ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 4,489.0 4,471.0 -18.0 -0.4% 4,480.0
High 4,506.0 4,480.0 -26.0 -0.6% 4,510.0
Low 4,475.0 4,450.0 -25.0 -0.6% 4,450.0
Close 4,494.0 4,462.0 -32.0 -0.7% 4,462.0
Range 31.0 30.0 -1.0 -3.2% 60.0
ATR 61.1 59.8 -1.2 -2.0% 0.0
Volume 21,253 26,268 5,015 23.6% 115,636
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 4,554.0 4,538.0 4,478.5
R3 4,524.0 4,508.0 4,470.3
R2 4,494.0 4,494.0 4,467.5
R1 4,478.0 4,478.0 4,464.8 4,471.0
PP 4,464.0 4,464.0 4,464.0 4,460.5
S1 4,448.0 4,448.0 4,459.3 4,441.0
S2 4,434.0 4,434.0 4,456.5
S3 4,404.0 4,418.0 4,453.8
S4 4,374.0 4,388.0 4,445.5
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 4,654.0 4,618.0 4,495.0
R3 4,594.0 4,558.0 4,478.5
R2 4,534.0 4,534.0 4,473.0
R1 4,498.0 4,498.0 4,467.5 4,486.0
PP 4,474.0 4,474.0 4,474.0 4,468.0
S1 4,438.0 4,438.0 4,456.5 4,426.0
S2 4,414.0 4,414.0 4,451.0
S3 4,354.0 4,378.0 4,445.5
S4 4,294.0 4,318.0 4,429.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,510.0 4,450.0 60.0 1.3% 35.0 0.8% 20% False True 23,127
10 4,510.0 4,322.0 188.0 4.2% 40.3 0.9% 74% False False 23,674
20 4,510.0 4,163.0 347.0 7.8% 47.0 1.1% 86% False False 24,235
40 4,630.0 4,163.0 467.0 10.5% 48.6 1.1% 64% False False 25,266
60 4,654.0 4,163.0 491.0 11.0% 47.5 1.1% 61% False False 16,897
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,607.5
2.618 4,558.5
1.618 4,528.5
1.000 4,510.0
0.618 4,498.5
HIGH 4,480.0
0.618 4,468.5
0.500 4,465.0
0.382 4,461.5
LOW 4,450.0
0.618 4,431.5
1.000 4,420.0
1.618 4,401.5
2.618 4,371.5
4.250 4,322.5
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 4,465.0 4,480.0
PP 4,464.0 4,474.0
S1 4,463.0 4,468.0

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

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