ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 4,423.0 4,425.0 2.0 0.0% 4,390.0
High 4,449.0 4,443.0 -6.0 -0.1% 4,449.0
Low 4,410.0 4,393.0 -17.0 -0.4% 4,355.0
Close 4,432.0 4,405.0 -27.0 -0.6% 4,405.0
Range 39.0 50.0 11.0 28.2% 94.0
ATR 68.1 66.8 -1.3 -1.9% 0.0
Volume 24,700 15,764 -8,936 -36.2% 105,657
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 4,563.7 4,534.3 4,432.5
R3 4,513.7 4,484.3 4,418.8
R2 4,463.7 4,463.7 4,414.2
R1 4,434.3 4,434.3 4,409.6 4,424.0
PP 4,413.7 4,413.7 4,413.7 4,408.5
S1 4,384.3 4,384.3 4,400.4 4,374.0
S2 4,363.7 4,363.7 4,395.8
S3 4,313.7 4,334.3 4,391.3
S4 4,263.7 4,284.3 4,377.5
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 4,685.0 4,639.0 4,456.7
R3 4,591.0 4,545.0 4,430.9
R2 4,497.0 4,497.0 4,422.2
R1 4,451.0 4,451.0 4,413.6 4,474.0
PP 4,403.0 4,403.0 4,403.0 4,414.5
S1 4,357.0 4,357.0 4,396.4 4,380.0
S2 4,309.0 4,309.0 4,387.8
S3 4,215.0 4,263.0 4,379.2
S4 4,121.0 4,169.0 4,353.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,449.0 4,355.0 94.0 2.1% 43.2 1.0% 53% False False 21,131
10 4,449.0 4,163.0 286.0 6.5% 53.6 1.2% 85% False False 24,796
20 4,630.0 4,163.0 467.0 10.6% 55.1 1.3% 52% False False 25,905
40 4,630.0 4,163.0 467.0 10.6% 48.4 1.1% 52% False False 19,406
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,655.5
2.618 4,573.9
1.618 4,523.9
1.000 4,493.0
0.618 4,473.9
HIGH 4,443.0
0.618 4,423.9
0.500 4,418.0
0.382 4,412.1
LOW 4,393.0
0.618 4,362.1
1.000 4,343.0
1.618 4,312.1
2.618 4,262.1
4.250 4,180.5
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 4,418.0 4,421.0
PP 4,413.7 4,415.7
S1 4,409.3 4,410.3

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

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