ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 4,082.0 4,087.0 5.0 0.1% 4,173.0
High 4,093.0 4,098.0 5.0 0.1% 4,236.0
Low 4,029.0 4,054.0 25.0 0.6% 4,063.0
Close 4,040.0 4,084.0 44.0 1.1% 4,175.0
Range 64.0 44.0 -20.0 -31.3% 173.0
ATR 92.1 89.7 -2.4 -2.6% 0.0
Volume 71,181 144,704 73,523 103.3% 214,409
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,210.7 4,191.3 4,108.2
R3 4,166.7 4,147.3 4,096.1
R2 4,122.7 4,122.7 4,092.1
R1 4,103.3 4,103.3 4,088.0 4,091.0
PP 4,078.7 4,078.7 4,078.7 4,072.5
S1 4,059.3 4,059.3 4,080.0 4,047.0
S2 4,034.7 4,034.7 4,075.9
S3 3,990.7 4,015.3 4,071.9
S4 3,946.7 3,971.3 4,059.8
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,677.0 4,599.0 4,270.2
R3 4,504.0 4,426.0 4,222.6
R2 4,331.0 4,331.0 4,206.7
R1 4,253.0 4,253.0 4,190.9 4,292.0
PP 4,158.0 4,158.0 4,158.0 4,177.5
S1 4,080.0 4,080.0 4,159.1 4,119.0
S2 3,985.0 3,985.0 4,143.3
S3 3,812.0 3,907.0 4,127.4
S4 3,639.0 3,734.0 4,079.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,236.0 4,029.0 207.0 5.1% 64.0 1.6% 27% False False 68,017
10 4,349.0 4,029.0 320.0 7.8% 59.0 1.4% 17% False False 54,582
20 4,349.0 4,029.0 320.0 7.8% 64.3 1.6% 17% False False 49,270
40 4,587.0 3,722.0 865.0 21.2% 64.5 1.6% 42% False False 48,716
60 4,642.0 3,722.0 920.0 22.5% 57.5 1.4% 39% False False 42,088
80 4,725.0 3,722.0 1,003.0 24.6% 54.6 1.3% 36% False False 35,681
100 4,920.0 3,722.0 1,198.0 29.3% 48.8 1.2% 30% False False 28,557
120 4,970.0 3,722.0 1,248.0 30.6% 42.7 1.0% 29% False False 23,804
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 11.8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,285.0
2.618 4,213.2
1.618 4,169.2
1.000 4,142.0
0.618 4,125.2
HIGH 4,098.0
0.618 4,081.2
0.500 4,076.0
0.382 4,070.8
LOW 4,054.0
0.618 4,026.8
1.000 4,010.0
1.618 3,982.8
2.618 3,938.8
4.250 3,867.0
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 4,081.3 4,130.5
PP 4,078.7 4,115.0
S1 4,076.0 4,099.5

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

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