ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 3,992.0 3,800.0 -192.0 -4.8% 4,424.0
High 4,040.0 3,824.0 -216.0 -5.3% 4,489.0
Low 3,933.0 3,722.0 -211.0 -5.4% 4,039.0
Close 3,953.0 3,824.0 -129.0 -3.3% 4,050.0
Range 107.0 102.0 -5.0 -4.7% 450.0
ATR 79.2 90.1 10.8 13.7% 0.0
Volume 77,432 115,458 38,026 49.1% 236,689
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,096.0 4,062.0 3,880.1
R3 3,994.0 3,960.0 3,852.1
R2 3,892.0 3,892.0 3,842.7
R1 3,858.0 3,858.0 3,833.4 3,875.0
PP 3,790.0 3,790.0 3,790.0 3,798.5
S1 3,756.0 3,756.0 3,814.7 3,773.0
S2 3,688.0 3,688.0 3,805.3
S3 3,586.0 3,654.0 3,796.0
S4 3,484.0 3,552.0 3,767.9
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 4,332.0 3,722.0 610.0 16.0% 82.6 2.2% 17% False True 72,517
10 4,541.0 3,722.0 819.0 21.4% 66.5 1.7% 12% False True 53,123
20 4,587.0 3,722.0 865.0 22.6% 52.7 1.4% 12% False True 41,912
40 4,642.0 3,722.0 920.0 24.1% 50.5 1.3% 11% False True 36,553
60 4,756.0 3,722.0 1,034.0 27.0% 46.6 1.2% 10% False True 26,597
80 4,920.0 3,722.0 1,198.0 31.3% 40.5 1.1% 9% False True 19,958
100 4,970.0 3,722.0 1,248.0 32.6% 34.5 0.9% 8% False True 15,979
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 18.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,257.5
2.618 4,091.0
1.618 3,989.0
1.000 3,926.0
0.618 3,887.0
HIGH 3,824.0
0.618 3,785.0
0.500 3,773.0
0.382 3,761.0
LOW 3,722.0
0.618 3,659.0
1.000 3,620.0
1.618 3,557.0
2.618 3,455.0
4.250 3,288.5
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 3,807.0 3,915.5
PP 3,790.0 3,885.0
S1 3,773.0 3,854.5

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

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