ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 4,335.0 4,322.0 -13.0 -0.3% 4,390.0
High 4,351.0 4,397.0 46.0 1.1% 4,449.0
Low 4,323.0 4,322.0 -1.0 0.0% 4,355.0
Close 4,326.0 4,381.0 55.0 1.3% 4,405.0
Range 28.0 75.0 47.0 167.9% 94.0
ATR 67.9 68.4 0.5 0.8% 0.0
Volume 20,144 29,722 9,578 47.5% 105,657
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 4,591.7 4,561.3 4,422.3
R3 4,516.7 4,486.3 4,401.6
R2 4,441.7 4,441.7 4,394.8
R1 4,411.3 4,411.3 4,387.9 4,426.5
PP 4,366.7 4,366.7 4,366.7 4,374.3
S1 4,336.3 4,336.3 4,374.1 4,351.5
S2 4,291.7 4,291.7 4,367.3
S3 4,216.7 4,261.3 4,360.4
S4 4,141.7 4,186.3 4,339.8
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 4,322.0 127.0 2.9% 44.6 1.0% 46% False True 22,888
10 4,449.0 4,213.0 236.0 5.4% 47.8 1.1% 71% False False 25,060
20 4,518.0 4,163.0 355.0 8.1% 54.8 1.3% 61% False False 25,720
40 4,630.0 4,163.0 467.0 10.7% 46.9 1.1% 47% False False 20,638
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 13.5
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,715.8
2.618 4,593.4
1.618 4,518.4
1.000 4,472.0
0.618 4,443.4
HIGH 4,397.0
0.618 4,368.4
0.500 4,359.5
0.382 4,350.7
LOW 4,322.0
0.618 4,275.7
1.000 4,247.0
1.618 4,200.7
2.618 4,125.7
4.250 4,003.3
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 4,373.8 4,382.5
PP 4,366.7 4,382.0
S1 4,359.5 4,381.5

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

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