ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 30-May-2011
Day Change Summary
Previous Current
27-May-2011 30-May-2011 Change Change % Previous Week
Open 4,674.0 4,692.0 18.0 0.4% 4,696.0
High 4,694.0 4,692.0 -2.0 0.0% 4,696.0
Low 4,651.0 4,661.0 10.0 0.2% 4,582.0
Close 4,690.0 4,661.0 -29.0 -0.6% 4,690.0
Range 43.0 31.0 -12.0 -27.9% 114.0
ATR 59.3 57.3 -2.0 -3.4% 0.0
Volume 25,194 19,019 -6,175 -24.5% 171,625
Daily Pivots for day following 30-May-2011
Classic Woodie Camarilla DeMark
R4 4,764.3 4,743.7 4,678.1
R3 4,733.3 4,712.7 4,669.5
R2 4,702.3 4,702.3 4,666.7
R1 4,681.7 4,681.7 4,663.8 4,676.5
PP 4,671.3 4,671.3 4,671.3 4,668.8
S1 4,650.7 4,650.7 4,658.2 4,645.5
S2 4,640.3 4,640.3 4,655.3
S3 4,609.3 4,619.7 4,652.5
S4 4,578.3 4,588.7 4,644.0
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 4,694.0 4,582.0 112.0 2.4% 45.6 1.0% 71% False False 31,462
10 4,773.0 4,582.0 191.0 4.1% 43.3 0.9% 41% False False 30,206
20 4,801.0 4,582.0 219.0 4.7% 44.5 1.0% 36% False False 32,060
40 5,001.0 4,582.0 419.0 9.0% 46.5 1.0% 19% False False 32,257
60 5,001.0 4,484.0 517.0 11.1% 50.3 1.1% 34% False False 31,115
80 5,001.0 4,484.0 517.0 11.1% 40.6 0.9% 34% False False 23,356
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,823.8
2.618 4,773.2
1.618 4,742.2
1.000 4,723.0
0.618 4,711.2
HIGH 4,692.0
0.618 4,680.2
0.500 4,676.5
0.382 4,672.8
LOW 4,661.0
0.618 4,641.8
1.000 4,630.0
1.618 4,610.8
2.618 4,579.8
4.250 4,529.3
Fisher Pivots for day following 30-May-2011
Pivot 1 day 3 day
R1 4,676.5 4,658.8
PP 4,671.3 4,656.7
S1 4,666.2 4,654.5

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

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