ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 4,174.0 4,254.0 80.0 1.9% 4,418.0
High 4,274.0 4,271.0 -3.0 -0.1% 4,429.0
Low 4,163.0 4,213.0 50.0 1.2% 4,198.0
Close 4,264.0 4,247.0 -17.0 -0.4% 4,242.0
Range 111.0 58.0 -53.0 -47.7% 231.0
ATR 71.7 70.8 -1.0 -1.4% 0.0
Volume 27,759 34,456 6,697 24.1% 151,146
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 4,417.7 4,390.3 4,278.9
R3 4,359.7 4,332.3 4,263.0
R2 4,301.7 4,301.7 4,257.6
R1 4,274.3 4,274.3 4,252.3 4,259.0
PP 4,243.7 4,243.7 4,243.7 4,236.0
S1 4,216.3 4,216.3 4,241.7 4,201.0
S2 4,185.7 4,185.7 4,236.4
S3 4,127.7 4,158.3 4,231.1
S4 4,069.7 4,100.3 4,215.1
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 4,982.7 4,843.3 4,369.1
R3 4,751.7 4,612.3 4,305.5
R2 4,520.7 4,520.7 4,284.4
R1 4,381.3 4,381.3 4,263.2 4,335.5
PP 4,289.7 4,289.7 4,289.7 4,266.8
S1 4,150.3 4,150.3 4,220.8 4,104.5
S2 4,058.7 4,058.7 4,199.7
S3 3,827.7 3,919.3 4,178.5
S4 3,596.7 3,688.3 4,115.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,274.0 4,163.0 111.0 2.6% 67.8 1.6% 76% False False 29,317
10 4,517.0 4,163.0 354.0 8.3% 62.5 1.5% 24% False False 27,712
20 4,630.0 4,163.0 467.0 11.0% 54.0 1.3% 18% False False 30,299
40 4,654.0 4,163.0 491.0 11.6% 47.9 1.1% 17% False False 15,268
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,517.5
2.618 4,422.8
1.618 4,364.8
1.000 4,329.0
0.618 4,306.8
HIGH 4,271.0
0.618 4,248.8
0.500 4,242.0
0.382 4,235.2
LOW 4,213.0
0.618 4,177.2
1.000 4,155.0
1.618 4,119.2
2.618 4,061.2
4.250 3,966.5
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 4,245.3 4,237.5
PP 4,243.7 4,228.0
S1 4,242.0 4,218.5

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

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