ASX SPI 200 Index Future September 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 4,644.0 4,672.0 28.0 0.6% 4,589.0
High 4,673.0 4,677.0 4.0 0.1% 4,599.0
Low 4,636.0 4,662.0 26.0 0.6% 4,527.0
Close 4,657.0 4,676.0 19.0 0.4% 4,565.0
Range 37.0 15.0 -22.0 -59.5% 72.0
ATR 55.9 53.4 -2.6 -4.6% 0.0
Volume 86,427 4,428 -81,999 -94.9% 153,707
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 4,716.7 4,711.3 4,684.3
R3 4,701.7 4,696.3 4,680.1
R2 4,686.7 4,686.7 4,678.8
R1 4,681.3 4,681.3 4,677.4 4,684.0
PP 4,671.7 4,671.7 4,671.7 4,673.0
S1 4,666.3 4,666.3 4,674.6 4,669.0
S2 4,656.7 4,656.7 4,673.3
S3 4,641.7 4,651.3 4,671.9
S4 4,626.7 4,636.3 4,667.8
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 4,677.0 4,556.0 121.0 2.6% 31.4 0.7% 99% True False 64,278
10 4,677.0 4,518.0 159.0 3.4% 35.5 0.8% 99% True False 46,621
20 4,677.0 4,296.0 381.0 8.1% 43.5 0.9% 100% True False 41,140
40 4,677.0 4,296.0 381.0 8.1% 44.7 1.0% 100% True False 35,072
60 4,677.0 4,163.0 514.0 11.0% 48.0 1.0% 100% True False 31,889
80 4,677.0 4,163.0 514.0 11.0% 45.5 1.0% 100% True False 28,372
100 4,814.0 4,163.0 651.0 13.9% 46.5 1.0% 79% False False 22,729
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.2
Narrowest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 4,740.8
2.618 4,716.3
1.618 4,701.3
1.000 4,692.0
0.618 4,686.3
HIGH 4,677.0
0.618 4,671.3
0.500 4,669.5
0.382 4,667.7
LOW 4,662.0
0.618 4,652.7
1.000 4,647.0
1.618 4,637.7
2.618 4,622.7
4.250 4,598.3
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 4,673.8 4,667.3
PP 4,671.7 4,658.7
S1 4,669.5 4,650.0

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

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