ASX SPI 200 Index Future March 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 4,276.0 4,269.0 -7.0 -0.2% 4,295.0
High 4,290.0 4,278.0 -12.0 -0.3% 4,319.0
Low 4,261.0 4,253.0 -8.0 -0.2% 4,244.0
Close 4,278.0 4,268.0 -10.0 -0.2% 4,278.0
Range 29.0 25.0 -4.0 -13.8% 75.0
ATR 48.3 46.6 -1.7 -3.4% 0.0
Volume 18,972 20,420 1,448 7.6% 150,339
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 4,341.3 4,329.7 4,281.8
R3 4,316.3 4,304.7 4,274.9
R2 4,291.3 4,291.3 4,272.6
R1 4,279.7 4,279.7 4,270.3 4,273.0
PP 4,266.3 4,266.3 4,266.3 4,263.0
S1 4,254.7 4,254.7 4,265.7 4,248.0
S2 4,241.3 4,241.3 4,263.4
S3 4,216.3 4,229.7 4,261.1
S4 4,191.3 4,204.7 4,254.3
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 4,505.3 4,466.7 4,319.3
R3 4,430.3 4,391.7 4,298.6
R2 4,355.3 4,355.3 4,291.8
R1 4,316.7 4,316.7 4,284.9 4,298.5
PP 4,280.3 4,280.3 4,280.3 4,271.3
S1 4,241.7 4,241.7 4,271.1 4,223.5
S2 4,205.3 4,205.3 4,264.3
S3 4,130.3 4,166.7 4,257.4
S4 4,055.3 4,091.7 4,236.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,319.0 4,244.0 75.0 1.8% 36.2 0.8% 32% False False 28,299
10 4,319.0 4,226.0 93.0 2.2% 39.0 0.9% 45% False False 27,628
20 4,319.0 4,130.0 189.0 4.4% 41.8 1.0% 73% False False 28,572
40 4,319.0 4,062.0 257.0 6.0% 40.2 0.9% 80% False False 25,730
60 4,319.0 4,015.0 304.0 7.1% 41.6 1.0% 83% False False 25,695
80 4,360.0 3,963.0 397.0 9.3% 38.1 0.9% 77% False False 19,319
100 4,387.0 3,963.0 424.0 9.9% 33.8 0.8% 72% False False 15,470
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.9
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 4,384.3
2.618 4,343.5
1.618 4,318.5
1.000 4,303.0
0.618 4,293.5
HIGH 4,278.0
0.618 4,268.5
0.500 4,265.5
0.382 4,262.6
LOW 4,253.0
0.618 4,237.6
1.000 4,228.0
1.618 4,212.6
2.618 4,187.6
4.250 4,146.8
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 4,267.2 4,267.7
PP 4,266.3 4,267.3
S1 4,265.5 4,267.0

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

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