ASX SPI 200 Index Future March 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 4,215.0 4,208.0 -7.0 -0.2% 4,269.0
High 4,218.0 4,256.0 38.0 0.9% 4,278.0
Low 4,191.0 4,204.0 13.0 0.3% 4,136.0
Close 4,196.0 4,250.0 54.0 1.3% 4,216.0
Range 27.0 52.0 25.0 92.6% 142.0
ATR 48.0 48.8 0.9 1.8% 0.0
Volume 60,508 142,939 82,431 136.2% 170,296
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 4,392.7 4,373.3 4,278.6
R3 4,340.7 4,321.3 4,264.3
R2 4,288.7 4,288.7 4,259.5
R1 4,269.3 4,269.3 4,254.8 4,279.0
PP 4,236.7 4,236.7 4,236.7 4,241.5
S1 4,217.3 4,217.3 4,245.2 4,227.0
S2 4,184.7 4,184.7 4,240.5
S3 4,132.7 4,165.3 4,235.7
S4 4,080.7 4,113.3 4,221.4
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 4,636.0 4,568.0 4,294.1
R3 4,494.0 4,426.0 4,255.1
R2 4,352.0 4,352.0 4,242.0
R1 4,284.0 4,284.0 4,229.0 4,247.0
PP 4,210.0 4,210.0 4,210.0 4,191.5
S1 4,142.0 4,142.0 4,203.0 4,105.0
S2 4,068.0 4,068.0 4,190.0
S3 3,926.0 4,000.0 4,177.0
S4 3,784.0 3,858.0 4,137.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,256.0 4,136.0 120.0 2.8% 39.4 0.9% 95% True False 63,489
10 4,319.0 4,136.0 183.0 4.3% 39.6 0.9% 62% False False 46,931
20 4,319.0 4,130.0 189.0 4.4% 40.6 1.0% 63% False False 37,996
40 4,319.0 4,130.0 189.0 4.4% 40.8 1.0% 63% False False 31,159
60 4,319.0 4,015.0 304.0 7.2% 42.0 1.0% 77% False False 28,172
80 4,319.0 3,963.0 356.0 8.4% 40.1 0.9% 81% False False 23,730
100 4,387.0 3,963.0 424.0 10.0% 35.4 0.8% 68% False False 18,996
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 9.2
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,477.0
2.618 4,392.1
1.618 4,340.1
1.000 4,308.0
0.618 4,288.1
HIGH 4,256.0
0.618 4,236.1
0.500 4,230.0
0.382 4,223.9
LOW 4,204.0
0.618 4,171.9
1.000 4,152.0
1.618 4,119.9
2.618 4,067.9
4.250 3,983.0
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 4,243.3 4,239.3
PP 4,236.7 4,228.7
S1 4,230.0 4,218.0

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

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