ASX SPI 200 Index Future June 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 4,419.0 4,380.0 -39.0 -0.9% 4,325.0
High 4,427.0 4,432.0 5.0 0.1% 4,474.0
Low 4,385.0 4,371.0 -14.0 -0.3% 4,263.0
Close 4,410.0 4,384.0 -26.0 -0.6% 4,467.0
Range 42.0 61.0 19.0 45.2% 211.0
ATR 89.5 87.5 -2.0 -2.3% 0.0
Volume 33,025 39,908 6,883 20.8% 211,869
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 4,578.7 4,542.3 4,417.6
R3 4,517.7 4,481.3 4,400.8
R2 4,456.7 4,456.7 4,395.2
R1 4,420.3 4,420.3 4,389.6 4,438.5
PP 4,395.7 4,395.7 4,395.7 4,404.8
S1 4,359.3 4,359.3 4,378.4 4,377.5
S2 4,334.7 4,334.7 4,372.8
S3 4,273.7 4,298.3 4,367.2
S4 4,212.7 4,237.3 4,350.5
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 4,289.0 185.0 4.2% 57.4 1.3% 51% False False 35,509
10 4,474.0 4,183.0 291.0 6.6% 80.8 1.8% 69% False False 41,474
20 4,673.0 4,183.0 490.0 11.2% 84.0 1.9% 41% False False 41,585
40 5,036.0 4,183.0 853.0 19.5% 59.2 1.4% 24% False False 32,655
60 5,036.0 4,183.0 853.0 19.5% 51.7 1.2% 24% False False 29,457
80 5,036.0 4,183.0 853.0 19.5% 45.9 1.0% 24% False False 22,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,691.3
2.618 4,591.7
1.618 4,530.7
1.000 4,493.0
0.618 4,469.7
HIGH 4,432.0
0.618 4,408.7
0.500 4,401.5
0.382 4,394.3
LOW 4,371.0
0.618 4,333.3
1.000 4,310.0
1.618 4,272.3
2.618 4,211.3
4.250 4,111.8
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 4,401.5 4,415.0
PP 4,395.7 4,404.7
S1 4,389.8 4,394.3

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

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