ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 4,105.0 3,992.0 -113.0 -2.8% 4,424.0
High 4,109.0 4,040.0 -69.0 -1.7% 4,489.0
Low 4,039.0 3,933.0 -106.0 -2.6% 4,039.0
Close 4,050.0 3,953.0 -97.0 -2.4% 4,050.0
Range 70.0 107.0 37.0 52.9% 450.0
ATR 76.3 79.2 2.9 3.8% 0.0
Volume 80,799 77,432 -3,367 -4.2% 236,689
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,296.3 4,231.7 4,011.9
R3 4,189.3 4,124.7 3,982.4
R2 4,082.3 4,082.3 3,972.6
R1 4,017.7 4,017.7 3,962.8 3,996.5
PP 3,975.3 3,975.3 3,975.3 3,964.8
S1 3,910.7 3,910.7 3,943.2 3,889.5
S2 3,868.3 3,868.3 3,933.4
S3 3,761.3 3,803.7 3,923.6
S4 3,654.3 3,696.7 3,894.2
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 4,436.0 3,933.0 503.0 12.7% 70.8 1.8% 4% False True 55,410
10 4,557.0 3,933.0 624.0 15.8% 60.2 1.5% 3% False True 44,691
20 4,587.0 3,933.0 654.0 16.5% 51.0 1.3% 3% False True 38,138
40 4,642.0 3,933.0 709.0 17.9% 50.1 1.3% 3% False True 36,246
60 4,756.0 3,933.0 823.0 20.8% 45.1 1.1% 2% False True 24,673
80 4,920.0 3,933.0 987.0 25.0% 39.2 1.0% 2% False True 18,515
100 4,970.0 3,933.0 1,037.0 26.2% 33.7 0.9% 2% False True 14,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.6
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 4,494.8
2.618 4,320.1
1.618 4,213.1
1.000 4,147.0
0.618 4,106.1
HIGH 4,040.0
0.618 3,999.1
0.500 3,986.5
0.382 3,973.9
LOW 3,933.0
0.618 3,866.9
1.000 3,826.0
1.618 3,759.9
2.618 3,652.9
4.250 3,478.3
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 3,986.5 4,127.5
PP 3,975.3 4,069.3
S1 3,964.2 4,011.2

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

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