ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 4,303.0 4,105.0 -198.0 -4.6% 4,424.0
High 4,322.0 4,109.0 -213.0 -4.9% 4,489.0
Low 4,236.0 4,039.0 -197.0 -4.7% 4,039.0
Close 4,242.0 4,050.0 -192.0 -4.5% 4,050.0
Range 86.0 70.0 -16.0 -18.6% 450.0
ATR 66.6 76.3 9.7 14.6% 0.0
Volume 46,117 80,799 34,682 75.2% 236,689
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,276.0 4,233.0 4,088.5
R3 4,206.0 4,163.0 4,069.3
R2 4,136.0 4,136.0 4,062.8
R1 4,093.0 4,093.0 4,056.4 4,079.5
PP 4,066.0 4,066.0 4,066.0 4,059.3
S1 4,023.0 4,023.0 4,043.6 4,009.5
S2 3,996.0 3,996.0 4,037.2
S3 3,926.0 3,953.0 4,030.8
S4 3,856.0 3,883.0 4,011.5
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5,542.7 5,246.3 4,297.5
R3 5,092.7 4,796.3 4,173.8
R2 4,642.7 4,642.7 4,132.5
R1 4,346.3 4,346.3 4,091.3 4,269.5
PP 4,192.7 4,192.7 4,192.7 4,154.3
S1 3,896.3 3,896.3 4,008.8 3,819.5
S2 3,742.7 3,742.7 3,967.5
S3 3,292.7 3,446.3 3,926.3
S4 2,842.7 2,996.3 3,802.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,489.0 4,039.0 450.0 11.1% 64.6 1.6% 2% False True 47,337
10 4,561.0 4,039.0 522.0 12.9% 55.6 1.4% 2% False True 40,385
20 4,593.0 4,039.0 554.0 13.7% 47.6 1.2% 2% False True 35,439
40 4,642.0 4,039.0 603.0 14.9% 48.3 1.2% 2% False True 34,883
60 4,756.0 4,039.0 717.0 17.7% 43.8 1.1% 2% False True 23,383
80 4,920.0 4,039.0 881.0 21.8% 38.2 0.9% 1% False True 17,547
100 4,970.0 4,039.0 931.0 23.0% 32.6 0.8% 1% False True 14,052
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 12.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,406.5
2.618 4,292.3
1.618 4,222.3
1.000 4,179.0
0.618 4,152.3
HIGH 4,109.0
0.618 4,082.3
0.500 4,074.0
0.382 4,065.7
LOW 4,039.0
0.618 3,995.7
1.000 3,969.0
1.618 3,925.7
2.618 3,855.7
4.250 3,741.5
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 4,074.0 4,185.5
PP 4,066.0 4,140.3
S1 4,058.0 4,095.2

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

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