ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 4,675.0 4,660.0 -15.0 -0.3% 4,763.0
High 4,700.0 4,660.0 -40.0 -0.9% 4,780.0
Low 4,672.0 4,644.0 -28.0 -0.6% 4,672.0
Close 4,702.0 4,659.0 -43.0 -0.9% 4,702.0
Range 28.0 16.0 -12.0 -42.9% 108.0
ATR 42.3 43.4 1.1 2.7% 0.0
Volume 18 10 -8 -44.4% 256
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 4,702.3 4,696.7 4,667.8
R3 4,686.3 4,680.7 4,663.4
R2 4,670.3 4,670.3 4,661.9
R1 4,664.7 4,664.7 4,660.5 4,659.5
PP 4,654.3 4,654.3 4,654.3 4,651.8
S1 4,648.7 4,648.7 4,657.5 4,643.5
S2 4,638.3 4,638.3 4,656.1
S3 4,622.3 4,632.7 4,654.6
S4 4,606.3 4,616.7 4,650.2
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 5,042.0 4,980.0 4,761.4
R3 4,934.0 4,872.0 4,731.7
R2 4,826.0 4,826.0 4,721.8
R1 4,764.0 4,764.0 4,711.9 4,741.0
PP 4,718.0 4,718.0 4,718.0 4,706.5
S1 4,656.0 4,656.0 4,692.1 4,633.0
S2 4,610.0 4,610.0 4,682.2
S3 4,502.0 4,548.0 4,672.3
S4 4,394.0 4,440.0 4,642.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,771.0 4,644.0 127.0 2.7% 26.2 0.6% 12% False True 50
10 4,782.0 4,644.0 138.0 3.0% 27.0 0.6% 11% False True 41
20 4,920.0 4,644.0 276.0 5.9% 22.2 0.5% 5% False True 40
40 4,970.0 4,561.0 409.0 8.8% 16.5 0.4% 24% False False 51
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 False
Bear Hook False
Bull Hook False
Stretch 3.8
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,728.0
2.618 4,701.9
1.618 4,685.9
1.000 4,676.0
0.618 4,669.9
HIGH 4,660.0
0.618 4,653.9
0.500 4,652.0
0.382 4,650.1
LOW 4,644.0
0.618 4,634.1
1.000 4,628.0
1.618 4,618.1
2.618 4,602.1
4.250 4,576.0
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 4,656.7 4,677.5
PP 4,654.3 4,671.3
S1 4,652.0 4,665.2

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

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