ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 4,884.0 4,878.0 -6.0 -0.1% 4,710.0
High 4,904.0 4,890.0 -14.0 -0.3% 4,851.0
Low 4,871.0 4,872.0 1.0 0.0% 4,688.0
Close 4,876.0 4,887.0 11.0 0.2% 4,843.0
Range 33.0 18.0 -15.0 -45.5% 163.0
ATR 42.9 41.1 -1.8 -4.1% 0.0
Volume 30,199 23,993 -6,206 -20.6% 146,194
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 4,937.0 4,930.0 4,896.9
R3 4,919.0 4,912.0 4,892.0
R2 4,901.0 4,901.0 4,890.3
R1 4,894.0 4,894.0 4,888.7 4,897.5
PP 4,883.0 4,883.0 4,883.0 4,884.8
S1 4,876.0 4,876.0 4,885.4 4,879.5
S2 4,865.0 4,865.0 4,883.7
S3 4,847.0 4,858.0 4,882.1
S4 4,829.0 4,840.0 4,877.1
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 4,904.0 4,794.0 110.0 2.3% 30.0 0.6% 85% False False 25,175
10 4,904.0 4,688.0 216.0 4.4% 33.7 0.7% 92% False False 27,361
20 4,904.0 4,688.0 216.0 4.4% 39.3 0.8% 92% False False 25,649
40 4,904.0 4,674.0 230.0 4.7% 39.2 0.8% 93% False False 24,827
60 4,904.0 4,552.0 352.0 7.2% 31.7 0.6% 95% False False 16,850
80 4,904.0 4,552.0 352.0 7.2% 24.4 0.5% 95% False False 12,644
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.3
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 4,966.5
2.618 4,937.1
1.618 4,919.1
1.000 4,908.0
0.618 4,901.1
HIGH 4,890.0
0.618 4,883.1
0.500 4,881.0
0.382 4,878.9
LOW 4,872.0
0.618 4,860.9
1.000 4,854.0
1.618 4,842.9
2.618 4,824.9
4.250 4,795.5
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 4,885.0 4,883.3
PP 4,883.0 4,879.7
S1 4,881.0 4,876.0

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

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