ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 4,735.0 4,756.0 21.0 0.4% 4,747.0
High 4,741.0 4,784.0 43.0 0.9% 4,806.0
Low 4,719.0 4,756.0 37.0 0.8% 4,729.0
Close 4,724.0 4,762.0 38.0 0.8% 4,757.0
Range 22.0 28.0 6.0 27.3% 77.0
ATR 45.1 46.2 1.1 2.4% 0.0
Volume 31,301 31,370 69 0.2% 94,659
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 4,851.3 4,834.7 4,777.4
R3 4,823.3 4,806.7 4,769.7
R2 4,795.3 4,795.3 4,767.1
R1 4,778.7 4,778.7 4,764.6 4,787.0
PP 4,767.3 4,767.3 4,767.3 4,771.5
S1 4,750.7 4,750.7 4,759.4 4,759.0
S2 4,739.3 4,739.3 4,756.9
S3 4,711.3 4,722.7 4,754.3
S4 4,683.3 4,694.7 4,746.6
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 4,995.0 4,953.0 4,799.4
R3 4,918.0 4,876.0 4,778.2
R2 4,841.0 4,841.0 4,771.1
R1 4,799.0 4,799.0 4,764.1 4,820.0
PP 4,764.0 4,764.0 4,764.0 4,774.5
S1 4,722.0 4,722.0 4,749.9 4,743.0
S2 4,687.0 4,687.0 4,742.9
S3 4,610.0 4,645.0 4,735.8
S4 4,533.0 4,568.0 4,714.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,793.0 4,688.0 105.0 2.2% 34.8 0.7% 70% False False 28,451
10 4,829.0 4,688.0 141.0 3.0% 41.5 0.9% 52% False False 27,767
20 4,829.0 4,674.0 155.0 3.3% 41.0 0.9% 57% False False 23,692
40 4,829.0 4,674.0 155.0 3.3% 39.0 0.8% 57% False False 21,490
60 4,829.0 4,552.0 277.0 5.8% 28.9 0.6% 76% False False 14,369
80 4,829.0 4,552.0 277.0 5.8% 22.3 0.5% 76% False False 10,786
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 8.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,903.0
2.618 4,857.3
1.618 4,829.3
1.000 4,812.0
0.618 4,801.3
HIGH 4,784.0
0.618 4,773.3
0.500 4,770.0
0.382 4,766.7
LOW 4,756.0
0.618 4,738.7
1.000 4,728.0
1.618 4,710.7
2.618 4,682.7
4.250 4,637.0
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 4,770.0 4,753.3
PP 4,767.3 4,744.7
S1 4,764.7 4,736.0

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

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