ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 4,581.0 4,558.0 -23.0 -0.5% 4,396.0
High 4,589.0 4,570.0 -19.0 -0.4% 4,568.0
Low 4,554.0 4,527.0 -27.0 -0.6% 4,379.0
Close 4,576.0 4,537.0 -39.0 -0.9% 4,536.0
Range 35.0 43.0 8.0 22.9% 189.0
ATR 61.3 60.4 -0.9 -1.4% 0.0
Volume 38,584 25,416 -13,168 -34.1% 187,085
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 4,673.7 4,648.3 4,560.7
R3 4,630.7 4,605.3 4,548.8
R2 4,587.7 4,587.7 4,544.9
R1 4,562.3 4,562.3 4,540.9 4,553.5
PP 4,544.7 4,544.7 4,544.7 4,540.3
S1 4,519.3 4,519.3 4,533.1 4,510.5
S2 4,501.7 4,501.7 4,529.1
S3 4,458.7 4,476.3 4,525.2
S4 4,415.7 4,433.3 4,513.4
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 4,594.0 4,507.0 87.0 1.9% 45.6 1.0% 34% False False 29,702
10 4,594.0 4,305.0 289.0 6.4% 51.1 1.1% 80% False False 34,289
20 4,594.0 4,296.0 298.0 6.6% 49.7 1.1% 81% False False 34,203
40 4,594.0 4,296.0 298.0 6.6% 47.0 1.0% 81% False False 29,639
60 4,630.0 4,163.0 467.0 10.3% 49.7 1.1% 80% False False 28,496
80 4,630.0 4,163.0 467.0 10.3% 48.5 1.1% 80% False False 24,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 7.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,752.8
2.618 4,682.6
1.618 4,639.6
1.000 4,613.0
0.618 4,596.6
HIGH 4,570.0
0.618 4,553.6
0.500 4,548.5
0.382 4,543.4
LOW 4,527.0
0.618 4,500.4
1.000 4,484.0
1.618 4,457.4
2.618 4,414.4
4.250 4,344.3
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 4,548.5 4,560.5
PP 4,544.7 4,552.7
S1 4,540.8 4,544.8

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

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