ASX SPI 200 Index Future June 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 4,971.0 4,974.0 3.0 0.1% 4,932.0
High 4,978.0 4,990.0 12.0 0.2% 4,947.0
Low 4,949.0 4,971.0 22.0 0.4% 4,877.0
Close 4,976.0 4,980.0 4.0 0.1% 4,937.0
Range 29.0 19.0 -10.0 -34.5% 70.0
ATR 45.3 43.4 -1.9 -4.1% 0.0
Volume 21,299 18,288 -3,011 -14.1% 85,139
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 5,037.3 5,027.7 4,990.5
R3 5,018.3 5,008.7 4,985.2
R2 4,999.3 4,999.3 4,983.5
R1 4,989.7 4,989.7 4,981.7 4,994.5
PP 4,980.3 4,980.3 4,980.3 4,982.8
S1 4,970.7 4,970.7 4,978.3 4,975.5
S2 4,961.3 4,961.3 4,976.5
S3 4,942.3 4,951.7 4,974.8
S4 4,923.3 4,932.7 4,969.6
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 5,130.3 5,103.7 4,975.5
R3 5,060.3 5,033.7 4,956.3
R2 4,990.3 4,990.3 4,949.8
R1 4,963.7 4,963.7 4,943.4 4,977.0
PP 4,920.3 4,920.3 4,920.3 4,927.0
S1 4,893.7 4,893.7 4,930.6 4,907.0
S2 4,850.3 4,850.3 4,924.2
S3 4,780.3 4,823.7 4,917.8
S4 4,710.3 4,753.7 4,898.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,990.0 4,877.0 113.0 2.3% 37.6 0.8% 91% True False 21,715
10 4,990.0 4,854.0 136.0 2.7% 37.8 0.8% 93% True False 20,871
20 4,990.0 4,808.0 182.0 3.7% 35.5 0.7% 95% True False 23,925
40 4,990.0 4,456.0 534.0 10.7% 32.2 0.6% 98% True False 12,084
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.7
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 5,070.8
2.618 5,039.7
1.618 5,020.7
1.000 5,009.0
0.618 5,001.7
HIGH 4,990.0
0.618 4,982.7
0.500 4,980.5
0.382 4,978.3
LOW 4,971.0
0.618 4,959.3
1.000 4,952.0
1.618 4,940.3
2.618 4,921.3
4.250 4,890.3
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 4,980.5 4,967.8
PP 4,980.3 4,955.7
S1 4,980.2 4,943.5

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

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