ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 4,325.0 4,268.0 -57.0 -1.3% 4,227.0
High 4,349.0 4,275.0 -74.0 -1.7% 4,349.0
Low 4,288.0 4,214.0 -74.0 -1.7% 4,214.0
Close 4,305.0 4,237.0 -68.0 -1.6% 4,237.0
Range 61.0 61.0 0.0 0.0% 135.0
ATR 86.9 87.2 0.3 0.3% 0.0
Volume 41,744 38,923 -2,821 -6.8% 183,619
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,425.0 4,392.0 4,270.6
R3 4,364.0 4,331.0 4,253.8
R2 4,303.0 4,303.0 4,248.2
R1 4,270.0 4,270.0 4,242.6 4,256.0
PP 4,242.0 4,242.0 4,242.0 4,235.0
S1 4,209.0 4,209.0 4,231.4 4,195.0
S2 4,181.0 4,181.0 4,225.8
S3 4,120.0 4,148.0 4,220.2
S4 4,059.0 4,087.0 4,203.5
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,671.7 4,589.3 4,311.3
R3 4,536.7 4,454.3 4,274.1
R2 4,401.7 4,401.7 4,261.8
R1 4,319.3 4,319.3 4,249.4 4,360.5
PP 4,266.7 4,266.7 4,266.7 4,287.3
S1 4,184.3 4,184.3 4,224.6 4,225.5
S2 4,131.7 4,131.7 4,212.3
S3 3,996.7 4,049.3 4,199.9
S4 3,861.7 3,914.3 4,162.8
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 4,214.0 135.0 3.2% 57.2 1.4% 17% False True 36,723
10 4,349.0 4,054.0 295.0 7.0% 65.3 1.5% 62% False False 40,005
20 4,349.0 3,722.0 627.0 14.8% 75.7 1.8% 82% False False 51,092
40 4,593.0 3,722.0 871.0 20.6% 61.6 1.5% 59% False False 43,266
60 4,642.0 3,722.0 920.0 21.7% 57.4 1.4% 56% False False 40,286
80 4,756.0 3,722.0 1,034.0 24.4% 51.8 1.2% 50% False False 30,310
100 4,920.0 3,722.0 1,198.0 28.3% 45.7 1.1% 43% False False 24,256
120 4,970.0 3,722.0 1,248.0 29.5% 39.8 0.9% 41% False False 20,226
Crabel Price Patterns
NR False
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 7.5
Fibonacci Retracements and Extensions
4.250 4,534.3
2.618 4,434.7
1.618 4,373.7
1.000 4,336.0
0.618 4,312.7
HIGH 4,275.0
0.618 4,251.7
0.500 4,244.5
0.382 4,237.3
LOW 4,214.0
0.618 4,176.3
1.000 4,153.0
1.618 4,115.3
2.618 4,054.3
4.250 3,954.8
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 4,244.5 4,281.5
PP 4,242.0 4,266.7
S1 4,239.5 4,251.8

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

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