ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 4,229.0 4,170.0 -59.0 -1.4% 4,173.0
High 4,236.0 4,232.0 -4.0 -0.1% 4,236.0
Low 4,158.0 4,168.0 10.0 0.2% 4,063.0
Close 4,180.0 4,175.0 -5.0 -0.1% 4,175.0
Range 78.0 64.0 -14.0 -17.9% 173.0
ATR 89.8 88.0 -1.8 -2.1% 0.0
Volume 42,108 41,113 -995 -2.4% 214,409
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,383.7 4,343.3 4,210.2
R3 4,319.7 4,279.3 4,192.6
R2 4,255.7 4,255.7 4,186.7
R1 4,215.3 4,215.3 4,180.9 4,235.5
PP 4,191.7 4,191.7 4,191.7 4,201.8
S1 4,151.3 4,151.3 4,169.1 4,171.5
S2 4,127.7 4,127.7 4,163.3
S3 4,063.7 4,087.3 4,157.4
S4 3,999.7 4,023.3 4,139.8
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,677.0 4,599.0 4,270.2
R3 4,504.0 4,426.0 4,222.6
R2 4,331.0 4,331.0 4,206.7
R1 4,253.0 4,253.0 4,190.9 4,292.0
PP 4,158.0 4,158.0 4,158.0 4,177.5
S1 4,080.0 4,080.0 4,159.1 4,119.0
S2 3,985.0 3,985.0 4,143.3
S3 3,812.0 3,907.0 4,127.4
S4 3,639.0 3,734.0 4,079.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,236.0 4,063.0 173.0 4.1% 61.8 1.5% 65% False False 42,881
10 4,349.0 4,063.0 286.0 6.9% 59.5 1.4% 39% False False 39,802
20 4,349.0 4,054.0 295.0 7.1% 67.6 1.6% 41% False False 42,829
40 4,587.0 3,722.0 865.0 20.7% 63.6 1.5% 52% False False 44,690
60 4,642.0 3,722.0 920.0 22.0% 57.7 1.4% 49% False False 39,499
80 4,729.0 3,722.0 1,007.0 24.1% 54.0 1.3% 45% False False 32,983
100 4,920.0 3,722.0 1,198.0 28.7% 47.9 1.1% 38% False False 26,399
120 4,970.0 3,722.0 1,248.0 29.9% 41.9 1.0% 36% False False 22,007
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,504.0
2.618 4,399.6
1.618 4,335.6
1.000 4,296.0
0.618 4,271.6
HIGH 4,232.0
0.618 4,207.6
0.500 4,200.0
0.382 4,192.4
LOW 4,168.0
0.618 4,128.4
1.000 4,104.0
1.618 4,064.4
2.618 4,000.4
4.250 3,896.0
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 4,200.0 4,181.0
PP 4,191.7 4,179.0
S1 4,183.3 4,177.0

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

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