ASX SPI 200 Index Future March 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 4,277.0 4,295.0 18.0 0.4% 4,192.0
High 4,294.0 4,297.0 3.0 0.1% 4,294.0
Low 4,263.0 4,252.0 -11.0 -0.3% 4,191.0
Close 4,289.0 4,270.0 -19.0 -0.4% 4,289.0
Range 31.0 45.0 14.0 45.2% 103.0
ATR 49.7 49.4 -0.3 -0.7% 0.0
Volume 26,692 29,262 2,570 9.6% 136,327
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 4,408.0 4,384.0 4,294.8
R3 4,363.0 4,339.0 4,282.4
R2 4,318.0 4,318.0 4,278.3
R1 4,294.0 4,294.0 4,274.1 4,283.5
PP 4,273.0 4,273.0 4,273.0 4,267.8
S1 4,249.0 4,249.0 4,265.9 4,238.5
S2 4,228.0 4,228.0 4,261.8
S3 4,183.0 4,204.0 4,257.6
S4 4,138.0 4,159.0 4,245.3
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 4,567.0 4,531.0 4,345.7
R3 4,464.0 4,428.0 4,317.3
R2 4,361.0 4,361.0 4,307.9
R1 4,325.0 4,325.0 4,298.4 4,343.0
PP 4,258.0 4,258.0 4,258.0 4,267.0
S1 4,222.0 4,222.0 4,279.6 4,240.0
S2 4,155.0 4,155.0 4,270.1
S3 4,052.0 4,119.0 4,260.7
S4 3,949.0 4,016.0 4,232.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,297.0 4,226.0 71.0 1.7% 41.8 1.0% 62% True False 26,956
10 4,297.0 4,130.0 167.0 3.9% 43.2 1.0% 84% True False 29,780
20 4,297.0 4,130.0 167.0 3.9% 41.9 1.0% 84% True False 27,626
40 4,297.0 4,015.0 282.0 6.6% 42.3 1.0% 90% True False 24,747
60 4,311.0 4,015.0 296.0 6.9% 41.4 1.0% 86% False False 23,378
80 4,360.0 3,963.0 397.0 9.3% 36.2 0.8% 77% False False 17,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,488.3
2.618 4,414.8
1.618 4,369.8
1.000 4,342.0
0.618 4,324.8
HIGH 4,297.0
0.618 4,279.8
0.500 4,274.5
0.382 4,269.2
LOW 4,252.0
0.618 4,224.2
1.000 4,207.0
1.618 4,179.2
2.618 4,134.2
4.250 4,060.8
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 4,274.5 4,271.5
PP 4,273.0 4,271.0
S1 4,271.5 4,270.5

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

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