ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 4,521.0 4,478.0 -43.0 -1.0% 4,839.0
High 4,578.0 4,529.0 -49.0 -1.1% 4,846.0
Low 4,468.0 4,478.0 10.0 0.2% 4,629.0
Close 4,567.0 4,519.0 -48.0 -1.1% 4,631.0
Range 110.0 51.0 -59.0 -53.6% 217.0
ATR 61.9 63.9 1.9 3.1% 0.0
Volume 106,353 7,414 -98,939 -93.0% 210,691
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 4,661.7 4,641.3 4,547.1
R3 4,610.7 4,590.3 4,533.0
R2 4,559.7 4,559.7 4,528.4
R1 4,539.3 4,539.3 4,523.7 4,549.5
PP 4,508.7 4,508.7 4,508.7 4,513.8
S1 4,488.3 4,488.3 4,514.3 4,498.5
S2 4,457.7 4,457.7 4,509.7
S3 4,406.7 4,437.3 4,505.0
S4 4,355.7 4,386.3 4,491.0
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 4,672.0 4,468.0 204.0 4.5% 83.4 1.8% 25% False False 85,115
10 4,870.0 4,468.0 402.0 8.9% 70.3 1.6% 13% False False 60,415
20 4,922.0 4,468.0 454.0 10.0% 54.3 1.2% 11% False False 45,870
40 4,922.0 4,468.0 454.0 10.0% 43.9 1.0% 11% False False 35,944
60 4,922.0 4,468.0 454.0 10.0% 44.0 1.0% 11% False False 30,072
80 4,922.0 4,468.0 454.0 10.0% 38.9 0.9% 11% False False 25,641
100 4,922.0 4,468.0 454.0 10.0% 31.5 0.7% 11% False False 20,518
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,745.8
2.618 4,662.5
1.618 4,611.5
1.000 4,580.0
0.618 4,560.5
HIGH 4,529.0
0.618 4,509.5
0.500 4,503.5
0.382 4,497.5
LOW 4,478.0
0.618 4,446.5
1.000 4,427.0
1.618 4,395.5
2.618 4,344.5
4.250 4,261.3
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 4,513.8 4,541.5
PP 4,508.7 4,534.0
S1 4,503.5 4,526.5

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

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