ASX SPI 200 Index Future March 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 4,295.0 4,265.0 -30.0 -0.7% 4,192.0
High 4,297.0 4,282.0 -15.0 -0.3% 4,294.0
Low 4,252.0 4,250.0 -2.0 0.0% 4,191.0
Close 4,270.0 4,257.0 -13.0 -0.3% 4,289.0
Range 45.0 32.0 -13.0 -28.9% 103.0
ATR 49.4 48.2 -1.2 -2.5% 0.0
Volume 29,262 25,510 -3,752 -12.8% 136,327
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 4,359.0 4,340.0 4,274.6
R3 4,327.0 4,308.0 4,265.8
R2 4,295.0 4,295.0 4,262.9
R1 4,276.0 4,276.0 4,259.9 4,269.5
PP 4,263.0 4,263.0 4,263.0 4,259.8
S1 4,244.0 4,244.0 4,254.1 4,237.5
S2 4,231.0 4,231.0 4,251.1
S3 4,199.0 4,212.0 4,248.2
S4 4,167.0 4,180.0 4,239.4
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 4,297.0 4,246.0 51.0 1.2% 36.6 0.9% 22% False False 25,381
10 4,297.0 4,130.0 167.0 3.9% 41.5 1.0% 76% False False 29,061
20 4,297.0 4,130.0 167.0 3.9% 41.7 1.0% 76% False False 27,491
40 4,297.0 4,062.0 235.0 5.5% 41.5 1.0% 83% False False 25,105
60 4,311.0 4,015.0 296.0 7.0% 41.2 1.0% 82% False False 23,801
80 4,360.0 3,963.0 397.0 9.3% 36.3 0.9% 74% False False 17,870
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,418.0
2.618 4,365.8
1.618 4,333.8
1.000 4,314.0
0.618 4,301.8
HIGH 4,282.0
0.618 4,269.8
0.500 4,266.0
0.382 4,262.2
LOW 4,250.0
0.618 4,230.2
1.000 4,218.0
1.618 4,198.2
2.618 4,166.2
4.250 4,114.0
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 4,266.0 4,273.5
PP 4,263.0 4,268.0
S1 4,260.0 4,262.5

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

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