ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 4,574.0 4,520.0 -54.0 -1.2% 4,692.0
High 4,579.0 4,560.0 -19.0 -0.4% 4,741.0
Low 4,519.0 4,520.0 1.0 0.0% 4,579.0
Close 4,540.0 4,553.0 13.0 0.3% 4,580.0
Range 60.0 40.0 -20.0 -33.3% 162.0
ATR 56.7 55.5 -1.2 -2.1% 0.0
Volume 37,486 29,916 -7,570 -20.2% 146,919
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 4,664.3 4,648.7 4,575.0
R3 4,624.3 4,608.7 4,564.0
R2 4,584.3 4,584.3 4,560.3
R1 4,568.7 4,568.7 4,556.7 4,576.5
PP 4,544.3 4,544.3 4,544.3 4,548.3
S1 4,528.7 4,528.7 4,549.3 4,536.5
S2 4,504.3 4,504.3 4,545.7
S3 4,464.3 4,488.7 4,542.0
S4 4,424.3 4,448.7 4,531.0
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 4,620.0 4,519.0 101.0 2.2% 42.8 0.9% 34% False False 31,837
10 4,741.0 4,519.0 222.0 4.9% 43.3 1.0% 15% False False 30,055
20 4,773.0 4,519.0 254.0 5.6% 43.0 0.9% 13% False False 30,962
40 4,984.0 4,519.0 465.0 10.2% 48.2 1.1% 7% False False 32,737
60 5,001.0 4,484.0 517.0 11.4% 50.0 1.1% 13% False False 34,336
80 5,001.0 4,484.0 517.0 11.4% 44.5 1.0% 13% False False 26,555
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,730.0
2.618 4,664.7
1.618 4,624.7
1.000 4,600.0
0.618 4,584.7
HIGH 4,560.0
0.618 4,544.7
0.500 4,540.0
0.382 4,535.3
LOW 4,520.0
0.618 4,495.3
1.000 4,480.0
1.618 4,455.3
2.618 4,415.3
4.250 4,350.0
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 4,548.7 4,552.0
PP 4,544.3 4,551.0
S1 4,540.0 4,550.0

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

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