ASX SPI 200 Index Future June 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 4,370.0 4,375.0 5.0 0.1% 4,301.0
High 4,375.0 4,376.0 1.0 0.0% 4,383.0
Low 4,356.0 4,352.0 -4.0 -0.1% 4,288.0
Close 4,368.0 4,358.0 -10.0 -0.2% 4,368.0
Range 19.0 24.0 5.0 26.3% 95.0
ATR 42.3 40.9 -1.3 -3.1% 0.0
Volume 18,553 15,625 -2,928 -15.8% 117,766
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 4,434.0 4,420.0 4,371.2
R3 4,410.0 4,396.0 4,364.6
R2 4,386.0 4,386.0 4,362.4
R1 4,372.0 4,372.0 4,360.2 4,367.0
PP 4,362.0 4,362.0 4,362.0 4,359.5
S1 4,348.0 4,348.0 4,355.8 4,343.0
S2 4,338.0 4,338.0 4,353.6
S3 4,314.0 4,324.0 4,351.4
S4 4,290.0 4,300.0 4,344.8
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 4,631.3 4,594.7 4,420.3
R3 4,536.3 4,499.7 4,394.1
R2 4,441.3 4,441.3 4,385.4
R1 4,404.7 4,404.7 4,376.7 4,423.0
PP 4,346.3 4,346.3 4,346.3 4,355.5
S1 4,309.7 4,309.7 4,359.3 4,328.0
S2 4,251.3 4,251.3 4,350.6
S3 4,156.3 4,214.7 4,341.9
S4 4,061.3 4,119.7 4,315.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,383.0 4,288.0 95.0 2.2% 26.8 0.6% 74% False False 22,655
10 4,383.0 4,245.0 138.0 3.2% 28.8 0.7% 82% False False 22,896
20 4,394.0 4,245.0 149.0 3.4% 34.8 0.8% 76% False False 24,952
40 4,394.0 4,150.0 244.0 5.6% 30.5 0.7% 85% False False 22,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,478.0
2.618 4,438.8
1.618 4,414.8
1.000 4,400.0
0.618 4,390.8
HIGH 4,376.0
0.618 4,366.8
0.500 4,364.0
0.382 4,361.2
LOW 4,352.0
0.618 4,337.2
1.000 4,328.0
1.618 4,313.2
2.618 4,289.2
4.250 4,250.0
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 4,364.0 4,367.5
PP 4,362.0 4,364.3
S1 4,360.0 4,361.2

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

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