ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
30-May-2011 31-May-2011 Change Change % Previous Week
Open 4,692.0 4,675.0 -17.0 -0.4% 4,696.0
High 4,692.0 4,722.0 30.0 0.6% 4,696.0
Low 4,661.0 4,670.0 9.0 0.2% 4,582.0
Close 4,661.0 4,711.0 50.0 1.1% 4,690.0
Range 31.0 52.0 21.0 67.7% 114.0
ATR 57.3 57.6 0.3 0.5% 0.0
Volume 19,019 28,211 9,192 48.3% 171,625
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 4,857.0 4,836.0 4,739.6
R3 4,805.0 4,784.0 4,725.3
R2 4,753.0 4,753.0 4,720.5
R1 4,732.0 4,732.0 4,715.8 4,742.5
PP 4,701.0 4,701.0 4,701.0 4,706.3
S1 4,680.0 4,680.0 4,706.2 4,690.5
S2 4,649.0 4,649.0 4,701.5
S3 4,597.0 4,628.0 4,696.7
S4 4,545.0 4,576.0 4,682.4
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 4,722.0 4,582.0 140.0 3.0% 46.4 1.0% 92% True False 28,696
10 4,773.0 4,582.0 191.0 4.1% 43.8 0.9% 68% False False 30,171
20 4,797.0 4,582.0 215.0 4.6% 45.5 1.0% 60% False False 31,706
40 5,001.0 4,582.0 419.0 8.9% 46.8 1.0% 31% False False 32,052
60 5,001.0 4,484.0 517.0 11.0% 50.9 1.1% 44% False False 31,584
80 5,001.0 4,484.0 517.0 11.0% 41.3 0.9% 44% False False 23,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,943.0
2.618 4,858.1
1.618 4,806.1
1.000 4,774.0
0.618 4,754.1
HIGH 4,722.0
0.618 4,702.1
0.500 4,696.0
0.382 4,689.9
LOW 4,670.0
0.618 4,637.9
1.000 4,618.0
1.618 4,585.9
2.618 4,533.9
4.250 4,449.0
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 4,706.0 4,702.8
PP 4,701.0 4,694.7
S1 4,696.0 4,686.5

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

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