ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 4,418.0 4,370.0 -48.0 -1.1% 4,630.0
High 4,429.0 4,406.0 -23.0 -0.5% 4,630.0
Low 4,360.0 4,323.0 -37.0 -0.8% 4,403.0
Close 4,377.0 4,337.0 -40.0 -0.9% 4,416.0
Range 69.0 83.0 14.0 20.3% 227.0
ATR 68.0 69.1 1.1 1.6% 0.0
Volume 25,766 24,312 -1,454 -5.6% 119,002
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 4,604.3 4,553.7 4,382.7
R3 4,521.3 4,470.7 4,359.8
R2 4,438.3 4,438.3 4,352.2
R1 4,387.7 4,387.7 4,344.6 4,371.5
PP 4,355.3 4,355.3 4,355.3 4,347.3
S1 4,304.7 4,304.7 4,329.4 4,288.5
S2 4,272.3 4,272.3 4,321.8
S3 4,189.3 4,221.7 4,314.2
S4 4,106.3 4,138.7 4,291.4
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 5,164.0 5,017.0 4,540.9
R3 4,937.0 4,790.0 4,478.4
R2 4,710.0 4,710.0 4,457.6
R1 4,563.0 4,563.0 4,436.8 4,523.0
PP 4,483.0 4,483.0 4,483.0 4,463.0
S1 4,336.0 4,336.0 4,395.2 4,296.0
S2 4,256.0 4,256.0 4,374.4
S3 4,029.0 4,109.0 4,353.6
S4 3,802.0 3,882.0 4,291.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,518.0 4,323.0 195.0 4.5% 57.2 1.3% 7% False True 23,102
10 4,630.0 4,323.0 307.0 7.1% 51.9 1.2% 5% False True 27,839
20 4,630.0 4,292.0 338.0 7.8% 46.5 1.1% 13% False False 21,268
40 4,799.0 4,184.0 615.0 14.2% 47.3 1.1% 25% False False 10,710
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 11.9
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4,758.8
2.618 4,623.3
1.618 4,540.3
1.000 4,489.0
0.618 4,457.3
HIGH 4,406.0
0.618 4,374.3
0.500 4,364.5
0.382 4,354.7
LOW 4,323.0
0.618 4,271.7
1.000 4,240.0
1.618 4,188.7
2.618 4,105.7
4.250 3,970.3
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 4,364.5 4,383.0
PP 4,355.3 4,367.7
S1 4,346.2 4,352.3

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

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