ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 4,597.0 4,608.0 11.0 0.2% 4,589.0
High 4,599.0 4,634.0 35.0 0.8% 4,599.0
Low 4,556.0 4,601.0 45.0 1.0% 4,527.0
Close 4,565.0 4,631.0 66.0 1.4% 4,565.0
Range 43.0 33.0 -10.0 -23.3% 72.0
ATR 58.9 59.6 0.7 1.2% 0.0
Volume 33,393 88,769 55,376 165.8% 153,707
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 4,721.0 4,709.0 4,649.2
R3 4,688.0 4,676.0 4,640.1
R2 4,655.0 4,655.0 4,637.1
R1 4,643.0 4,643.0 4,634.0 4,649.0
PP 4,622.0 4,622.0 4,622.0 4,625.0
S1 4,610.0 4,610.0 4,628.0 4,616.0
S2 4,589.0 4,589.0 4,625.0
S3 4,556.0 4,577.0 4,621.9
S4 4,523.0 4,544.0 4,612.9
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 4,779.7 4,744.3 4,604.6
R3 4,707.7 4,672.3 4,584.8
R2 4,635.7 4,635.7 4,578.2
R1 4,600.3 4,600.3 4,571.6 4,582.0
PP 4,563.7 4,563.7 4,563.7 4,554.5
S1 4,528.3 4,528.3 4,558.4 4,510.0
S2 4,491.7 4,491.7 4,551.8
S3 4,419.7 4,456.3 4,545.2
S4 4,347.7 4,384.3 4,525.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,634.0 4,527.0 107.0 2.3% 37.0 0.8% 97% True False 42,907
10 4,634.0 4,379.0 255.0 5.5% 46.2 1.0% 99% True False 38,889
20 4,634.0 4,296.0 338.0 7.3% 46.5 1.0% 99% True False 36,107
40 4,634.0 4,296.0 338.0 7.3% 46.8 1.0% 99% True False 31,887
60 4,634.0 4,163.0 471.0 10.2% 49.1 1.1% 99% True False 29,752
80 4,634.0 4,163.0 471.0 10.2% 46.5 1.0% 99% True False 25,896
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 8.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,774.3
2.618 4,720.4
1.618 4,687.4
1.000 4,667.0
0.618 4,654.4
HIGH 4,634.0
0.618 4,621.4
0.500 4,617.5
0.382 4,613.6
LOW 4,601.0
0.618 4,580.6
1.000 4,568.0
1.618 4,547.6
2.618 4,514.6
4.250 4,460.8
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 4,626.5 4,619.0
PP 4,622.0 4,607.0
S1 4,617.5 4,595.0

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

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