	4,281.6
R3	4,369.7	4,339.3	4,264.8
R2	4,308.7	4,308.7	4,259.2
R1	4,278.3	4,278.3	4,253.6	4,293.5
PP	4,247.7	4,247.7	4,247.7	4,255.3
S1	4,217.3	4,217.3	4,242.4	4,232.5
S2	4,186.7	4,186.7	4,236.8
S3	4,125.7	4,156.3	4,231.2
S4	4,064.7	4,095.3	4,214.5

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4,671.3	4,604.7	4,290.1
R3	4,500.3	4,433.7	4,243.0
R2	4,329.3	4,329.3	4,227.4
R1	4,262.7	4,262.7	4,211.7	4,296.0
PP	4,158.3	4,158.3	4,158.3	4,175.0
S1	4,091.7	4,091.7	4,180.3	4,125.0
S2	3,987.3	3,987.3	4,164.7
S3	3,816.3	3,920.7	4,149.0
S4	3,645.3	3,749.7	4,102.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,278.0	4,066.0	212.0	5.0%	67.6	1.6%	86%	True	False	40,228
10	4,302.0	4,054.0	248.0	5.8%	72.0	1.7%	78%	False	False	45,279
20	4,436.0	3,722.0	714.0	16.8%	76.8	1.8%	74%	False	False	53,706
40	4,642.0	3,722.0	920.0	21.7%	60.0	1.4%	57%	False	False	42,069
60	4,642.0	3,722.0	920.0	21.7%	56.1	1.3%	57%	False	False	37,917
80	4,780.0	3,722.0	1,058.0	24.9%	50.4	1.2%	50%	False	False	28,471
100	4,970.0	3,722.0	1,248.0	29.4%	44.1	1.0%	42%	False	False	22,783
120	4,970.0	3,722.0	1,248.0	29.4%	39.0	0.9%	42%	False	False	18,998

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	8.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,537.3
2.618	4,437.7
1.618	4,376.7
1.000	4,339.0
0.618	4,315.7
HIGH	4,278.0
0.618	4,254.7
0.500	4,247.5
0.382	4,240.3
LOW	4,217.0
0.618	4,179.3
1.000	4,156.0
1.618	4,118.3
2.618	4,057.3
4.250	3,957.8

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	4,247.8	4,240.8
PP	4,247.7	4,233.7
S1	4,247.5	4,226.5

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