ASX SPI 200 Index Future June 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 4,380.0 4,465.0 85.0 1.9% 4,325.0
High 4,432.0 4,496.0 64.0 1.4% 4,474.0
Low 4,371.0 4,440.0 69.0 1.6% 4,263.0
Close 4,384.0 4,487.0 103.0 2.3% 4,467.0
Range 61.0 56.0 -5.0 -8.2% 211.0
ATR 87.5 89.2 1.8 2.0% 0.0
Volume 39,908 29,931 -9,977 -25.0% 211,869
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 4,642.3 4,620.7 4,517.8
R3 4,586.3 4,564.7 4,502.4
R2 4,530.3 4,530.3 4,497.3
R1 4,508.7 4,508.7 4,492.1 4,519.5
PP 4,474.3 4,474.3 4,474.3 4,479.8
S1 4,452.7 4,452.7 4,481.9 4,463.5
S2 4,418.3 4,418.3 4,476.7
S3 4,362.3 4,396.7 4,471.6
S4 4,306.3 4,340.7 4,456.2
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 4,496.0 4,371.0 125.0 2.8% 48.4 1.1% 93% True False 33,155
10 4,496.0 4,183.0 313.0 7.0% 76.1 1.7% 97% True False 39,710
20 4,673.0 4,183.0 490.0 10.9% 83.1 1.9% 62% False False 41,115
40 5,036.0 4,183.0 853.0 19.0% 60.2 1.3% 36% False False 32,946
60 5,036.0 4,183.0 853.0 19.0% 51.9 1.2% 36% False False 29,939
80 5,036.0 4,183.0 853.0 19.0% 46.2 1.0% 36% False False 22,515
Crabel Price Patterns
NR True
NR4 False
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 13.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,734.0
2.618 4,642.6
1.618 4,586.6
1.000 4,552.0
0.618 4,530.6
HIGH 4,496.0
0.618 4,474.6
0.500 4,468.0
0.382 4,461.4
LOW 4,440.0
0.618 4,405.4
1.000 4,384.0
1.618 4,349.4
2.618 4,293.4
4.250 4,202.0
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 4,480.7 4,469.2
PP 4,474.3 4,451.3
S1 4,468.0 4,433.5

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

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