ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 4,882.0 4,816.0 -66.0 -1.4% 4,967.0
High 4,896.0 4,831.0 -65.0 -1.3% 5,001.0
Low 4,852.0 4,793.0 -59.0 -1.2% 4,862.0
Close 4,866.0 4,795.0 -71.0 -1.5% 4,862.0
Range 44.0 38.0 -6.0 -13.6% 139.0
ATR 50.2 51.8 1.6 3.2% 0.0
Volume 31,025 39,080 8,055 26.0% 174,967
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 4,920.3 4,895.7 4,815.9
R3 4,882.3 4,857.7 4,805.5
R2 4,844.3 4,844.3 4,802.0
R1 4,819.7 4,819.7 4,798.5 4,813.0
PP 4,806.3 4,806.3 4,806.3 4,803.0
S1 4,781.7 4,781.7 4,791.5 4,775.0
S2 4,768.3 4,768.3 4,788.0
S3 4,730.3 4,743.7 4,784.6
S4 4,692.3 4,705.7 4,774.1
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 5,325.3 5,232.7 4,938.5
R3 5,186.3 5,093.7 4,900.2
R2 5,047.3 5,047.3 4,887.5
R1 4,954.7 4,954.7 4,874.7 4,931.5
PP 4,908.3 4,908.3 4,908.3 4,896.8
S1 4,815.7 4,815.7 4,849.3 4,792.5
S2 4,769.3 4,769.3 4,836.5
S3 4,630.3 4,676.7 4,823.8
S4 4,491.3 4,537.7 4,785.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,935.0 4,793.0 142.0 3.0% 44.0 0.9% 1% False True 33,301
10 5,001.0 4,793.0 208.0 4.3% 46.3 1.0% 1% False True 33,223
20 5,001.0 4,653.0 348.0 7.3% 41.9 0.9% 41% False False 30,906
40 5,001.0 4,484.0 517.0 10.8% 46.0 1.0% 60% False False 25,595
60 5,001.0 4,484.0 517.0 10.8% 33.1 0.7% 60% False False 17,092
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 10.6
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,992.5
2.618 4,930.5
1.618 4,892.5
1.000 4,869.0
0.618 4,854.5
HIGH 4,831.0
0.618 4,816.5
0.500 4,812.0
0.382 4,807.5
LOW 4,793.0
0.618 4,769.5
1.000 4,755.0
1.618 4,731.5
2.618 4,693.5
4.250 4,631.5
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 4,812.0 4,849.0
PP 4,806.3 4,831.0
S1 4,800.7 4,813.0

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

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