ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 4,933.0 4,967.0 34.0 0.7% 4,910.0
High 4,969.0 5,001.0 32.0 0.6% 4,969.0
Low 4,920.0 4,958.0 38.0 0.8% 4,901.0
Close 4,964.0 5,000.0 36.0 0.7% 4,964.0
Range 49.0 43.0 -6.0 -12.2% 68.0
ATR 48.8 48.4 -0.4 -0.8% 0.0
Volume 30,726 35,394 4,668 15.2% 138,002
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 5,115.3 5,100.7 5,023.7
R3 5,072.3 5,057.7 5,011.8
R2 5,029.3 5,029.3 5,007.9
R1 5,014.7 5,014.7 5,003.9 5,022.0
PP 4,986.3 4,986.3 4,986.3 4,990.0
S1 4,971.7 4,971.7 4,996.1 4,979.0
S2 4,943.3 4,943.3 4,992.1
S3 4,900.3 4,928.7 4,988.2
S4 4,857.3 4,885.7 4,976.4
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5,148.7 5,124.3 5,001.4
R3 5,080.7 5,056.3 4,982.7
R2 5,012.7 5,012.7 4,976.5
R1 4,988.3 4,988.3 4,970.2 5,000.5
PP 4,944.7 4,944.7 4,944.7 4,950.8
S1 4,920.3 4,920.3 4,957.8 4,932.5
S2 4,876.7 4,876.7 4,951.5
S3 4,808.7 4,852.3 4,945.3
S4 4,740.7 4,784.3 4,926.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,001.0 4,909.0 92.0 1.8% 36.4 0.7% 99% True False 30,065
10 5,001.0 4,742.0 259.0 5.2% 39.7 0.8% 100% True False 30,186
20 5,001.0 4,484.0 517.0 10.3% 53.5 1.1% 100% True False 37,532
40 5,001.0 4,484.0 517.0 10.3% 40.8 0.8% 100% True False 20,373
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 10.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,183.8
2.618 5,113.6
1.618 5,070.6
1.000 5,044.0
0.618 5,027.6
HIGH 5,001.0
0.618 4,984.6
0.500 4,979.5
0.382 4,974.4
LOW 4,958.0
0.618 4,931.4
1.000 4,915.0
1.618 4,888.4
2.618 4,845.4
4.250 4,775.3
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 4,993.2 4,986.5
PP 4,986.3 4,973.0
S1 4,979.5 4,959.5

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

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