ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 4,559.0 4,556.0 -3.0 -0.1% 4,396.0
High 4,568.0 4,558.0 -10.0 -0.2% 4,568.0
Low 4,507.0 4,518.0 11.0 0.2% 4,379.0
Close 4,528.0 4,536.0 8.0 0.2% 4,536.0
Range 61.0 40.0 -21.0 -34.4% 189.0
ATR 65.2 63.4 -1.8 -2.8% 0.0
Volume 32,066 24,509 -7,557 -23.6% 187,085
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 4,657.3 4,636.7 4,558.0
R3 4,617.3 4,596.7 4,547.0
R2 4,577.3 4,577.3 4,543.3
R1 4,556.7 4,556.7 4,539.7 4,547.0
PP 4,537.3 4,537.3 4,537.3 4,532.5
S1 4,516.7 4,516.7 4,532.3 4,507.0
S2 4,497.3 4,497.3 4,528.7
S3 4,457.3 4,476.7 4,525.0
S4 4,417.3 4,436.7 4,514.0
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 5,061.3 4,987.7 4,640.0
R3 4,872.3 4,798.7 4,588.0
R2 4,683.3 4,683.3 4,570.7
R1 4,609.7 4,609.7 4,553.3 4,646.5
PP 4,494.3 4,494.3 4,494.3 4,512.8
S1 4,420.7 4,420.7 4,518.7 4,457.5
S2 4,305.3 4,305.3 4,501.4
S3 4,116.3 4,231.7 4,484.0
S4 3,927.3 4,042.7 4,432.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,568.0 4,379.0 189.0 4.2% 57.2 1.3% 83% False False 37,417
10 4,568.0 4,296.0 272.0 6.0% 51.6 1.1% 88% False False 34,615
20 4,568.0 4,296.0 272.0 6.0% 54.8 1.2% 88% False False 34,993
40 4,568.0 4,296.0 272.0 6.0% 47.0 1.0% 88% False False 28,971
60 4,630.0 4,163.0 467.0 10.3% 49.3 1.1% 80% False False 30,330
80 4,630.0 4,163.0 467.0 10.3% 47.9 1.1% 80% False False 22,877
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.5
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,728.0
2.618 4,662.7
1.618 4,622.7
1.000 4,598.0
0.618 4,582.7
HIGH 4,558.0
0.618 4,542.7
0.500 4,538.0
0.382 4,533.3
LOW 4,518.0
0.618 4,493.3
1.000 4,478.0
1.618 4,453.3
2.618 4,413.3
4.250 4,348.0
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 4,538.0 4,522.0
PP 4,537.3 4,508.0
S1 4,536.7 4,494.0

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

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