ASX SPI 200 Index Future June 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 4,438.0 4,432.0 -6.0 -0.1% 4,375.0
High 4,441.0 4,440.0 -1.0 0.0% 4,414.0
Low 4,422.0 4,422.0 0.0 0.0% 4,334.0
Close 4,429.0 4,426.0 -3.0 -0.1% 4,369.0
Range 19.0 18.0 -1.0 -5.3% 80.0
ATR 40.6 39.0 -1.6 -4.0% 0.0
Volume 20,850 23,057 2,207 10.6% 87,649
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 4,483.3 4,472.7 4,435.9
R3 4,465.3 4,454.7 4,431.0
R2 4,447.3 4,447.3 4,429.3
R1 4,436.7 4,436.7 4,427.7 4,433.0
PP 4,429.3 4,429.3 4,429.3 4,427.5
S1 4,418.7 4,418.7 4,424.4 4,415.0
S2 4,411.3 4,411.3 4,422.7
S3 4,393.3 4,400.7 4,421.1
S4 4,375.3 4,382.7 4,416.1
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 4,612.3 4,570.7 4,413.0
R3 4,532.3 4,490.7 4,391.0
R2 4,452.3 4,452.3 4,383.7
R1 4,410.7 4,410.7 4,376.3 4,391.5
PP 4,372.3 4,372.3 4,372.3 4,362.8
S1 4,330.7 4,330.7 4,361.7 4,311.5
S2 4,292.3 4,292.3 4,354.3
S3 4,212.3 4,250.7 4,347.0
S4 4,132.3 4,170.7 4,325.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,448.0 4,359.0 89.0 2.0% 29.2 0.7% 75% False False 21,559
10 4,448.0 4,334.0 114.0 2.6% 30.6 0.7% 81% False False 21,752
20 4,448.0 4,245.0 203.0 4.6% 31.7 0.7% 89% False False 23,260
40 4,448.0 4,150.0 298.0 6.7% 34.1 0.8% 93% False False 25,996
60 4,448.0 4,150.0 298.0 6.7% 24.6 0.6% 93% False False 17,375
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 4,516.5
2.618 4,487.1
1.618 4,469.1
1.000 4,458.0
0.618 4,451.1
HIGH 4,440.0
0.618 4,433.1
0.500 4,431.0
0.382 4,428.9
LOW 4,422.0
0.618 4,410.9
1.000 4,404.0
1.618 4,392.9
2.618 4,374.9
4.250 4,345.5
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 4,431.0 4,424.5
PP 4,429.3 4,423.0
S1 4,427.7 4,421.5

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

View Archives - Comment on this page... - Back to Index of Symbols