ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 4,528.0 4,445.0 -83.0 -1.8% 4,447.0
High 4,541.0 4,458.0 -83.0 -1.8% 4,587.0
Low 4,505.0 4,427.0 -78.0 -1.7% 4,419.0
Close 4,511.0 4,430.0 -81.0 -1.8% 4,586.0
Range 36.0 31.0 -5.0 -13.9% 168.0
ATR 53.6 55.8 2.2 4.0% 0.0
Volume 27,317 33,980 6,663 24.4% 147,494
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 4,531.3 4,511.7 4,447.1
R3 4,500.3 4,480.7 4,438.5
R2 4,469.3 4,469.3 4,435.7
R1 4,449.7 4,449.7 4,432.8 4,444.0
PP 4,438.3 4,438.3 4,438.3 4,435.5
S1 4,418.7 4,418.7 4,427.2 4,413.0
S2 4,407.3 4,407.3 4,424.3
S3 4,376.3 4,387.7 4,421.5
S4 4,345.3 4,356.7 4,413.0
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 4,427.0 160.0 3.6% 38.4 0.9% 2% False True 30,953
10 4,587.0 4,419.0 168.0 3.8% 36.3 0.8% 7% False False 30,045
20 4,642.0 4,419.0 223.0 5.0% 41.9 0.9% 5% False False 29,474
40 4,696.0 4,419.0 277.0 6.3% 45.8 1.0% 4% False False 28,098
60 4,780.0 4,419.0 361.0 8.1% 40.3 0.9% 3% False False 18,770
80 4,970.0 4,419.0 551.0 12.4% 34.4 0.8% 2% False False 14,084
Crabel Price Patterns
NR True
NR4 True
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 10.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,589.8
2.618 4,539.2
1.618 4,508.2
1.000 4,489.0
0.618 4,477.2
HIGH 4,458.0
0.618 4,446.2
0.500 4,442.5
0.382 4,438.8
LOW 4,427.0
0.618 4,407.8
1.000 4,396.0
1.618 4,376.8
2.618 4,345.8
4.250 4,295.3
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 4,442.5 4,492.0
PP 4,438.3 4,471.3
S1 4,434.2 4,450.7

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

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