ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 4,840.0 4,770.0 -70.0 -1.4% 4,913.0
High 4,853.0 4,795.0 -58.0 -1.2% 4,918.0
Low 4,819.0 4,766.0 -53.0 -1.1% 4,775.0
Close 4,825.0 4,785.0 -40.0 -0.8% 4,818.0
Range 34.0 29.0 -5.0 -14.7% 143.0
ATR 40.8 42.1 1.3 3.2% 0.0
Volume 27,860 38,351 10,491 37.7% 171,353
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 4,869.0 4,856.0 4,801.0
R3 4,840.0 4,827.0 4,793.0
R2 4,811.0 4,811.0 4,790.3
R1 4,798.0 4,798.0 4,787.7 4,804.5
PP 4,782.0 4,782.0 4,782.0 4,785.3
S1 4,769.0 4,769.0 4,782.3 4,775.5
S2 4,753.0 4,753.0 4,779.7
S3 4,724.0 4,740.0 4,777.0
S4 4,695.0 4,711.0 4,769.1
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 4,766.0 87.0 1.8% 38.8 0.8% 22% False True 31,859
10 4,922.0 4,766.0 156.0 3.3% 37.0 0.8% 12% False True 30,837
20 4,922.0 4,760.0 162.0 3.4% 33.6 0.7% 15% False False 27,970
40 4,922.0 4,674.0 248.0 5.2% 37.3 0.8% 45% False False 25,831
60 4,922.0 4,674.0 248.0 5.2% 37.2 0.8% 45% False False 23,650
80 4,922.0 4,552.0 370.0 7.7% 30.1 0.6% 63% False False 17,769
100 4,922.0 4,552.0 370.0 7.7% 24.5 0.5% 63% False False 14,223
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 6.7
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,918.3
2.618 4,870.9
1.618 4,841.9
1.000 4,824.0
0.618 4,812.9
HIGH 4,795.0
0.618 4,783.9
0.500 4,780.5
0.382 4,777.1
LOW 4,766.0
0.618 4,748.1
1.000 4,737.0
1.618 4,719.1
2.618 4,690.1
4.250 4,642.8
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 4,783.5 4,809.5
PP 4,782.0 4,801.3
S1 4,780.5 4,793.2

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

View Archives - Comment on this page... - Back to Index of Symbols