ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 4,536.0 4,528.0 -8.0 -0.2% 4,447.0
High 4,557.0 4,541.0 -16.0 -0.4% 4,587.0
Low 4,518.0 4,505.0 -13.0 -0.3% 4,419.0
Close 4,542.0 4,511.0 -31.0 -0.7% 4,586.0
Range 39.0 36.0 -3.0 -7.7% 168.0
ATR 54.9 53.6 -1.3 -2.3% 0.0
Volume 31,141 27,317 -3,824 -12.3% 147,494
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 4,627.0 4,605.0 4,530.8
R3 4,591.0 4,569.0 4,520.9
R2 4,555.0 4,555.0 4,517.6
R1 4,533.0 4,533.0 4,514.3 4,526.0
PP 4,519.0 4,519.0 4,519.0 4,515.5
S1 4,497.0 4,497.0 4,507.7 4,490.0
S2 4,483.0 4,483.0 4,504.4
S3 4,447.0 4,461.0 4,501.1
S4 4,411.0 4,425.0 4,491.2
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5,034.7 4,978.3 4,678.4
R3 4,866.7 4,810.3 4,632.2
R2 4,698.7 4,698.7 4,616.8
R1 4,642.3 4,642.3 4,601.4 4,670.5
PP 4,530.7 4,530.7 4,530.7 4,544.8
S1 4,474.3 4,474.3 4,570.6 4,502.5
S2 4,362.7 4,362.7 4,555.2
S3 4,194.7 4,306.3 4,539.8
S4 4,026.7 4,138.3 4,493.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,587.0 4,500.0 87.0 1.9% 37.4 0.8% 13% False False 30,331
10 4,587.0 4,419.0 168.0 3.7% 38.1 0.8% 55% False False 29,903
20 4,642.0 4,419.0 223.0 4.9% 43.5 1.0% 41% False False 29,865
40 4,725.0 4,419.0 306.0 6.8% 45.8 1.0% 30% False False 27,260
60 4,780.0 4,419.0 361.0 8.0% 40.3 0.9% 25% False False 18,204
80 4,970.0 4,419.0 551.0 12.2% 34.0 0.8% 17% False False 13,659
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 10.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,694.0
2.618 4,635.2
1.618 4,599.2
1.000 4,577.0
0.618 4,563.2
HIGH 4,541.0
0.618 4,527.2
0.500 4,523.0
0.382 4,518.8
LOW 4,505.0
0.618 4,482.8
1.000 4,469.0
1.618 4,446.8
2.618 4,410.8
4.250 4,352.0
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 4,523.0 4,530.5
PP 4,519.0 4,524.0
S1 4,515.0 4,517.5

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

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