ASX SPI 200 Index Future June 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 4,260.0 4,285.0 25.0 0.6% 4,310.0
High 4,301.0 4,306.0 5.0 0.1% 4,335.0
Low 4,260.0 4,271.0 11.0 0.3% 4,246.0
Close 4,301.0 4,285.0 -16.0 -0.4% 4,285.0
Range 41.0 35.0 -6.0 -14.6% 89.0
ATR 44.2 43.6 -0.7 -1.5% 0.0
Volume 31,763 25,499 -6,264 -19.7% 151,002
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 4,392.3 4,373.7 4,304.3
R3 4,357.3 4,338.7 4,294.6
R2 4,322.3 4,322.3 4,291.4
R1 4,303.7 4,303.7 4,288.2 4,302.5
PP 4,287.3 4,287.3 4,287.3 4,286.8
S1 4,268.7 4,268.7 4,281.8 4,267.5
S2 4,252.3 4,252.3 4,278.6
S3 4,217.3 4,233.7 4,275.4
S4 4,182.3 4,198.7 4,265.8
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 4,555.7 4,509.3 4,334.0
R3 4,466.7 4,420.3 4,309.5
R2 4,377.7 4,377.7 4,301.3
R1 4,331.3 4,331.3 4,293.2 4,310.0
PP 4,288.7 4,288.7 4,288.7 4,278.0
S1 4,242.3 4,242.3 4,276.8 4,221.0
S2 4,199.7 4,199.7 4,268.7
S3 4,110.7 4,153.3 4,260.5
S4 4,021.7 4,064.3 4,236.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,335.0 4,246.0 89.0 2.1% 41.6 1.0% 44% False False 30,200
10 4,448.0 4,246.0 202.0 4.7% 36.6 0.9% 19% False False 25,921
20 4,448.0 4,246.0 202.0 4.7% 33.9 0.8% 19% False False 24,503
40 4,448.0 4,245.0 203.0 4.7% 34.8 0.8% 20% False False 25,938
60 4,448.0 4,150.0 298.0 7.0% 28.8 0.7% 45% False False 20,250
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 7.6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,454.8
2.618 4,397.6
1.618 4,362.6
1.000 4,341.0
0.618 4,327.6
HIGH 4,306.0
0.618 4,292.6
0.500 4,288.5
0.382 4,284.4
LOW 4,271.0
0.618 4,249.4
1.000 4,236.0
1.618 4,214.4
2.618 4,179.4
4.250 4,122.3
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 4,288.5 4,282.0
PP 4,287.3 4,279.0
S1 4,286.2 4,276.0

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

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