ASX SPI 200 Index Future June 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 4,599.0 4,517.0 -82.0 -1.8% 4,546.0
High 4,600.0 4,520.0 -80.0 -1.7% 4,594.0
Low 4,552.0 4,508.0 -44.0 -1.0% 4,519.0
Close 4,569.0 4,518.0 -51.0 -1.1% 4,577.0
Range 48.0 12.0 -36.0 -75.0% 75.0
ATR 56.1 56.5 0.3 0.6% 0.0
Volume 75,757 6,925 -68,832 -90.9% 177,568
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 4,551.3 4,546.7 4,524.6
R3 4,539.3 4,534.7 4,521.3
R2 4,527.3 4,527.3 4,520.2
R1 4,522.7 4,522.7 4,519.1 4,525.0
PP 4,515.3 4,515.3 4,515.3 4,516.5
S1 4,510.7 4,510.7 4,516.9 4,513.0
S2 4,503.3 4,503.3 4,515.8
S3 4,491.3 4,498.7 4,514.7
S4 4,479.3 4,486.7 4,511.4
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 4,600.0 4,508.0 92.0 2.0% 45.0 1.0% 11% False True 58,750
10 4,643.0 4,508.0 135.0 3.0% 44.5 1.0% 7% False True 46,262
20 4,773.0 4,508.0 265.0 5.9% 44.6 1.0% 4% False True 38,287
40 4,951.0 4,508.0 443.0 9.8% 47.4 1.0% 2% False True 35,844
60 5,001.0 4,508.0 493.0 10.9% 45.7 1.0% 2% False True 33,988
80 5,001.0 4,484.0 517.0 11.4% 46.4 1.0% 7% False False 29,845
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.6
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 4,571.0
2.618 4,551.4
1.618 4,539.4
1.000 4,532.0
0.618 4,527.4
HIGH 4,520.0
0.618 4,515.4
0.500 4,514.0
0.382 4,512.6
LOW 4,508.0
0.618 4,500.6
1.000 4,496.0
1.618 4,488.6
2.618 4,476.6
4.250 4,457.0
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 4,516.7 4,554.0
PP 4,515.3 4,542.0
S1 4,514.0 4,530.0

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

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