ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 4,616.0 4,674.0 58.0 1.3% 4,696.0
High 4,670.0 4,694.0 24.0 0.5% 4,696.0
Low 4,615.0 4,651.0 36.0 0.8% 4,582.0
Close 4,669.0 4,690.0 21.0 0.4% 4,690.0
Range 55.0 43.0 -12.0 -21.8% 114.0
ATR 60.6 59.3 -1.3 -2.1% 0.0
Volume 30,966 25,194 -5,772 -18.6% 171,625
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 4,807.3 4,791.7 4,713.7
R3 4,764.3 4,748.7 4,701.8
R2 4,721.3 4,721.3 4,697.9
R1 4,705.7 4,705.7 4,693.9 4,713.5
PP 4,678.3 4,678.3 4,678.3 4,682.3
S1 4,662.7 4,662.7 4,686.1 4,670.5
S2 4,635.3 4,635.3 4,682.1
S3 4,592.3 4,619.7 4,678.2
S4 4,549.3 4,576.7 4,666.4
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 4,998.0 4,958.0 4,752.7
R3 4,884.0 4,844.0 4,721.4
R2 4,770.0 4,770.0 4,710.9
R1 4,730.0 4,730.0 4,700.5 4,693.0
PP 4,656.0 4,656.0 4,656.0 4,637.5
S1 4,616.0 4,616.0 4,679.6 4,579.0
S2 4,542.0 4,542.0 4,669.1
S3 4,428.0 4,502.0 4,658.7
S4 4,314.0 4,388.0 4,627.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,696.0 4,582.0 114.0 2.4% 50.4 1.1% 95% False False 34,325
10 4,773.0 4,582.0 191.0 4.1% 42.7 0.9% 57% False False 31,238
20 4,841.0 4,582.0 259.0 5.5% 46.8 1.0% 42% False False 33,282
40 5,001.0 4,582.0 419.0 8.9% 47.4 1.0% 26% False False 32,645
60 5,001.0 4,484.0 517.0 11.0% 50.0 1.1% 40% False False 30,799
80 5,001.0 4,484.0 517.0 11.0% 40.2 0.9% 40% False False 23,118
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,876.8
2.618 4,806.6
1.618 4,763.6
1.000 4,737.0
0.618 4,720.6
HIGH 4,694.0
0.618 4,677.6
0.500 4,672.5
0.382 4,667.4
LOW 4,651.0
0.618 4,624.4
1.000 4,608.0
1.618 4,581.4
2.618 4,538.4
4.250 4,468.3
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 4,684.2 4,672.7
PP 4,678.3 4,655.3
S1 4,672.5 4,638.0

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

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