ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 4,843.0 4,840.0 -3.0 -0.1% 4,913.0
High 4,845.0 4,853.0 8.0 0.2% 4,918.0
Low 4,804.0 4,819.0 15.0 0.3% 4,775.0
Close 4,825.0 4,825.0 0.0 0.0% 4,818.0
Range 41.0 34.0 -7.0 -17.1% 143.0
ATR 41.4 40.8 -0.5 -1.3% 0.0
Volume 29,321 27,860 -1,461 -5.0% 171,353
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 4,934.3 4,913.7 4,843.7
R3 4,900.3 4,879.7 4,834.4
R2 4,866.3 4,866.3 4,831.2
R1 4,845.7 4,845.7 4,828.1 4,839.0
PP 4,832.3 4,832.3 4,832.3 4,829.0
S1 4,811.7 4,811.7 4,821.9 4,805.0
S2 4,798.3 4,798.3 4,818.8
S3 4,764.3 4,777.7 4,815.7
S4 4,730.3 4,743.7 4,806.3
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 5,266.0 5,185.0 4,896.7
R3 5,123.0 5,042.0 4,857.3
R2 4,980.0 4,980.0 4,844.2
R1 4,899.0 4,899.0 4,831.1 4,868.0
PP 4,837.0 4,837.0 4,837.0 4,821.5
S1 4,756.0 4,756.0 4,804.9 4,725.0
S2 4,694.0 4,694.0 4,791.8
S3 4,551.0 4,613.0 4,778.7
S4 4,408.0 4,470.0 4,739.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,853.0 4,775.0 78.0 1.6% 40.0 0.8% 64% True False 30,741
10 4,922.0 4,775.0 147.0 3.0% 36.5 0.8% 34% False False 29,529
20 4,922.0 4,756.0 166.0 3.4% 33.5 0.7% 42% False False 27,621
40 4,922.0 4,674.0 248.0 5.1% 38.1 0.8% 61% False False 25,700
60 4,922.0 4,634.0 288.0 6.0% 37.5 0.8% 66% False False 23,037
80 4,922.0 4,552.0 370.0 7.7% 29.7 0.6% 74% False False 17,290
100 4,922.0 4,552.0 370.0 7.7% 24.3 0.5% 74% False False 13,840
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 7.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,997.5
2.618 4,942.0
1.618 4,908.0
1.000 4,887.0
0.618 4,874.0
HIGH 4,853.0
0.618 4,840.0
0.500 4,836.0
0.382 4,832.0
LOW 4,819.0
0.618 4,798.0
1.000 4,785.0
1.618 4,764.0
2.618 4,730.0
4.250 4,674.5
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 4,836.0 4,821.3
PP 4,832.3 4,817.7
S1 4,828.7 4,814.0

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

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