ASX SPI 200 Index Future March 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 4,242.0 4,247.0 5.0 0.1% 4,247.0
High 4,256.0 4,248.0 -8.0 -0.2% 4,263.0
Low 4,226.0 4,211.0 -15.0 -0.4% 4,188.0
Close 4,239.0 4,222.0 -17.0 -0.4% 4,222.0
Range 30.0 37.0 7.0 23.3% 75.0
ATR 51.5 50.5 -1.0 -2.0% 0.0
Volume 25,246 18,974 -6,272 -24.8% 127,404
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 4,338.0 4,317.0 4,242.4
R3 4,301.0 4,280.0 4,232.2
R2 4,264.0 4,264.0 4,228.8
R1 4,243.0 4,243.0 4,225.4 4,235.0
PP 4,227.0 4,227.0 4,227.0 4,223.0
S1 4,206.0 4,206.0 4,218.6 4,198.0
S2 4,190.0 4,190.0 4,215.2
S3 4,153.0 4,169.0 4,211.8
S4 4,116.0 4,132.0 4,201.7
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 4,449.3 4,410.7 4,263.3
R3 4,374.3 4,335.7 4,242.6
R2 4,299.3 4,299.3 4,235.8
R1 4,260.7 4,260.7 4,228.9 4,242.5
PP 4,224.3 4,224.3 4,224.3 4,215.3
S1 4,185.7 4,185.7 4,215.1 4,167.5
S2 4,149.3 4,149.3 4,208.3
S3 4,074.3 4,110.7 4,201.4
S4 3,999.3 4,035.7 4,180.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,263.0 4,188.0 75.0 1.8% 37.8 0.9% 45% False False 25,480
10 4,286.0 4,181.0 105.0 2.5% 38.5 0.9% 39% False False 22,853
20 4,286.0 4,062.0 224.0 5.3% 39.9 0.9% 71% False False 23,148
40 4,306.0 4,015.0 291.0 6.9% 42.3 1.0% 71% False False 23,819
60 4,360.0 3,963.0 397.0 9.4% 36.4 0.9% 65% False False 15,926
80 4,387.0 3,963.0 424.0 10.0% 31.6 0.7% 61% False False 11,962
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,405.3
2.618 4,344.9
1.618 4,307.9
1.000 4,285.0
0.618 4,270.9
HIGH 4,248.0
0.618 4,233.9
0.500 4,229.5
0.382 4,225.1
LOW 4,211.0
0.618 4,188.1
1.000 4,174.0
1.618 4,151.1
2.618 4,114.1
4.250 4,053.8
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 4,229.5 4,222.0
PP 4,227.0 4,222.0
S1 4,224.5 4,222.0

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

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