ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 4,447.0 4,438.0 -9.0 -0.2% 4,588.0
High 4,454.0 4,457.0 3.0 0.1% 4,593.0
Low 4,423.0 4,419.0 -4.0 -0.1% 4,429.0
Close 4,447.0 4,440.0 -7.0 -0.2% 4,441.0
Range 31.0 38.0 7.0 22.6% 164.0
ATR 54.1 53.0 -1.2 -2.1% 0.0
Volume 24,568 30,257 5,689 23.2% 157,449
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 4,552.7 4,534.3 4,460.9
R3 4,514.7 4,496.3 4,450.5
R2 4,476.7 4,476.7 4,447.0
R1 4,458.3 4,458.3 4,443.5 4,467.5
PP 4,438.7 4,438.7 4,438.7 4,443.3
S1 4,420.3 4,420.3 4,436.5 4,429.5
S2 4,400.7 4,400.7 4,433.0
S3 4,362.7 4,382.3 4,429.6
S4 4,324.7 4,344.3 4,419.1
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 4,979.7 4,874.3 4,531.2
R3 4,815.7 4,710.3 4,486.1
R2 4,651.7 4,651.7 4,471.1
R1 4,546.3 4,546.3 4,456.0 4,517.0
PP 4,487.7 4,487.7 4,487.7 4,473.0
S1 4,382.3 4,382.3 4,426.0 4,353.0
S2 4,323.7 4,323.7 4,410.9
S3 4,159.7 4,218.3 4,395.9
S4 3,995.7 4,054.3 4,350.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,507.0 4,419.0 88.0 2.0% 38.8 0.9% 24% False True 29,767
10 4,642.0 4,419.0 223.0 5.0% 41.4 0.9% 9% False True 28,929
20 4,642.0 4,419.0 223.0 5.0% 43.3 1.0% 9% False True 28,833
40 4,725.0 4,419.0 306.0 6.9% 44.7 1.0% 7% False True 22,646
60 4,920.0 4,419.0 501.0 11.3% 38.3 0.9% 4% False True 15,117
80 4,970.0 4,419.0 551.0 12.4% 31.7 0.7% 4% False True 11,347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,618.5
2.618 4,556.5
1.618 4,518.5
1.000 4,495.0
0.618 4,480.5
HIGH 4,457.0
0.618 4,442.5
0.500 4,438.0
0.382 4,433.5
LOW 4,419.0
0.618 4,395.5
1.000 4,381.0
1.618 4,357.5
2.618 4,319.5
4.250 4,257.5
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 4,439.3 4,440.0
PP 4,438.7 4,440.0
S1 4,438.0 4,440.0

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

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