ASX SPI 200 Index Future September 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 4,085.0 4,099.0 14.0 0.3% 4,173.0
High 4,111.0 4,111.0 0.0 0.0% 4,236.0
Low 3,996.0 4,093.0 97.0 2.4% 4,063.0
Close 4,015.0 4,098.0 83.0 2.1% 4,175.0
Range 115.0 18.0 -97.0 -84.3% 173.0
ATR 91.5 91.8 0.3 0.4% 0.0
Volume 108,445 4,431 -104,014 -95.9% 214,409
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 4,154.7 4,144.3 4,107.9
R3 4,136.7 4,126.3 4,103.0
R2 4,118.7 4,118.7 4,101.3
R1 4,108.3 4,108.3 4,099.7 4,104.5
PP 4,100.7 4,100.7 4,100.7 4,098.8
S1 4,090.3 4,090.3 4,096.4 4,086.5
S2 4,082.7 4,082.7 4,094.7
S3 4,064.7 4,072.3 4,093.1
S4 4,046.7 4,054.3 4,088.1
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 4,232.0 3,996.0 236.0 5.8% 61.0 1.5% 43% False False 73,974
10 4,275.0 3,996.0 279.0 6.8% 61.1 1.5% 37% False False 58,209
20 4,349.0 3,996.0 353.0 8.6% 63.2 1.5% 29% False False 49,912
40 4,587.0 3,722.0 865.0 21.1% 66.1 1.6% 43% False False 49,920
60 4,642.0 3,722.0 920.0 22.4% 58.3 1.4% 41% False False 43,050
80 4,725.0 3,722.0 1,003.0 24.5% 55.3 1.3% 37% False False 37,091
100 4,863.0 3,722.0 1,141.0 27.8% 49.6 1.2% 33% False False 29,685
120 4,970.0 3,722.0 1,248.0 30.5% 43.5 1.1% 30% False False 24,742
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.7
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 4,187.5
2.618 4,158.1
1.618 4,140.1
1.000 4,129.0
0.618 4,122.1
HIGH 4,111.0
0.618 4,104.1
0.500 4,102.0
0.382 4,099.9
LOW 4,093.0
0.618 4,081.9
1.000 4,075.0
1.618 4,063.9
2.618 4,045.9
4.250 4,016.5
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 4,102.0 4,083.2
PP 4,100.7 4,068.3
S1 4,099.3 4,053.5

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

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