ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 4,468.0 4,450.0 -18.0 -0.4% 4,507.0
High 4,478.0 4,462.0 -16.0 -0.4% 4,566.0
Low 4,436.0 4,429.0 -7.0 -0.2% 4,345.0
Close 4,464.0 4,453.0 -11.0 -0.2% 4,429.0
Range 42.0 33.0 -9.0 -21.4% 221.0
ATR 60.4 58.6 -1.8 -3.0% 0.0
Volume 32,260 32,629 369 1.1% 186,775
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 4,547.0 4,533.0 4,471.2
R3 4,514.0 4,500.0 4,462.1
R2 4,481.0 4,481.0 4,459.1
R1 4,467.0 4,467.0 4,456.0 4,474.0
PP 4,448.0 4,448.0 4,448.0 4,451.5
S1 4,434.0 4,434.0 4,450.0 4,441.0
S2 4,415.0 4,415.0 4,447.0
S3 4,382.0 4,401.0 4,443.9
S4 4,349.0 4,368.0 4,434.9
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5,109.7 4,990.3 4,550.6
R3 4,888.7 4,769.3 4,489.8
R2 4,667.7 4,667.7 4,469.5
R1 4,548.3 4,548.3 4,449.3 4,497.5
PP 4,446.7 4,446.7 4,446.7 4,421.3
S1 4,327.3 4,327.3 4,408.7 4,276.5
S2 4,225.7 4,225.7 4,388.5
S3 4,004.7 4,106.3 4,368.2
S4 3,783.7 3,885.3 4,307.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,478.0 4,350.0 128.0 2.9% 55.2 1.2% 80% False False 34,300
10 4,566.0 4,345.0 221.0 5.0% 56.5 1.3% 49% False False 33,533
20 4,566.0 4,345.0 221.0 5.0% 45.8 1.0% 49% False False 29,003
40 4,566.0 4,163.0 403.0 9.1% 50.2 1.1% 72% False False 27,264
60 4,630.0 4,163.0 467.0 10.5% 46.1 1.0% 62% False False 24,115
80 4,814.0 4,163.0 651.0 14.6% 47.3 1.1% 45% False False 18,126
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.8
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,602.3
2.618 4,548.4
1.618 4,515.4
1.000 4,495.0
0.618 4,482.4
HIGH 4,462.0
0.618 4,449.4
0.500 4,445.5
0.382 4,441.6
LOW 4,429.0
0.618 4,408.6
1.000 4,396.0
1.618 4,375.6
2.618 4,342.6
4.250 4,288.8
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 4,450.5 4,448.2
PP 4,448.0 4,443.3
S1 4,445.5 4,438.5

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

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