ASX SPI 200 Index Future March 2012

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	4,298.0	4,274.0	-24.0	-0.6%	4,269.0
High	4,302.0	4,288.0	-14.0	-0.3%	4,278.0
Low	4,285.0	4,268.0	-17.0	-0.4%	4,136.0
Close	4,293.0	4,283.0	-10.0	-0.2%	4,216.0
Range	17.0	20.0	3.0	17.6%	142.0
ATR	49.1	47.3	-1.7	-3.5%	0.0
Volume	72,423	3,142	-69,281	-95.7%	170,296

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,339.7	4,331.3	4,294.0
R3	4,319.7	4,311.3	4,288.5
R2	4,299.7	4,299.7	4,286.7
R1	4,291.3	4,291.3	4,284.8	4,295.5
PP	4,279.7	4,279.7	4,279.7	4,281.8
S1	4,271.3	4,271.3	4,281.2	4,275.5
S2	4,259.7	4,259.7	4,279.3
S3	4,239.7	4,251.3	4,277.5
S4	4,219.7	4,231.3	4,272.0

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	4,636.0	4,568.0	4,294.1
R3	4,494.0	4,426.0	4,255.1
R2	4,352.0	4,352.0	4,242.0
R1	4,284.0	4,284.0	4,229.0	4,247.0
PP	4,210.0	4,210.0	4,210.0	4,191.5
S1	4,142.0	4,142.0	4,203.0	4,105.0
S2	4,068.0	4,068.0	4,190.0
S3	3,926.0	4,000.0	4,177.0
S4	3,784.0	3,858.0	4,137.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,302.0	4,180.0	122.0	2.8%	31.6	0.7%	84%	False	False	64,644
10	4,302.0	4,136.0	166.0	3.9%	33.8	0.8%	89%	False	False	46,828
20	4,319.0	4,136.0	183.0	4.3%	38.0	0.9%	80%	False	False	37,984
40	4,319.0	4,130.0	189.0	4.4%	39.7	0.9%	81%	False	False	31,796
60	4,319.0	4,015.0	304.0	7.1%	41.3	1.0%	88%	False	False	28,502
80	4,319.0	3,963.0	356.0	8.3%	40.3	0.9%	90%	False	False	24,674
100	4,387.0	3,963.0	424.0	9.9%	35.5	0.8%	75%	False	False	19,751

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	False
Bear Hook	False
Bull Hook	False
Stretch	8.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,373.0
2.618	4,340.4
1.618	4,320.4
1.000	4,308.0
0.618	4,300.4
HIGH	4,288.0
0.618	4,280.4
0.500	4,278.0
0.382	4,275.6
LOW	4,268.0
0.618	4,255.6
1.000	4,248.0
1.618	4,235.6
2.618	4,215.6
4.250	4,183.0

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	4,281.3	4,273.0
PP	4,279.7	4,263.0
S1	4,278.0	4,253.0

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