ASX SPI 200 Index Future September 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 4,560.0 4,527.0 -33.0 -0.7% 4,557.0
High 4,582.0 4,586.0 4.0 0.1% 4,582.0
Low 4,545.0 4,501.0 -44.0 -1.0% 4,502.0
Close 4,566.0 4,572.0 6.0 0.1% 4,566.0
Range 37.0 85.0 48.0 129.7% 80.0
ATR 45.1 48.0 2.8 6.3% 0.0
Volume 22,943 103,170 80,227 349.7% 28,115
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 4,808.0 4,775.0 4,618.8
R3 4,723.0 4,690.0 4,595.4
R2 4,638.0 4,638.0 4,587.6
R1 4,605.0 4,605.0 4,579.8 4,621.5
PP 4,553.0 4,553.0 4,553.0 4,561.3
S1 4,520.0 4,520.0 4,564.2 4,536.5
S2 4,468.0 4,468.0 4,556.4
S3 4,383.0 4,435.0 4,548.6
S4 4,298.0 4,350.0 4,525.3
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 4,790.0 4,758.0 4,610.0
R3 4,710.0 4,678.0 4,588.0
R2 4,630.0 4,630.0 4,580.7
R1 4,598.0 4,598.0 4,573.3 4,614.0
PP 4,550.0 4,550.0 4,550.0 4,558.0
S1 4,518.0 4,518.0 4,558.7 4,534.0
S2 4,470.0 4,470.0 4,551.3
S3 4,390.0 4,438.0 4,544.0
S4 4,310.0 4,358.0 4,522.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,586.0 4,501.0 85.0 1.9% 51.8 1.1% 84% True True 26,152
10 4,725.0 4,501.0 224.0 4.9% 47.4 1.0% 32% False True 13,231
20 4,756.0 4,501.0 255.0 5.6% 38.7 0.8% 28% False True 6,686
40 4,920.0 4,501.0 419.0 9.2% 30.4 0.7% 17% False True 3,363
60 4,970.0 4,501.0 469.0 10.3% 23.9 0.5% 15% False True 2,263
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 9.0
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,947.3
2.618 4,808.5
1.618 4,723.5
1.000 4,671.0
0.618 4,638.5
HIGH 4,586.0
0.618 4,553.5
0.500 4,543.5
0.382 4,533.5
LOW 4,501.0
0.618 4,448.5
1.000 4,416.0
1.618 4,363.5
2.618 4,278.5
4.250 4,139.8
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 4,562.5 4,562.5
PP 4,553.0 4,553.0
S1 4,543.5 4,543.5

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

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