ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 4,545.0 4,630.0 85.0 1.9% 4,520.0
High 4,560.0 4,630.0 70.0 1.5% 4,575.0
Low 4,526.0 4,573.0 47.0 1.0% 4,485.0
Close 4,559.0 4,599.0 40.0 0.9% 4,559.0
Range 34.0 57.0 23.0 67.6% 90.0
ATR 68.0 68.2 0.2 0.3% 0.0
Volume 20,602 28,638 8,036 39.0% 227,686
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 4,771.7 4,742.3 4,630.4
R3 4,714.7 4,685.3 4,614.7
R2 4,657.7 4,657.7 4,609.5
R1 4,628.3 4,628.3 4,604.2 4,614.5
PP 4,600.7 4,600.7 4,600.7 4,593.8
S1 4,571.3 4,571.3 4,593.8 4,557.5
S2 4,543.7 4,543.7 4,588.6
S3 4,486.7 4,514.3 4,583.3
S4 4,429.7 4,457.3 4,567.7
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 4,809.7 4,774.3 4,608.5
R3 4,719.7 4,684.3 4,583.8
R2 4,629.7 4,629.7 4,575.5
R1 4,594.3 4,594.3 4,567.3 4,612.0
PP 4,539.7 4,539.7 4,539.7 4,548.5
S1 4,504.3 4,504.3 4,550.8 4,522.0
S2 4,449.7 4,449.7 4,542.5
S3 4,359.7 4,414.3 4,534.3
S4 4,269.7 4,324.3 4,509.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,630.0 4,485.0 145.0 3.2% 43.2 0.9% 79% True False 51,264
10 4,630.0 4,292.0 338.0 7.3% 47.8 1.0% 91% True False 28,407
20 4,630.0 4,252.0 378.0 8.2% 38.8 0.8% 92% True False 14,328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.4
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,872.3
2.618 4,779.2
1.618 4,722.2
1.000 4,687.0
0.618 4,665.2
HIGH 4,630.0
0.618 4,608.2
0.500 4,601.5
0.382 4,594.8
LOW 4,573.0
0.618 4,537.8
1.000 4,516.0
1.618 4,480.8
2.618 4,423.8
4.250 4,330.8
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 4,601.5 4,588.5
PP 4,600.7 4,578.0
S1 4,599.8 4,567.5

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

View Archives - Comment on this page... - Back to Index of Symbols