ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 4,251.0 4,325.0 74.0 1.7% 4,055.0
High 4,293.0 4,349.0 56.0 1.3% 4,225.0
Low 4,242.0 4,288.0 46.0 1.1% 4,054.0
Close 4,288.0 4,305.0 17.0 0.4% 4,196.0
Range 51.0 61.0 10.0 19.6% 171.0
ATR 88.9 86.9 -2.0 -2.2% 0.0
Volume 34,865 41,744 6,879 19.7% 216,436
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,497.0 4,462.0 4,338.6
R3 4,436.0 4,401.0 4,321.8
R2 4,375.0 4,375.0 4,316.2
R1 4,340.0 4,340.0 4,310.6 4,327.0
PP 4,314.0 4,314.0 4,314.0 4,307.5
S1 4,279.0 4,279.0 4,299.4 4,266.0
S2 4,253.0 4,253.0 4,293.8
S3 4,192.0 4,218.0 4,288.2
S4 4,131.0 4,157.0 4,271.5
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 4,349.0 4,175.0 174.0 4.0% 53.2 1.2% 75% True False 35,757
10 4,349.0 4,054.0 295.0 6.9% 65.3 1.5% 85% True False 41,614
20 4,349.0 3,722.0 627.0 14.6% 76.1 1.8% 93% True False 53,186
40 4,642.0 3,722.0 920.0 21.4% 61.1 1.4% 63% False False 42,982
60 4,642.0 3,722.0 920.0 21.4% 57.2 1.3% 63% False False 39,663
80 4,756.0 3,722.0 1,034.0 24.0% 51.5 1.2% 56% False False 29,824
100 4,970.0 3,722.0 1,248.0 29.0% 45.7 1.1% 47% False False 23,867
120 4,970.0 3,722.0 1,248.0 29.0% 39.8 0.9% 47% False False 19,901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 9.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,608.3
2.618 4,508.7
1.618 4,447.7
1.000 4,410.0
0.618 4,386.7
HIGH 4,349.0
0.618 4,325.7
0.500 4,318.5
0.382 4,311.3
LOW 4,288.0
0.618 4,250.3
1.000 4,227.0
1.618 4,189.3
2.618 4,128.3
4.250 4,028.8
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 4,318.5 4,301.8
PP 4,314.0 4,298.7
S1 4,309.5 4,295.5

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

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