ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 4,573.0 4,538.0 -35.0 -0.8% 4,546.0
High 4,594.0 4,598.0 4.0 0.1% 4,594.0
Low 4,555.0 4,512.0 -43.0 -0.9% 4,519.0
Close 4,577.0 4,586.0 9.0 0.2% 4,577.0
Range 39.0 86.0 47.0 120.5% 75.0
ATR 54.5 56.8 2.2 4.1% 0.0
Volume 49,122 132,034 82,912 168.8% 177,568
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 4,823.3 4,790.7 4,633.3
R3 4,737.3 4,704.7 4,609.7
R2 4,651.3 4,651.3 4,601.8
R1 4,618.7 4,618.7 4,593.9 4,635.0
PP 4,565.3 4,565.3 4,565.3 4,573.5
S1 4,532.7 4,532.7 4,578.1 4,549.0
S2 4,479.3 4,479.3 4,570.2
S3 4,393.3 4,446.7 4,562.4
S4 4,307.3 4,360.7 4,538.7
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 4,788.3 4,757.7 4,618.3
R3 4,713.3 4,682.7 4,597.6
R2 4,638.3 4,638.3 4,590.8
R1 4,607.7 4,607.7 4,583.9 4,623.0
PP 4,563.3 4,563.3 4,563.3 4,571.0
S1 4,532.7 4,532.7 4,570.1 4,548.0
S2 4,488.3 4,488.3 4,563.3
S3 4,413.3 4,457.7 4,556.4
S4 4,338.3 4,382.7 4,535.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,598.0 4,512.0 86.0 1.9% 53.6 1.2% 86% True True 56,433
10 4,741.0 4,512.0 229.0 5.0% 48.4 1.1% 32% False True 43,750
20 4,773.0 4,512.0 261.0 5.7% 45.9 1.0% 28% False True 36,978
40 4,951.0 4,512.0 439.0 9.6% 48.1 1.0% 17% False True 35,267
60 5,001.0 4,484.0 517.0 11.3% 47.8 1.0% 20% False False 34,272
80 5,001.0 4,484.0 517.0 11.3% 45.8 1.0% 20% False False 28,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.7
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 4,963.5
2.618 4,823.1
1.618 4,737.1
1.000 4,684.0
0.618 4,651.1
HIGH 4,598.0
0.618 4,565.1
0.500 4,555.0
0.382 4,544.9
LOW 4,512.0
0.618 4,458.9
1.000 4,426.0
1.618 4,372.9
2.618 4,286.9
4.250 4,146.5
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 4,575.7 4,575.7
PP 4,565.3 4,565.3
S1 4,555.0 4,555.0

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

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