ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 4,080.0 4,139.0 59.0 1.4% 4,227.0
High 4,103.0 4,196.0 93.0 2.3% 4,349.0
Low 4,063.0 4,126.0 63.0 1.6% 4,214.0
Close 4,068.0 4,195.0 127.0 3.1% 4,237.0
Range 40.0 70.0 30.0 75.0% 135.0
ATR 87.9 90.7 2.9 3.3% 0.0
Volume 49,884 40,983 -8,901 -17.8% 183,619
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,382.3 4,358.7 4,233.5
R3 4,312.3 4,288.7 4,214.3
R2 4,242.3 4,242.3 4,207.8
R1 4,218.7 4,218.7 4,201.4 4,230.5
PP 4,172.3 4,172.3 4,172.3 4,178.3
S1 4,148.7 4,148.7 4,188.6 4,160.5
S2 4,102.3 4,102.3 4,182.2
S3 4,032.3 4,078.7 4,175.8
S4 3,962.3 4,008.7 4,156.5
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 4,063.0 286.0 6.8% 57.8 1.4% 46% False False 42,371
10 4,349.0 4,063.0 286.0 6.8% 54.2 1.3% 46% False False 38,288
20 4,349.0 3,986.0 363.0 8.7% 71.2 1.7% 58% False False 44,461
40 4,587.0 3,722.0 865.0 20.6% 62.0 1.5% 55% False False 44,077
60 4,642.0 3,722.0 920.0 21.9% 57.3 1.4% 51% False False 39,321
80 4,756.0 3,722.0 1,034.0 24.6% 53.0 1.3% 46% False False 31,948
100 4,920.0 3,722.0 1,198.0 28.6% 46.9 1.1% 39% False False 25,568
120 4,970.0 3,722.0 1,248.0 29.7% 41.0 1.0% 38% False False 21,317
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 10.9
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,493.5
2.618 4,379.3
1.618 4,309.3
1.000 4,266.0
0.618 4,239.3
HIGH 4,196.0
0.618 4,169.3
0.500 4,161.0
0.382 4,152.7
LOW 4,126.0
0.618 4,082.7
1.000 4,056.0
1.618 4,012.7
2.618 3,942.7
4.250 3,828.5
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 4,183.7 4,173.2
PP 4,172.3 4,151.3
S1 4,161.0 4,129.5

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

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