ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 4,774.0 4,797.0 23.0 0.5% 4,710.0
High 4,792.0 4,851.0 59.0 1.2% 4,851.0
Low 4,760.0 4,794.0 34.0 0.7% 4,688.0
Close 4,782.0 4,843.0 61.0 1.3% 4,843.0
Range 32.0 57.0 25.0 78.1% 163.0
ATR 45.2 46.9 1.7 3.8% 0.0
Volume 23,134 28,054 4,920 21.3% 146,194
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 5,000.3 4,978.7 4,874.4
R3 4,943.3 4,921.7 4,858.7
R2 4,886.3 4,886.3 4,853.5
R1 4,864.7 4,864.7 4,848.2 4,875.5
PP 4,829.3 4,829.3 4,829.3 4,834.8
S1 4,807.7 4,807.7 4,837.8 4,818.5
S2 4,772.3 4,772.3 4,832.6
S3 4,715.3 4,750.7 4,827.3
S4 4,658.3 4,693.7 4,811.7
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 5,283.0 5,226.0 4,932.7
R3 5,120.0 5,063.0 4,887.8
R2 4,957.0 4,957.0 4,872.9
R1 4,900.0 4,900.0 4,857.9 4,928.5
PP 4,794.0 4,794.0 4,794.0 4,808.3
S1 4,737.0 4,737.0 4,828.1 4,765.5
S2 4,631.0 4,631.0 4,813.1
S3 4,468.0 4,574.0 4,798.2
S4 4,305.0 4,411.0 4,753.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,851.0 4,688.0 163.0 3.4% 36.6 0.8% 95% True False 29,238
10 4,851.0 4,688.0 163.0 3.4% 40.4 0.8% 95% True False 27,034
20 4,851.0 4,674.0 177.0 3.7% 40.8 0.8% 95% True False 24,054
40 4,851.0 4,674.0 177.0 3.7% 39.7 0.8% 95% True False 22,732
60 4,851.0 4,552.0 299.0 6.2% 30.4 0.6% 97% True False 15,222
80 4,851.0 4,552.0 299.0 6.2% 23.2 0.5% 97% True False 11,425
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,093.3
2.618 5,000.2
1.618 4,943.2
1.000 4,908.0
0.618 4,886.2
HIGH 4,851.0
0.618 4,829.2
0.500 4,822.5
0.382 4,815.8
LOW 4,794.0
0.618 4,758.8
1.000 4,737.0
1.618 4,701.8
2.618 4,644.8
4.250 4,551.8
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 4,836.2 4,829.8
PP 4,829.3 4,816.7
S1 4,822.5 4,803.5

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

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