ASX SPI 200 Index Future March 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 4,277.0 4,277.0 0.0 0.0% 4,192.0
High 4,280.0 4,294.0 14.0 0.3% 4,294.0
Low 4,246.0 4,263.0 17.0 0.4% 4,191.0
Close 4,260.0 4,289.0 29.0 0.7% 4,289.0
Range 34.0 31.0 -3.0 -8.8% 103.0
ATR 51.0 49.7 -1.2 -2.4% 0.0
Volume 21,041 26,692 5,651 26.9% 136,327
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 4,375.0 4,363.0 4,306.1
R3 4,344.0 4,332.0 4,297.5
R2 4,313.0 4,313.0 4,294.7
R1 4,301.0 4,301.0 4,291.8 4,307.0
PP 4,282.0 4,282.0 4,282.0 4,285.0
S1 4,270.0 4,270.0 4,286.2 4,276.0
S2 4,251.0 4,251.0 4,283.3
S3 4,220.0 4,239.0 4,280.5
S4 4,189.0 4,208.0 4,272.0
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 4,567.0 4,531.0 4,345.7
R3 4,464.0 4,428.0 4,317.3
R2 4,361.0 4,361.0 4,307.9
R1 4,325.0 4,325.0 4,298.4 4,343.0
PP 4,258.0 4,258.0 4,258.0 4,267.0
S1 4,222.0 4,222.0 4,279.6 4,240.0
S2 4,155.0 4,155.0 4,270.1
S3 4,052.0 4,119.0 4,260.7
S4 3,949.0 4,016.0 4,232.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,294.0 4,191.0 103.0 2.4% 44.4 1.0% 95% True False 27,265
10 4,294.0 4,130.0 164.0 3.8% 43.6 1.0% 97% True False 29,501
20 4,294.0 4,130.0 164.0 3.8% 41.3 1.0% 97% True False 27,331
40 4,294.0 4,015.0 279.0 6.5% 42.0 1.0% 98% True False 24,360
60 4,311.0 4,015.0 296.0 6.9% 41.4 1.0% 93% False False 22,894
80 4,360.0 3,963.0 397.0 9.3% 35.8 0.8% 82% False False 17,188
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,425.8
2.618 4,375.2
1.618 4,344.2
1.000 4,325.0
0.618 4,313.2
HIGH 4,294.0
0.618 4,282.2
0.500 4,278.5
0.382 4,274.8
LOW 4,263.0
0.618 4,243.8
1.000 4,232.0
1.618 4,212.8
2.618 4,181.8
4.250 4,131.3
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 4,285.5 4,282.7
PP 4,282.0 4,276.3
S1 4,278.5 4,270.0

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

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