ASX SPI 200 Index Future June 2010


Trading Metrics calculated at close of trading on 31-May-2010
Day Change Summary
Previous Current
28-May-2010 31-May-2010 Change Change % Previous Week
Open 4,443.0 4,441.0 -2.0 0.0% 4,325.0
High 4,474.0 4,459.0 -15.0 -0.3% 4,474.0
Low 4,430.0 4,420.0 -10.0 -0.2% 4,263.0
Close 4,467.0 4,437.0 -30.0 -0.7% 4,467.0
Range 44.0 39.0 -5.0 -11.4% 211.0
ATR 95.9 92.4 -3.5 -3.6% 0.0
Volume 33,880 29,033 -4,847 -14.3% 211,869
Daily Pivots for day following 31-May-2010
Classic Woodie Camarilla DeMark
R4 4,555.7 4,535.3 4,458.5
R3 4,516.7 4,496.3 4,447.7
R2 4,477.7 4,477.7 4,444.2
R1 4,457.3 4,457.3 4,440.6 4,448.0
PP 4,438.7 4,438.7 4,438.7 4,434.0
S1 4,418.3 4,418.3 4,433.4 4,409.0
S2 4,399.7 4,399.7 4,429.9
S3 4,360.7 4,379.3 4,426.3
S4 4,321.7 4,340.3 4,415.6
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5,034.3 4,961.7 4,583.1
R3 4,823.3 4,750.7 4,525.0
R2 4,612.3 4,612.3 4,505.7
R1 4,539.7 4,539.7 4,486.3 4,576.0
PP 4,401.3 4,401.3 4,401.3 4,419.5
S1 4,328.7 4,328.7 4,447.7 4,365.0
S2 4,190.3 4,190.3 4,428.3
S3 3,979.3 4,117.7 4,409.0
S4 3,768.3 3,906.7 4,351.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,474.0 4,263.0 211.0 4.8% 70.8 1.6% 82% False False 38,257
10 4,538.0 4,183.0 355.0 8.0% 84.8 1.9% 72% False False 42,305
20 4,814.0 4,183.0 631.0 14.2% 85.6 1.9% 40% False False 41,035
40 5,036.0 4,183.0 853.0 19.2% 58.4 1.3% 30% False False 31,965
60 5,036.0 4,183.0 853.0 19.2% 50.7 1.1% 30% False False 28,252
80 5,036.0 4,183.0 853.0 19.2% 45.2 1.0% 30% False False 21,237
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.2
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,624.8
2.618 4,561.1
1.618 4,522.1
1.000 4,498.0
0.618 4,483.1
HIGH 4,459.0
0.618 4,444.1
0.500 4,439.5
0.382 4,434.9
LOW 4,420.0
0.618 4,395.9
1.000 4,381.0
1.618 4,356.9
2.618 4,317.9
4.250 4,254.3
Fisher Pivots for day following 31-May-2010
Pivot 1 day 3 day
R1 4,439.5 4,418.5
PP 4,438.7 4,400.0
S1 4,437.8 4,381.5

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

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