ASX SPI 200 Index Future June 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 4,422.0 4,310.0 -112.0 -2.5% 4,400.0
High 4,424.0 4,335.0 -89.0 -2.0% 4,448.0
Low 4,382.0 4,285.0 -97.0 -2.2% 4,378.0
Close 4,391.0 4,290.0 -101.0 -2.3% 4,391.0
Range 42.0 50.0 8.0 19.0% 70.0
ATR 39.4 44.1 4.8 12.1% 0.0
Volume 21,599 35,468 13,869 64.2% 108,214
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 4,453.3 4,421.7 4,317.5
R3 4,403.3 4,371.7 4,303.8
R2 4,353.3 4,353.3 4,299.2
R1 4,321.7 4,321.7 4,294.6 4,312.5
PP 4,303.3 4,303.3 4,303.3 4,298.8
S1 4,271.7 4,271.7 4,285.4 4,262.5
S2 4,253.3 4,253.3 4,280.8
S3 4,203.3 4,221.7 4,276.3
S4 4,153.3 4,171.7 4,262.5
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 4,615.7 4,573.3 4,429.5
R3 4,545.7 4,503.3 4,410.3
R2 4,475.7 4,475.7 4,403.8
R1 4,433.3 4,433.3 4,397.4 4,419.5
PP 4,405.7 4,405.7 4,405.7 4,398.8
S1 4,363.3 4,363.3 4,384.6 4,349.5
S2 4,335.7 4,335.7 4,378.2
S3 4,265.7 4,293.3 4,371.8
S4 4,195.7 4,223.3 4,352.5
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 4,285.0 163.0 3.8% 36.4 0.8% 3% False True 25,459
10 4,448.0 4,285.0 163.0 3.8% 35.3 0.8% 3% False True 23,133
20 4,448.0 4,245.0 203.0 4.7% 33.0 0.8% 22% False False 23,518
40 4,448.0 4,160.0 288.0 6.7% 34.6 0.8% 45% False False 27,397
60 4,448.0 4,150.0 298.0 6.9% 26.1 0.6% 47% False False 18,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,547.5
2.618 4,465.9
1.618 4,415.9
1.000 4,385.0
0.618 4,365.9
HIGH 4,335.0
0.618 4,315.9
0.500 4,310.0
0.382 4,304.1
LOW 4,285.0
0.618 4,254.1
1.000 4,235.0
1.618 4,204.1
2.618 4,154.1
4.250 4,072.5
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 4,310.0 4,362.5
PP 4,303.3 4,338.3
S1 4,296.7 4,314.2

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

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