ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 4,773.0 4,658.0 -115.0 -2.4% 4,839.0
High 4,774.0 4,672.0 -102.0 -2.1% 4,846.0
Low 4,684.0 4,629.0 -55.0 -1.2% 4,629.0
Close 4,689.0 4,631.0 -58.0 -1.2% 4,631.0
Range 90.0 43.0 -47.0 -52.2% 217.0
ATR 49.4 50.1 0.8 1.5% 0.0
Volume 49,823 58,444 8,621 17.3% 210,691
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4,773.0 4,745.0 4,654.7
R3 4,730.0 4,702.0 4,642.8
R2 4,687.0 4,687.0 4,638.9
R1 4,659.0 4,659.0 4,634.9 4,651.5
PP 4,644.0 4,644.0 4,644.0 4,640.3
S1 4,616.0 4,616.0 4,627.1 4,608.5
S2 4,601.0 4,601.0 4,623.1
S3 4,558.0 4,573.0 4,619.2
S4 4,515.0 4,530.0 4,607.4
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 5,353.0 5,209.0 4,750.4
R3 5,136.0 4,992.0 4,690.7
R2 4,919.0 4,919.0 4,670.8
R1 4,775.0 4,775.0 4,650.9 4,738.5
PP 4,702.0 4,702.0 4,702.0 4,683.8
S1 4,558.0 4,558.0 4,611.1 4,521.5
S2 4,485.0 4,485.0 4,591.2
S3 4,268.0 4,341.0 4,571.3
S4 4,051.0 4,124.0 4,511.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,846.0 4,629.0 217.0 4.7% 59.2 1.3% 1% False True 42,138
10 4,870.0 4,629.0 241.0 5.2% 45.7 1.0% 1% False True 35,832
20 4,922.0 4,629.0 293.0 6.3% 40.4 0.9% 1% False True 32,523
40 4,922.0 4,629.0 293.0 6.3% 39.2 0.8% 1% False True 29,025
60 4,922.0 4,629.0 293.0 6.3% 39.8 0.9% 1% False True 27,150
80 4,922.0 4,552.0 370.0 8.0% 34.3 0.7% 21% False False 21,053
100 4,922.0 4,552.0 370.0 8.0% 27.9 0.6% 21% False False 16,847
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,854.8
2.618 4,784.6
1.618 4,741.6
1.000 4,715.0
0.618 4,698.6
HIGH 4,672.0
0.618 4,655.6
0.500 4,650.5
0.382 4,645.4
LOW 4,629.0
0.618 4,602.4
1.000 4,586.0
1.618 4,559.4
2.618 4,516.4
4.250 4,446.3
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 4,650.5 4,722.0
PP 4,644.0 4,691.7
S1 4,637.5 4,661.3

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

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