ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
05-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 4,173.0 4,080.0 -93.0 -2.2% 4,227.0
High 4,190.0 4,103.0 -87.0 -2.1% 4,349.0
Low 4,133.0 4,063.0 -70.0 -1.7% 4,214.0
Close 4,144.0 4,068.0 -76.0 -1.8% 4,237.0
Range 57.0 40.0 -17.0 -29.8% 135.0
ATR 88.4 87.9 -0.5 -0.6% 0.0
Volume 40,321 49,884 9,563 23.7% 183,619
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,198.0 4,173.0 4,090.0
R3 4,158.0 4,133.0 4,079.0
R2 4,118.0 4,118.0 4,075.3
R1 4,093.0 4,093.0 4,071.7 4,085.5
PP 4,078.0 4,078.0 4,078.0 4,074.3
S1 4,053.0 4,053.0 4,064.3 4,045.5
S2 4,038.0 4,038.0 4,060.7
S3 3,998.0 4,013.0 4,057.0
S4 3,958.0 3,973.0 4,046.0
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 4,063.0 286.0 7.0% 54.0 1.3% 2% False True 41,147
10 4,349.0 4,063.0 286.0 7.0% 55.4 1.4% 2% False True 38,463
20 4,349.0 3,986.0 363.0 8.9% 70.1 1.7% 23% False False 45,958
40 4,587.0 3,722.0 865.0 21.3% 61.4 1.5% 40% False False 43,935
60 4,642.0 3,722.0 920.0 22.6% 57.0 1.4% 38% False False 39,688
80 4,756.0 3,722.0 1,034.0 25.4% 52.4 1.3% 33% False False 31,437
100 4,920.0 3,722.0 1,198.0 29.4% 46.4 1.1% 29% False False 25,158
120 4,970.0 3,722.0 1,248.0 30.7% 40.5 1.0% 28% False False 20,975
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 10.1
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 4,273.0
2.618 4,207.7
1.618 4,167.7
1.000 4,143.0
0.618 4,127.7
HIGH 4,103.0
0.618 4,087.7
0.500 4,083.0
0.382 4,078.3
LOW 4,063.0
0.618 4,038.3
1.000 4,023.0
1.618 3,998.3
2.618 3,958.3
4.250 3,893.0
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 4,083.0 4,169.0
PP 4,078.0 4,135.3
S1 4,073.0 4,101.7

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

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