ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 4,379.0 4,400.0 21.0 0.5% 4,381.0
High 4,420.0 4,400.0 -20.0 -0.5% 4,478.0
Low 4,378.0 4,359.0 -19.0 -0.4% 4,376.0
Close 4,410.0 4,368.0 -42.0 -1.0% 4,395.0
Range 42.0 41.0 -1.0 -2.4% 102.0
ATR 58.2 57.7 -0.5 -0.9% 0.0
Volume 25,972 28,360 2,388 9.2% 166,948
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 4,498.7 4,474.3 4,390.6
R3 4,457.7 4,433.3 4,379.3
R2 4,416.7 4,416.7 4,375.5
R1 4,392.3 4,392.3 4,371.8 4,384.0
PP 4,375.7 4,375.7 4,375.7 4,371.5
S1 4,351.3 4,351.3 4,364.2 4,343.0
S2 4,334.7 4,334.7 4,360.5
S3 4,293.7 4,310.3 4,356.7
S4 4,252.7 4,269.3 4,345.5
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 4,722.3 4,660.7 4,451.1
R3 4,620.3 4,558.7 4,423.1
R2 4,518.3 4,518.3 4,413.7
R1 4,456.7 4,456.7 4,404.4 4,487.5
PP 4,416.3 4,416.3 4,416.3 4,431.8
S1 4,354.7 4,354.7 4,385.7 4,385.5
S2 4,314.3 4,314.3 4,376.3
S3 4,212.3 4,252.7 4,367.0
S4 4,110.3 4,150.7 4,338.9
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 4,359.0 119.0 2.7% 39.4 0.9% 8% False True 30,835
10 4,500.0 4,345.0 155.0 3.5% 51.4 1.2% 15% False False 34,697
20 4,566.0 4,345.0 221.0 5.1% 46.9 1.1% 10% False False 29,875
40 4,566.0 4,163.0 403.0 9.2% 48.5 1.1% 51% False False 27,759
60 4,630.0 4,163.0 467.0 10.7% 47.8 1.1% 44% False False 25,595
80 4,799.0 4,163.0 636.0 14.6% 47.9 1.1% 32% False False 19,235
Crabel Price Patterns
NR True
NR4 False
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 7.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,574.3
2.618 4,507.3
1.618 4,466.3
1.000 4,441.0
0.618 4,425.3
HIGH 4,400.0
0.618 4,384.3
0.500 4,379.5
0.382 4,374.7
LOW 4,359.0
0.618 4,333.7
1.000 4,318.0
1.618 4,292.7
2.618 4,251.7
4.250 4,184.8
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 4,379.5 4,390.0
PP 4,375.7 4,382.7
S1 4,371.8 4,375.3

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

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