ASX SPI 200 Index Future December 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 3,782.0 4,110.0 328.0 8.7% 4,422.0
High 4,000.0 4,127.0 127.0 3.2% 4,503.0
Low 3,730.0 4,097.0 367.0 9.8% 4,060.0
Close 4,002.0 4,102.0 100.0 2.5% 4,062.0
Range 270.0 30.0 -240.0 -88.9% 443.0
ATR 83.1 86.1 3.0 3.6% 0.0
Volume 111 282 171 154.1% 1,957
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 4,198.7 4,180.3 4,118.5
R3 4,168.7 4,150.3 4,110.3
R2 4,138.7 4,138.7 4,107.5
R1 4,120.3 4,120.3 4,104.8 4,114.5
PP 4,108.7 4,108.7 4,108.7 4,105.8
S1 4,090.3 4,090.3 4,099.3 4,084.5
S2 4,078.7 4,078.7 4,096.5
S3 4,048.7 4,060.3 4,093.8
S4 4,018.7 4,030.3 4,085.5
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 5,537.3 5,242.7 4,305.7
R3 5,094.3 4,799.7 4,183.8
R2 4,651.3 4,651.3 4,143.2
R1 4,356.7 4,356.7 4,102.6 4,282.5
PP 4,208.3 4,208.3 4,208.3 4,171.3
S1 3,913.7 3,913.7 4,021.4 3,839.5
S2 3,765.3 3,765.3 3,980.8
S3 3,322.3 3,470.7 3,940.2
S4 2,879.3 3,027.7 3,818.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,322.0 3,730.0 592.0 14.4% 102.6 2.5% 63% False False 503
10 4,503.0 3,730.0 773.0 18.8% 74.7 1.8% 48% False False 370
20 4,595.0 3,730.0 865.0 21.1% 48.9 1.2% 43% False False 200
40 4,656.0 3,730.0 926.0 22.6% 30.1 0.7% 40% False False 168
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 15.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,254.5
2.618 4,205.5
1.618 4,175.5
1.000 4,157.0
0.618 4,145.5
HIGH 4,127.0
0.618 4,115.5
0.500 4,112.0
0.382 4,108.5
LOW 4,097.0
0.618 4,078.5
1.000 4,067.0
1.618 4,048.5
2.618 4,018.5
4.250 3,969.5
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 4,112.0 4,044.2
PP 4,108.7 3,986.3
S1 4,105.3 3,928.5

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

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