ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 4,797.0 4,841.0 44.0 0.9% 4,710.0
High 4,851.0 4,851.0 0.0 0.0% 4,851.0
Low 4,794.0 4,831.0 37.0 0.8% 4,688.0
Close 4,843.0 4,846.0 3.0 0.1% 4,843.0
Range 57.0 20.0 -37.0 -64.9% 163.0
ATR 46.9 45.0 -1.9 -4.1% 0.0
Volume 28,054 20,937 -7,117 -25.4% 146,194
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 4,902.7 4,894.3 4,857.0
R3 4,882.7 4,874.3 4,851.5
R2 4,862.7 4,862.7 4,849.7
R1 4,854.3 4,854.3 4,847.8 4,858.5
PP 4,842.7 4,842.7 4,842.7 4,844.8
S1 4,834.3 4,834.3 4,844.2 4,838.5
S2 4,822.7 4,822.7 4,842.3
S3 4,802.7 4,814.3 4,840.5
S4 4,782.7 4,794.3 4,835.0
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 4,719.0 132.0 2.7% 31.8 0.7% 96% True False 26,959
10 4,851.0 4,688.0 163.0 3.4% 36.5 0.8% 97% True False 26,179
20 4,851.0 4,674.0 177.0 3.7% 40.2 0.8% 97% True False 24,233
40 4,851.0 4,674.0 177.0 3.7% 39.2 0.8% 97% True False 23,252
60 4,851.0 4,552.0 299.0 6.2% 30.8 0.6% 98% True False 15,571
80 4,851.0 4,552.0 299.0 6.2% 23.5 0.5% 98% True False 11,687
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,936.0
2.618 4,903.4
1.618 4,883.4
1.000 4,871.0
0.618 4,863.4
HIGH 4,851.0
0.618 4,843.4
0.500 4,841.0
0.382 4,838.6
LOW 4,831.0
0.618 4,818.6
1.000 4,811.0
1.618 4,798.6
2.618 4,778.6
4.250 4,746.0
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 4,844.3 4,832.5
PP 4,842.7 4,819.0
S1 4,841.0 4,805.5

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

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