ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 4,302.0 4,251.0 -51.0 -1.2% 4,055.0
High 4,304.0 4,293.0 -11.0 -0.3% 4,225.0
Low 4,252.0 4,242.0 -10.0 -0.2% 4,054.0
Close 4,263.0 4,288.0 25.0 0.6% 4,196.0
Range 52.0 51.0 -1.0 -1.9% 171.0
ATR 91.8 88.9 -2.9 -3.2% 0.0
Volume 31,808 34,865 3,057 9.6% 216,436
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,427.3 4,408.7 4,316.1
R3 4,376.3 4,357.7 4,302.0
R2 4,325.3 4,325.3 4,297.4
R1 4,306.7 4,306.7 4,292.7 4,316.0
PP 4,274.3 4,274.3 4,274.3 4,279.0
S1 4,255.7 4,255.7 4,283.3 4,265.0
S2 4,223.3 4,223.3 4,278.7
S3 4,172.3 4,204.7 4,274.0
S4 4,121.3 4,153.7 4,260.0
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,671.3 4,604.7 4,290.1
R3 4,500.3 4,433.7 4,243.0
R2 4,329.3 4,329.3 4,227.4
R1 4,262.7 4,262.7 4,211.7 4,296.0
PP 4,158.3 4,158.3 4,158.3 4,175.0
S1 4,091.7 4,091.7 4,180.3 4,125.0
S2 3,987.3 3,987.3 4,164.7
S3 3,816.3 3,920.7 4,149.0
S4 3,645.3 3,749.7 4,102.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,304.0 4,175.0 129.0 3.0% 50.6 1.2% 88% False False 34,205
10 4,304.0 4,054.0 250.0 5.8% 66.1 1.5% 94% False False 41,795
20 4,322.0 3,722.0 600.0 14.0% 77.4 1.8% 94% False False 53,405
40 4,642.0 3,722.0 920.0 21.5% 60.5 1.4% 62% False False 42,549
60 4,642.0 3,722.0 920.0 21.5% 57.1 1.3% 62% False False 38,995
80 4,771.0 3,722.0 1,049.0 24.5% 51.0 1.2% 54% False False 29,302
100 4,970.0 3,722.0 1,248.0 29.1% 45.2 1.1% 45% False False 23,449
120 4,970.0 3,722.0 1,248.0 29.1% 39.3 0.9% 45% False False 19,554
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 True
Bull Hook False
Stretch 8.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,509.8
2.618 4,426.5
1.618 4,375.5
1.000 4,344.0
0.618 4,324.5
HIGH 4,293.0
0.618 4,273.5
0.500 4,267.5
0.382 4,261.5
LOW 4,242.0
0.618 4,210.5
1.000 4,191.0
1.618 4,159.5
2.618 4,108.5
4.250 4,025.3
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 4,281.2 4,278.8
PP 4,274.3 4,269.7
S1 4,267.5 4,260.5

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

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