ASX SPI 200 Index Future June 2012


Trading Metrics calculated at close of trading on 28-May-2012
Day Change Summary
Previous Current
25-May-2012 28-May-2012 Change Change % Previous Week
Open 4,064.0 4,045.0 -19.0 -0.5% 4,070.0
High 4,074.0 4,072.0 -2.0 0.0% 4,136.0
Low 4,020.0 4,042.0 22.0 0.5% 4,020.0
Close 4,031.0 4,065.0 34.0 0.8% 4,031.0
Range 54.0 30.0 -24.0 -44.4% 116.0
ATR 54.5 53.5 -1.0 -1.8% 0.0
Volume 24,218 19,993 -4,225 -17.4% 159,792
Daily Pivots for day following 28-May-2012
Classic Woodie Camarilla DeMark
R4 4,149.7 4,137.3 4,081.5
R3 4,119.7 4,107.3 4,073.3
R2 4,089.7 4,089.7 4,070.5
R1 4,077.3 4,077.3 4,067.8 4,083.5
PP 4,059.7 4,059.7 4,059.7 4,062.8
S1 4,047.3 4,047.3 4,062.3 4,053.5
S2 4,029.7 4,029.7 4,059.5
S3 3,999.7 4,017.3 4,056.8
S4 3,969.7 3,987.3 4,048.5
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 4,410.3 4,336.7 4,094.8
R3 4,294.3 4,220.7 4,062.9
R2 4,178.3 4,178.3 4,052.3
R1 4,104.7 4,104.7 4,041.6 4,083.5
PP 4,062.3 4,062.3 4,062.3 4,051.8
S1 3,988.7 3,988.7 4,020.4 3,967.5
S2 3,946.3 3,946.3 4,009.7
S3 3,830.3 3,872.7 3,999.1
S4 3,714.3 3,756.7 3,967.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,136.0 4,020.0 116.0 2.9% 45.2 1.1% 39% False False 28,174
10 4,283.0 4,020.0 263.0 6.5% 52.0 1.3% 17% False False 32,795
20 4,448.0 4,020.0 428.0 10.5% 44.9 1.1% 11% False False 29,785
40 4,448.0 4,020.0 428.0 10.5% 39.3 1.0% 11% False False 27,045
60 4,448.0 4,020.0 428.0 10.5% 37.3 0.9% 11% False False 26,112
80 4,448.0 4,020.0 428.0 10.5% 28.6 0.7% 11% False False 19,602
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.2
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,199.5
2.618 4,150.5
1.618 4,120.5
1.000 4,102.0
0.618 4,090.5
HIGH 4,072.0
0.618 4,060.5
0.500 4,057.0
0.382 4,053.5
LOW 4,042.0
0.618 4,023.5
1.000 4,012.0
1.618 3,993.5
2.618 3,963.5
4.250 3,914.5
Fisher Pivots for day following 28-May-2012
Pivot 1 day 3 day
R1 4,062.3 4,062.0
PP 4,059.7 4,059.0
S1 4,057.0 4,056.0

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

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