ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 4,268.0 4,100.0 -168.0 -3.9% 4,194.0
High 4,283.0 4,127.0 -156.0 -3.6% 4,302.0
Low 4,214.0 4,066.0 -148.0 -3.5% 4,066.0
Close 4,218.0 4,068.0 -150.0 -3.6% 4,068.0
Range 69.0 61.0 -8.0 -11.6% 236.0
ATR 102.1 105.7 3.6 3.5% 0.0
Volume 43,553 55,015 11,462 26.3% 242,132
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,270.0 4,230.0 4,101.6
R3 4,209.0 4,169.0 4,084.8
R2 4,148.0 4,148.0 4,079.2
R1 4,108.0 4,108.0 4,073.6 4,097.5
PP 4,087.0 4,087.0 4,087.0 4,081.8
S1 4,047.0 4,047.0 4,062.4 4,036.5
S2 4,026.0 4,026.0 4,056.8
S3 3,965.0 3,986.0 4,051.2
S4 3,904.0 3,925.0 4,034.5
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,853.3 4,696.7 4,197.8
R3 4,617.3 4,460.7 4,132.9
R2 4,381.3 4,381.3 4,111.3
R1 4,224.7 4,224.7 4,089.6 4,185.0
PP 4,145.3 4,145.3 4,145.3 4,125.5
S1 3,988.7 3,988.7 4,046.4 3,949.0
S2 3,909.3 3,909.3 4,024.7
S3 3,673.3 3,752.7 4,003.1
S4 3,437.3 3,516.7 3,938.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,302.0 4,066.0 236.0 5.8% 77.8 1.9% 1% False True 48,426
10 4,302.0 3,722.0 580.0 14.3% 86.0 2.1% 60% False False 62,180
20 4,561.0 3,722.0 839.0 20.6% 70.8 1.7% 41% False False 51,282
40 4,642.0 3,722.0 920.0 22.6% 56.5 1.4% 38% False False 40,352
60 4,725.0 3,722.0 1,003.0 24.7% 52.9 1.3% 34% False False 33,730
80 4,819.0 3,722.0 1,097.0 27.0% 46.9 1.2% 32% False False 25,316
100 4,970.0 3,722.0 1,248.0 30.7% 40.2 1.0% 28% False False 20,259
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,386.3
2.618 4,286.7
1.618 4,225.7
1.000 4,188.0
0.618 4,164.7
HIGH 4,127.0
0.618 4,103.7
0.500 4,096.5
0.382 4,089.3
LOW 4,066.0
0.618 4,028.3
1.000 4,005.0
1.618 3,967.3
2.618 3,906.3
4.250 3,806.8
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 4,096.5 4,184.0
PP 4,087.0 4,145.3
S1 4,077.5 4,106.7

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

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