ASX SPI 200 Index Future June 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 4,368.0 4,370.0 2.0 0.0% 4,301.0
High 4,383.0 4,375.0 -8.0 -0.2% 4,383.0
Low 4,357.0 4,356.0 -1.0 0.0% 4,288.0
Close 4,372.0 4,368.0 -4.0 -0.1% 4,368.0
Range 26.0 19.0 -7.0 -26.9% 95.0
ATR 44.0 42.3 -1.8 -4.1% 0.0
Volume 24,707 18,553 -6,154 -24.9% 117,766
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 4,423.3 4,414.7 4,378.5
R3 4,404.3 4,395.7 4,373.2
R2 4,385.3 4,385.3 4,371.5
R1 4,376.7 4,376.7 4,369.7 4,371.5
PP 4,366.3 4,366.3 4,366.3 4,363.8
S1 4,357.7 4,357.7 4,366.3 4,352.5
S2 4,347.3 4,347.3 4,364.5
S3 4,328.3 4,338.7 4,362.8
S4 4,309.3 4,319.7 4,357.6
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 4,631.3 4,594.7 4,420.3
R3 4,536.3 4,499.7 4,394.1
R2 4,441.3 4,441.3 4,385.4
R1 4,404.7 4,404.7 4,376.7 4,423.0
PP 4,346.3 4,346.3 4,346.3 4,355.5
S1 4,309.7 4,309.7 4,359.3 4,328.0
S2 4,251.3 4,251.3 4,350.6
S3 4,156.3 4,214.7 4,341.9
S4 4,061.3 4,119.7 4,315.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,383.0 4,288.0 95.0 2.2% 26.6 0.6% 84% False False 23,553
10 4,383.0 4,245.0 138.0 3.2% 30.7 0.7% 89% False False 23,902
20 4,394.0 4,245.0 149.0 3.4% 35.7 0.8% 83% False False 25,464
40 4,394.0 4,150.0 244.0 5.6% 29.9 0.7% 89% False False 21,699
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 False
Bear Hook False
Bull Hook False
Stretch 10.0
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 4,455.8
2.618 4,424.7
1.618 4,405.7
1.000 4,394.0
0.618 4,386.7
HIGH 4,375.0
0.618 4,367.7
0.500 4,365.5
0.382 4,363.3
LOW 4,356.0
0.618 4,344.3
1.000 4,337.0
1.618 4,325.3
2.618 4,306.3
4.250 4,275.3
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 4,367.2 4,365.2
PP 4,366.3 4,362.3
S1 4,365.5 4,359.5

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

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