ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 4,277.0 4,111.0 -166.0 -3.9% 4,215.0
High 4,277.0 4,121.0 -156.0 -3.6% 4,311.0
Low 4,244.0 4,097.0 -147.0 -3.5% 4,097.0
Close 4,228.0 4,076.0 -152.0 -3.6% 4,076.0
Range 33.0 24.0 -9.0 -27.3% 214.0
ATR 83.0 86.4 3.4 4.1% 0.0
Volume 235 174 -61 -26.0% 970
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,170.0 4,147.0 4,089.2
R3 4,146.0 4,123.0 4,082.6
R2 4,122.0 4,122.0 4,080.4
R1 4,099.0 4,099.0 4,078.2 4,098.5
PP 4,098.0 4,098.0 4,098.0 4,097.8
S1 4,075.0 4,075.0 4,073.8 4,074.5
S2 4,074.0 4,074.0 4,071.6
S3 4,050.0 4,051.0 4,069.4
S4 4,026.0 4,027.0 4,062.8
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,803.3 4,653.7 4,193.7
R3 4,589.3 4,439.7 4,134.9
R2 4,375.3 4,375.3 4,115.2
R1 4,225.7 4,225.7 4,095.6 4,193.5
PP 4,161.3 4,161.3 4,161.3 4,145.3
S1 4,011.7 4,011.7 4,056.4 3,979.5
S2 3,947.3 3,947.3 4,036.8
S3 3,733.3 3,797.7 4,017.2
S4 3,519.3 3,583.7 3,958.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,311.0 4,097.0 214.0 5.3% 53.0 1.3% -10% False True 194
10 4,311.0 3,730.0 581.0 14.3% 77.6 1.9% 60% False False 211
20 4,578.0 3,730.0 848.0 20.8% 62.7 1.5% 41% False False 242
40 4,656.0 3,730.0 926.0 22.7% 39.4 1.0% 37% False False 179
60 4,716.0 3,730.0 986.0 24.2% 26.9 0.7% 35% False False 147
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11.0
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4,223.0
2.618 4,183.8
1.618 4,159.8
1.000 4,145.0
0.618 4,135.8
HIGH 4,121.0
0.618 4,111.8
0.500 4,109.0
0.382 4,106.2
LOW 4,097.0
0.618 4,082.2
1.000 4,073.0
1.618 4,058.2
2.618 4,034.2
4.250 3,995.0
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 4,109.0 4,201.5
PP 4,098.0 4,159.7
S1 4,087.0 4,117.8

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

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