ASX SPI 200 Index Future September 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 4,586.0 4,503.0 -83.0 -1.8% 4,557.0
High 4,589.0 4,517.0 -72.0 -1.6% 4,582.0
Low 4,539.0 4,455.0 -84.0 -1.9% 4,502.0
Close 4,555.0 4,468.0 -87.0 -1.9% 4,566.0
Range 50.0 62.0 12.0 24.0% 80.0
ATR 48.1 51.8 3.7 7.7% 0.0
Volume 63,022 36,912 -26,110 -41.4% 28,115
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 4,666.0 4,629.0 4,502.1
R3 4,604.0 4,567.0 4,485.1
R2 4,542.0 4,542.0 4,479.4
R1 4,505.0 4,505.0 4,473.7 4,492.5
PP 4,480.0 4,480.0 4,480.0 4,473.8
S1 4,443.0 4,443.0 4,462.3 4,430.5
S2 4,418.0 4,418.0 4,456.6
S3 4,356.0 4,381.0 4,451.0
S4 4,294.0 4,319.0 4,433.9
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 4,589.0 4,455.0 134.0 3.0% 55.8 1.2% 10% False True 45,518
10 4,696.0 4,455.0 241.0 5.4% 52.2 1.2% 5% False True 23,166
20 4,756.0 4,455.0 301.0 6.7% 41.6 0.9% 4% False True 11,662
40 4,920.0 4,455.0 465.0 10.4% 31.8 0.7% 3% False True 5,861
60 4,970.0 4,455.0 515.0 11.5% 25.3 0.6% 3% False True 3,922
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,780.5
2.618 4,679.3
1.618 4,617.3
1.000 4,579.0
0.618 4,555.3
HIGH 4,517.0
0.618 4,493.3
0.500 4,486.0
0.382 4,478.7
LOW 4,455.0
0.618 4,416.7
1.000 4,393.0
1.618 4,354.7
2.618 4,292.7
4.250 4,191.5
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 4,486.0 4,522.0
PP 4,480.0 4,504.0
S1 4,474.0 4,486.0

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

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