ASX SPI 200 Index Future March 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 4,247.0 4,233.0 -14.0 -0.3% 4,218.0
High 4,263.0 4,257.0 -6.0 -0.1% 4,286.0
Low 4,230.0 4,221.0 -9.0 -0.2% 4,181.0
Close 4,245.0 4,226.0 -19.0 -0.4% 4,250.0
Range 33.0 36.0 3.0 9.1% 105.0
ATR 51.6 50.5 -1.1 -2.2% 0.0
Volume 23,369 28,217 4,848 20.7% 82,538
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 4,342.7 4,320.3 4,245.8
R3 4,306.7 4,284.3 4,235.9
R2 4,270.7 4,270.7 4,232.6
R1 4,248.3 4,248.3 4,229.3 4,241.5
PP 4,234.7 4,234.7 4,234.7 4,231.3
S1 4,212.3 4,212.3 4,222.7 4,205.5
S2 4,198.7 4,198.7 4,219.4
S3 4,162.7 4,176.3 4,216.1
S4 4,126.7 4,140.3 4,206.2
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 4,554.0 4,507.0 4,307.8
R3 4,449.0 4,402.0 4,278.9
R2 4,344.0 4,344.0 4,269.3
R1 4,297.0 4,297.0 4,259.6 4,320.5
PP 4,239.0 4,239.0 4,239.0 4,250.8
S1 4,192.0 4,192.0 4,240.4 4,215.5
S2 4,134.0 4,134.0 4,230.8
S3 4,029.0 4,087.0 4,221.1
S4 3,924.0 3,982.0 4,192.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,286.0 4,181.0 105.0 2.5% 38.2 0.9% 43% False False 24,055
10 4,286.0 4,143.0 143.0 3.4% 40.3 1.0% 58% False False 22,725
20 4,286.0 4,062.0 224.0 5.3% 41.3 1.0% 73% False False 22,720
40 4,311.0 4,015.0 296.0 7.0% 40.9 1.0% 71% False False 21,956
60 4,360.0 3,963.0 397.0 9.4% 34.5 0.8% 66% False False 14,662
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,410.0
2.618 4,351.2
1.618 4,315.2
1.000 4,293.0
0.618 4,279.2
HIGH 4,257.0
0.618 4,243.2
0.500 4,239.0
0.382 4,234.8
LOW 4,221.0
0.618 4,198.8
1.000 4,185.0
1.618 4,162.8
2.618 4,126.8
4.250 4,068.0
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 4,239.0 4,253.5
PP 4,234.7 4,244.3
S1 4,230.3 4,235.2

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

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