ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 4,542.0 4,574.0 32.0 0.7% 4,692.0
High 4,581.0 4,579.0 -2.0 0.0% 4,741.0
Low 4,538.0 4,519.0 -19.0 -0.4% 4,579.0
Close 4,565.0 4,540.0 -25.0 -0.5% 4,580.0
Range 43.0 60.0 17.0 39.5% 162.0
ATR 56.5 56.7 0.3 0.4% 0.0
Volume 33,611 37,486 3,875 11.5% 146,919
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 4,726.0 4,693.0 4,573.0
R3 4,666.0 4,633.0 4,556.5
R2 4,606.0 4,606.0 4,551.0
R1 4,573.0 4,573.0 4,545.5 4,559.5
PP 4,546.0 4,546.0 4,546.0 4,539.3
S1 4,513.0 4,513.0 4,534.5 4,499.5
S2 4,486.0 4,486.0 4,529.0
S3 4,426.0 4,453.0 4,523.5
S4 4,366.0 4,393.0 4,507.0
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5,119.3 5,011.7 4,669.1
R3 4,957.3 4,849.7 4,624.6
R2 4,795.3 4,795.3 4,609.7
R1 4,687.7 4,687.7 4,594.9 4,660.5
PP 4,633.3 4,633.3 4,633.3 4,619.8
S1 4,525.7 4,525.7 4,565.2 4,498.5
S2 4,471.3 4,471.3 4,550.3
S3 4,309.3 4,363.7 4,535.5
S4 4,147.3 4,201.7 4,490.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,643.0 4,519.0 124.0 2.7% 44.0 1.0% 17% False True 33,774
10 4,741.0 4,519.0 222.0 4.9% 44.8 1.0% 9% False True 30,160
20 4,773.0 4,519.0 254.0 5.6% 43.2 1.0% 8% False True 31,264
40 5,001.0 4,519.0 482.0 10.6% 48.3 1.1% 4% False True 32,874
60 5,001.0 4,484.0 517.0 11.4% 50.5 1.1% 11% False False 34,691
80 5,001.0 4,484.0 517.0 11.4% 44.3 1.0% 11% False False 26,182
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.4
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4,834.0
2.618 4,736.1
1.618 4,676.1
1.000 4,639.0
0.618 4,616.1
HIGH 4,579.0
0.618 4,556.1
0.500 4,549.0
0.382 4,541.9
LOW 4,519.0
0.618 4,481.9
1.000 4,459.0
1.618 4,421.9
2.618 4,361.9
4.250 4,264.0
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 4,549.0 4,550.0
PP 4,546.0 4,546.7
S1 4,543.0 4,543.3

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

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