ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 4,460.0 4,500.0 40.0 0.9% 4,469.0
High 4,470.0 4,500.0 30.0 0.7% 4,559.0
Low 4,460.0 4,478.0 18.0 0.4% 4,469.0
Close 4,456.0 4,483.0 27.0 0.6% 4,513.0
Range 10.0 22.0 12.0 120.0% 90.0
ATR 31.5 32.4 0.9 2.8% 0.0
Volume 31 90 59 190.3% 28
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 4,553.0 4,540.0 4,495.1
R3 4,531.0 4,518.0 4,489.1
R2 4,509.0 4,509.0 4,487.0
R1 4,496.0 4,496.0 4,485.0 4,491.5
PP 4,487.0 4,487.0 4,487.0 4,484.8
S1 4,474.0 4,474.0 4,481.0 4,469.5
S2 4,465.0 4,465.0 4,479.0
S3 4,443.0 4,452.0 4,477.0
S4 4,421.0 4,430.0 4,470.9
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 4,783.7 4,738.3 4,562.5
R3 4,693.7 4,648.3 4,537.8
R2 4,603.7 4,603.7 4,529.5
R1 4,558.3 4,558.3 4,521.3 4,581.0
PP 4,513.7 4,513.7 4,513.7 4,525.0
S1 4,468.3 4,468.3 4,504.8 4,491.0
S2 4,423.7 4,423.7 4,496.5
S3 4,333.7 4,378.3 4,488.3
S4 4,243.7 4,288.3 4,463.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,559.0 4,460.0 99.0 2.2% 10.4 0.2% 23% False False 29
10 4,583.0 4,460.0 123.0 2.7% 6.5 0.1% 19% False False 121
20 4,716.0 4,460.0 256.0 5.7% 3.5 0.1% 9% False False 78
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 0.0
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 4,593.5
2.618 4,557.6
1.618 4,535.6
1.000 4,522.0
0.618 4,513.6
HIGH 4,500.0
0.618 4,491.6
0.500 4,489.0
0.382 4,486.4
LOW 4,478.0
0.618 4,464.4
1.000 4,456.0
1.618 4,442.4
2.618 4,420.4
4.250 4,384.5
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 4,489.0 4,490.0
PP 4,487.0 4,487.7
S1 4,485.0 4,485.3

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

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