ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 4,087.0 4,085.0 -2.0 0.0% 4,173.0
High 4,098.0 4,111.0 13.0 0.3% 4,236.0
Low 4,054.0 3,996.0 -58.0 -1.4% 4,063.0
Close 4,084.0 4,015.0 -69.0 -1.7% 4,175.0
Range 44.0 115.0 71.0 161.4% 173.0
ATR 89.7 91.5 1.8 2.0% 0.0
Volume 144,704 108,445 -36,259 -25.1% 214,409
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,385.7 4,315.3 4,078.3
R3 4,270.7 4,200.3 4,046.6
R2 4,155.7 4,155.7 4,036.1
R1 4,085.3 4,085.3 4,025.5 4,063.0
PP 4,040.7 4,040.7 4,040.7 4,029.5
S1 3,970.3 3,970.3 4,004.5 3,948.0
S2 3,925.7 3,925.7 3,993.9
S3 3,810.7 3,855.3 3,983.4
S4 3,695.7 3,740.3 3,951.8
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 3,996.0 240.0 6.0% 73.0 1.8% 8% False True 81,510
10 4,349.0 3,996.0 353.0 8.8% 65.4 1.6% 5% False True 61,940
20 4,349.0 3,996.0 353.0 8.8% 65.8 1.6% 5% False True 51,868
40 4,587.0 3,722.0 865.0 21.5% 66.3 1.7% 34% False False 50,581
60 4,642.0 3,722.0 920.0 22.9% 58.7 1.5% 32% False False 43,453
80 4,725.0 3,722.0 1,003.0 25.0% 55.7 1.4% 29% False False 37,036
100 4,920.0 3,722.0 1,198.0 29.8% 49.7 1.2% 24% False False 29,641
120 4,970.0 3,722.0 1,248.0 31.1% 43.4 1.1% 23% False False 24,706
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.5
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 4,599.8
2.618 4,412.1
1.618 4,297.1
1.000 4,226.0
0.618 4,182.1
HIGH 4,111.0
0.618 4,067.1
0.500 4,053.5
0.382 4,039.9
LOW 3,996.0
0.618 3,924.9
1.000 3,881.0
1.618 3,809.9
2.618 3,694.9
4.250 3,507.3
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 4,053.5 4,053.5
PP 4,040.7 4,040.7
S1 4,027.8 4,027.8

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

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