ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 4,170.0 4,082.0 -88.0 -2.1% 4,173.0
High 4,232.0 4,093.0 -139.0 -3.3% 4,236.0
Low 4,168.0 4,029.0 -139.0 -3.3% 4,063.0
Close 4,175.0 4,040.0 -135.0 -3.2% 4,175.0
Range 64.0 64.0 0.0 0.0% 173.0
ATR 88.0 92.1 4.1 4.7% 0.0
Volume 41,113 71,181 30,068 73.1% 214,409
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,246.0 4,207.0 4,075.2
R3 4,182.0 4,143.0 4,057.6
R2 4,118.0 4,118.0 4,051.7
R1 4,079.0 4,079.0 4,045.9 4,066.5
PP 4,054.0 4,054.0 4,054.0 4,047.8
S1 4,015.0 4,015.0 4,034.1 4,002.5
S2 3,990.0 3,990.0 4,028.3
S3 3,926.0 3,951.0 4,022.4
S4 3,862.0 3,887.0 4,004.8
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 4,029.0 207.0 5.1% 63.2 1.6% 5% False True 49,053
10 4,349.0 4,029.0 320.0 7.9% 59.8 1.5% 3% False True 43,293
20 4,349.0 4,029.0 320.0 7.9% 65.9 1.6% 3% False True 44,286
40 4,587.0 3,722.0 865.0 21.4% 64.4 1.6% 37% False False 45,855
60 4,642.0 3,722.0 920.0 22.8% 57.5 1.4% 35% False False 40,147
80 4,725.0 3,722.0 1,003.0 24.8% 54.7 1.4% 32% False False 33,873
100 4,920.0 3,722.0 1,198.0 29.7% 48.6 1.2% 27% False False 27,111
120 4,970.0 3,722.0 1,248.0 30.9% 42.4 1.0% 25% False False 22,599
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 10.9
Fibonacci Retracements and Extensions
4.250 4,365.0
2.618 4,260.6
1.618 4,196.6
1.000 4,157.0
0.618 4,132.6
HIGH 4,093.0
0.618 4,068.6
0.500 4,061.0
0.382 4,053.4
LOW 4,029.0
0.618 3,989.4
1.000 3,965.0
1.618 3,925.4
2.618 3,861.4
4.250 3,757.0
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 4,061.0 4,132.5
PP 4,054.0 4,101.7
S1 4,047.0 4,070.8

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

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