ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 4,689.0 4,752.0 63.0 1.3% 4,638.0
High 4,722.0 4,790.0 68.0 1.4% 4,790.0
Low 4,689.0 4,739.0 50.0 1.1% 4,618.0
Close 4,721.0 4,773.0 52.0 1.1% 4,773.0
Range 33.0 51.0 18.0 54.5% 172.0
ATR 54.9 55.9 1.0 1.8% 0.0
Volume 27,145 31,814 4,669 17.2% 143,468
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 4,920.3 4,897.7 4,801.1
R3 4,869.3 4,846.7 4,787.0
R2 4,818.3 4,818.3 4,782.4
R1 4,795.7 4,795.7 4,777.7 4,807.0
PP 4,767.3 4,767.3 4,767.3 4,773.0
S1 4,744.7 4,744.7 4,768.3 4,756.0
S2 4,716.3 4,716.3 4,763.7
S3 4,665.3 4,693.7 4,759.0
S4 4,614.3 4,642.7 4,745.0
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5,243.0 5,180.0 4,867.6
R3 5,071.0 5,008.0 4,820.3
R2 4,899.0 4,899.0 4,804.5
R1 4,836.0 4,836.0 4,788.8 4,867.5
PP 4,727.0 4,727.0 4,727.0 4,742.8
S1 4,664.0 4,664.0 4,757.2 4,695.5
S2 4,555.0 4,555.0 4,741.5
S3 4,383.0 4,492.0 4,725.7
S4 4,211.0 4,320.0 4,678.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,790.0 4,618.0 172.0 3.6% 41.0 0.9% 90% True False 28,693
10 4,790.0 4,484.0 306.0 6.4% 71.8 1.5% 94% True False 47,941
20 4,896.0 4,484.0 412.0 8.6% 54.3 1.1% 70% False False 24,578
40 4,958.0 4,484.0 474.0 9.9% 31.6 0.7% 61% False False 12,331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,006.8
2.618 4,923.5
1.618 4,872.5
1.000 4,841.0
0.618 4,821.5
HIGH 4,790.0
0.618 4,770.5
0.500 4,764.5
0.382 4,758.5
LOW 4,739.0
0.618 4,707.5
1.000 4,688.0
1.618 4,656.5
2.618 4,605.5
4.250 4,522.3
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 4,770.2 4,755.8
PP 4,767.3 4,738.7
S1 4,764.5 4,721.5

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

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