ASX SPI 200 Index Future March 2012


Trading Metrics calculated at close of trading on 20-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 20-Feb-2012 Change Change % Previous Week
Open 4,160.0 4,192.0 32.0 0.8% 4,226.0
High 4,177.0 4,249.0 72.0 1.7% 4,256.0
Low 4,149.0 4,191.0 42.0 1.0% 4,130.0
Close 4,166.0 4,245.0 79.0 1.9% 4,166.0
Range 28.0 58.0 30.0 107.1% 126.0
ATR 50.4 52.8 2.3 4.6% 0.0
Volume 23,710 30,805 7,095 29.9% 158,691
Daily Pivots for day following 20-Feb-2012
Classic Woodie Camarilla DeMark
R4 4,402.3 4,381.7 4,276.9
R3 4,344.3 4,323.7 4,261.0
R2 4,286.3 4,286.3 4,255.6
R1 4,265.7 4,265.7 4,250.3 4,276.0
PP 4,228.3 4,228.3 4,228.3 4,233.5
S1 4,207.7 4,207.7 4,239.7 4,218.0
S2 4,170.3 4,170.3 4,234.4
S3 4,112.3 4,149.7 4,229.1
S4 4,054.3 4,091.7 4,213.1
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 4,562.0 4,490.0 4,235.3
R3 4,436.0 4,364.0 4,200.7
R2 4,310.0 4,310.0 4,189.1
R1 4,238.0 4,238.0 4,177.6 4,211.0
PP 4,184.0 4,184.0 4,184.0 4,170.5
S1 4,112.0 4,112.0 4,154.5 4,085.0
S2 4,058.0 4,058.0 4,142.9
S3 3,932.0 3,986.0 4,131.4
S4 3,806.0 3,860.0 4,096.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,249.0 4,130.0 119.0 2.8% 44.6 1.1% 97% True False 32,605
10 4,277.0 4,130.0 147.0 3.5% 44.5 1.0% 78% False False 29,517
20 4,286.0 4,130.0 156.0 3.7% 41.0 1.0% 74% False False 26,182
40 4,286.0 4,015.0 271.0 6.4% 42.4 1.0% 85% False False 23,624
60 4,311.0 3,963.0 348.0 8.2% 41.5 1.0% 81% False False 21,143
80 4,387.0 3,963.0 424.0 10.0% 35.3 0.8% 67% False False 15,873
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 10.0
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 4,495.5
2.618 4,400.8
1.618 4,342.8
1.000 4,307.0
0.618 4,284.8
HIGH 4,249.0
0.618 4,226.8
0.500 4,220.0
0.382 4,213.2
LOW 4,191.0
0.618 4,155.2
1.000 4,133.0
1.618 4,097.2
2.618 4,039.2
4.250 3,944.5
Fisher Pivots for day following 20-Feb-2012
Pivot 1 day 3 day
R1 4,236.7 4,226.5
PP 4,228.3 4,208.0
S1 4,220.0 4,189.5

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

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