ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 4,720.0 4,708.0 -12.0 -0.3% 4,766.0
High 4,729.0 4,717.0 -12.0 -0.3% 4,797.0
Low 4,685.0 4,675.0 -10.0 -0.2% 4,675.0
Close 4,688.0 4,713.0 25.0 0.5% 4,713.0
Range 44.0 42.0 -2.0 -4.5% 122.0
ATR 62.6 61.1 -1.5 -2.4% 0.0
Volume 35,947 31,501 -4,446 -12.4% 167,093
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 4,827.7 4,812.3 4,736.1
R3 4,785.7 4,770.3 4,724.6
R2 4,743.7 4,743.7 4,720.7
R1 4,728.3 4,728.3 4,716.9 4,736.0
PP 4,701.7 4,701.7 4,701.7 4,705.5
S1 4,686.3 4,686.3 4,709.2 4,694.0
S2 4,659.7 4,659.7 4,705.3
S3 4,617.7 4,644.3 4,701.5
S4 4,575.7 4,602.3 4,689.9
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 5,094.3 5,025.7 4,780.1
R3 4,972.3 4,903.7 4,746.6
R2 4,850.3 4,850.3 4,735.4
R1 4,781.7 4,781.7 4,724.2 4,755.0
PP 4,728.3 4,728.3 4,728.3 4,715.0
S1 4,659.7 4,659.7 4,701.8 4,633.0
S2 4,606.3 4,606.3 4,690.6
S3 4,484.3 4,537.7 4,679.5
S4 4,362.3 4,415.7 4,645.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,797.0 4,675.0 122.0 2.6% 48.6 1.0% 31% False True 33,418
10 4,841.0 4,675.0 166.0 3.5% 50.8 1.1% 23% False True 35,325
20 4,951.0 4,675.0 276.0 5.9% 51.6 1.1% 14% False True 33,929
40 5,001.0 4,484.0 517.0 11.0% 50.9 1.1% 44% False False 34,190
60 5,001.0 4,484.0 517.0 11.0% 45.6 1.0% 44% False False 25,611
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 11.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,895.5
2.618 4,827.0
1.618 4,785.0
1.000 4,759.0
0.618 4,743.0
HIGH 4,717.0
0.618 4,701.0
0.500 4,696.0
0.382 4,691.0
LOW 4,675.0
0.618 4,649.0
1.000 4,633.0
1.618 4,607.0
2.618 4,565.0
4.250 4,496.5
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 4,707.3 4,730.5
PP 4,701.7 4,724.7
S1 4,696.0 4,718.8

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

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