ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 4,139.0 4,229.0 90.0 2.2% 4,227.0
High 4,196.0 4,236.0 40.0 1.0% 4,349.0
Low 4,126.0 4,158.0 32.0 0.8% 4,214.0
Close 4,195.0 4,180.0 -15.0 -0.4% 4,237.0
Range 70.0 78.0 8.0 11.4% 135.0
ATR 90.7 89.8 -0.9 -1.0% 0.0
Volume 40,983 42,108 1,125 2.7% 183,619
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,425.3 4,380.7 4,222.9
R3 4,347.3 4,302.7 4,201.5
R2 4,269.3 4,269.3 4,194.3
R1 4,224.7 4,224.7 4,187.2 4,208.0
PP 4,191.3 4,191.3 4,191.3 4,183.0
S1 4,146.7 4,146.7 4,172.9 4,130.0
S2 4,113.3 4,113.3 4,165.7
S3 4,035.3 4,068.7 4,158.6
S4 3,957.3 3,990.7 4,137.1
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 4,275.0 4,063.0 212.0 5.1% 61.2 1.5% 55% False False 42,443
10 4,349.0 4,063.0 286.0 6.8% 57.2 1.4% 41% False False 39,100
20 4,349.0 4,054.0 295.0 7.1% 67.8 1.6% 43% False False 43,099
40 4,587.0 3,722.0 865.0 20.7% 62.8 1.5% 53% False False 44,316
60 4,642.0 3,722.0 920.0 22.0% 57.6 1.4% 50% False False 39,407
80 4,756.0 3,722.0 1,034.0 24.7% 53.6 1.3% 44% False False 32,471
100 4,920.0 3,722.0 1,198.0 28.7% 47.3 1.1% 38% False False 25,988
120 4,970.0 3,722.0 1,248.0 29.9% 41.5 1.0% 37% False False 21,664
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 10.6
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,567.5
2.618 4,440.2
1.618 4,362.2
1.000 4,314.0
0.618 4,284.2
HIGH 4,236.0
0.618 4,206.2
0.500 4,197.0
0.382 4,187.8
LOW 4,158.0
0.618 4,109.8
1.000 4,080.0
1.618 4,031.8
2.618 3,953.8
4.250 3,826.5
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 4,197.0 4,169.8
PP 4,191.3 4,159.7
S1 4,185.7 4,149.5

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

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