ASX SPI 200 Index Future June 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 4,264.0 4,247.0 -17.0 -0.4% 4,310.0
High 4,283.0 4,247.0 -36.0 -0.8% 4,335.0
Low 4,258.0 4,156.0 -102.0 -2.4% 4,246.0
Close 4,273.0 4,159.0 -114.0 -2.7% 4,285.0
Range 25.0 91.0 66.0 264.0% 89.0
ATR 42.9 48.2 5.3 12.3% 0.0
Volume 24,122 45,204 21,082 87.4% 151,002
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 4,460.3 4,400.7 4,209.1
R3 4,369.3 4,309.7 4,184.0
R2 4,278.3 4,278.3 4,175.7
R1 4,218.7 4,218.7 4,167.3 4,203.0
PP 4,187.3 4,187.3 4,187.3 4,179.5
S1 4,127.7 4,127.7 4,150.7 4,112.0
S2 4,096.3 4,096.3 4,142.3
S3 4,005.3 4,036.7 4,134.0
S4 3,914.3 3,945.7 4,109.0
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 4,555.7 4,509.3 4,334.0
R3 4,466.7 4,420.3 4,309.5
R2 4,377.7 4,377.7 4,301.3
R1 4,331.3 4,331.3 4,293.2 4,310.0
PP 4,288.7 4,288.7 4,288.7 4,278.0
S1 4,242.3 4,242.3 4,276.8 4,221.0
S2 4,199.7 4,199.7 4,268.7
S3 4,110.7 4,153.3 4,260.5
S4 4,021.7 4,064.3 4,236.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,314.0 4,156.0 158.0 3.8% 46.0 1.1% 2% False True 30,302
10 4,440.0 4,156.0 284.0 6.8% 42.2 1.0% 1% False True 28,990
20 4,448.0 4,156.0 292.0 7.0% 36.8 0.9% 1% False True 25,554
40 4,448.0 4,156.0 292.0 7.0% 37.0 0.9% 1% False True 25,685
60 4,448.0 4,150.0 298.0 7.2% 31.0 0.7% 3% False False 21,821
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 6.9
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 4,633.8
2.618 4,485.2
1.618 4,394.2
1.000 4,338.0
0.618 4,303.2
HIGH 4,247.0
0.618 4,212.2
0.500 4,201.5
0.382 4,190.8
LOW 4,156.0
0.618 4,099.8
1.000 4,065.0
1.618 4,008.8
2.618 3,917.8
4.250 3,769.3
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 4,201.5 4,235.0
PP 4,187.3 4,209.7
S1 4,173.2 4,184.3

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

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