ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 4,055.0 4,073.0 18.0 0.4% 4,194.0
High 4,144.0 4,172.0 28.0 0.7% 4,302.0
Low 4,054.0 4,066.0 12.0 0.3% 4,066.0
Close 4,076.0 4,170.0 94.0 2.3% 4,068.0
Range 90.0 106.0 16.0 17.8% 236.0
ATR 104.6 104.7 0.1 0.1% 0.0
Volume 51,572 54,049 2,477 4.8% 242,132
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,454.0 4,418.0 4,228.3
R3 4,348.0 4,312.0 4,199.2
R2 4,242.0 4,242.0 4,189.4
R1 4,206.0 4,206.0 4,179.7 4,224.0
PP 4,136.0 4,136.0 4,136.0 4,145.0
S1 4,100.0 4,100.0 4,160.3 4,118.0
S2 4,030.0 4,030.0 4,150.6
S3 3,924.0 3,994.0 4,140.9
S4 3,818.0 3,888.0 4,111.7
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 4,054.0 248.0 5.9% 82.2 2.0% 47% False False 52,134
10 4,302.0 3,986.0 316.0 7.6% 84.7 2.0% 58% False False 53,453
20 4,541.0 3,722.0 819.0 19.6% 75.6 1.8% 55% False False 53,288
40 4,642.0 3,722.0 920.0 22.1% 59.7 1.4% 49% False False 41,674
60 4,725.0 3,722.0 1,003.0 24.1% 55.7 1.3% 45% False False 35,482
80 4,782.0 3,722.0 1,060.0 25.4% 48.9 1.2% 42% False False 26,635
100 4,970.0 3,722.0 1,248.0 29.9% 42.1 1.0% 36% False False 21,313
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 9.8
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,622.5
2.618 4,449.5
1.618 4,343.5
1.000 4,278.0
0.618 4,237.5
HIGH 4,172.0
0.618 4,131.5
0.500 4,119.0
0.382 4,106.5
LOW 4,066.0
0.618 4,000.5
1.000 3,960.0
1.618 3,894.5
2.618 3,788.5
4.250 3,615.5
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 4,153.0 4,151.0
PP 4,136.0 4,132.0
S1 4,119.0 4,113.0

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

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