ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 4,686.0 4,726.0 40.0 0.9% 4,766.0
High 4,716.0 4,773.0 57.0 1.2% 4,797.0
Low 4,677.0 4,725.0 48.0 1.0% 4,675.0
Close 4,697.0 4,759.0 62.0 1.3% 4,713.0
Range 39.0 48.0 9.0 23.1% 122.0
ATR 58.7 60.0 1.2 2.1% 0.0
Volume 27,930 34,903 6,973 25.0% 167,093
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 4,896.3 4,875.7 4,785.4
R3 4,848.3 4,827.7 4,772.2
R2 4,800.3 4,800.3 4,767.8
R1 4,779.7 4,779.7 4,763.4 4,790.0
PP 4,752.3 4,752.3 4,752.3 4,757.5
S1 4,731.7 4,731.7 4,754.6 4,742.0
S2 4,704.3 4,704.3 4,750.2
S3 4,656.3 4,683.7 4,745.8
S4 4,608.3 4,635.7 4,732.6
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 4,773.0 4,650.0 123.0 2.6% 40.2 0.8% 89% True False 30,448
10 4,797.0 4,650.0 147.0 3.1% 45.4 1.0% 74% False False 32,562
20 4,951.0 4,650.0 301.0 6.3% 50.4 1.1% 36% False False 33,595
40 5,001.0 4,650.0 351.0 7.4% 46.3 1.0% 31% False False 32,044
60 5,001.0 4,484.0 517.0 10.9% 46.9 1.0% 53% False False 27,612
80 5,001.0 4,484.0 517.0 10.9% 36.9 0.8% 53% False False 20,729
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.1
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,977.0
2.618 4,898.7
1.618 4,850.7
1.000 4,821.0
0.618 4,802.7
HIGH 4,773.0
0.618 4,754.7
0.500 4,749.0
0.382 4,743.3
LOW 4,725.0
0.618 4,695.3
1.000 4,677.0
1.618 4,647.3
2.618 4,599.3
4.250 4,521.0
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 4,755.7 4,743.2
PP 4,752.3 4,727.3
S1 4,749.0 4,711.5

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

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