ASX SPI 200 Index Future June 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 4,325.0 4,335.0 10.0 0.2% 4,519.0
High 4,418.0 4,353.0 -65.0 -1.5% 4,552.0
Low 4,306.0 4,263.0 -43.0 -1.0% 4,183.0
Close 4,417.0 4,275.0 -142.0 -3.2% 4,299.0
Range 112.0 90.0 -22.0 -19.6% 369.0
ATR 90.6 95.2 4.5 5.0% 0.0
Volume 49,615 45,025 -4,590 -9.3% 222,441
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 4,567.0 4,511.0 4,324.5
R3 4,477.0 4,421.0 4,299.8
R2 4,387.0 4,387.0 4,291.5
R1 4,331.0 4,331.0 4,283.3 4,314.0
PP 4,297.0 4,297.0 4,297.0 4,288.5
S1 4,241.0 4,241.0 4,266.8 4,224.0
S2 4,207.0 4,207.0 4,258.5
S3 4,117.0 4,151.0 4,250.3
S4 4,027.0 4,061.0 4,225.5
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 5,451.7 5,244.3 4,502.0
R3 5,082.7 4,875.3 4,400.5
R2 4,713.7 4,713.7 4,366.7
R1 4,506.3 4,506.3 4,332.8 4,425.5
PP 4,344.7 4,344.7 4,344.7 4,304.3
S1 4,137.3 4,137.3 4,265.2 4,056.5
S2 3,975.7 3,975.7 4,231.4
S3 3,606.7 3,768.3 4,197.5
S4 3,237.7 3,399.3 4,096.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,446.0 4,183.0 263.0 6.2% 100.0 2.3% 35% False False 47,856
10 4,673.0 4,183.0 490.0 11.5% 82.3 1.9% 19% False False 40,584
20 4,830.0 4,183.0 647.0 15.1% 80.4 1.9% 14% False False 39,946
40 5,036.0 4,183.0 853.0 20.0% 57.0 1.3% 11% False False 30,568
60 5,036.0 4,183.0 853.0 20.0% 47.8 1.1% 11% False False 25,836
80 5,036.0 4,183.0 853.0 20.0% 42.9 1.0% 11% False False 19,409
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 17.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,735.5
2.618 4,588.6
1.618 4,498.6
1.000 4,443.0
0.618 4,408.6
HIGH 4,353.0
0.618 4,318.6
0.500 4,308.0
0.382 4,297.4
LOW 4,263.0
0.618 4,207.4
1.000 4,173.0
1.618 4,117.4
2.618 4,027.4
4.250 3,880.5
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 4,308.0 4,300.5
PP 4,297.0 4,292.0
S1 4,286.0 4,283.5

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

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