ASX SPI 200 Index Future June 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 4,071.0 4,064.0 -7.0 -0.2% 4,070.0
High 4,092.0 4,074.0 -18.0 -0.4% 4,136.0
Low 4,050.0 4,020.0 -30.0 -0.7% 4,020.0
Close 4,052.0 4,031.0 -21.0 -0.5% 4,031.0
Range 42.0 54.0 12.0 28.6% 116.0
ATR 54.5 54.5 0.0 -0.1% 0.0
Volume 26,501 24,218 -2,283 -8.6% 159,792
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 4,203.7 4,171.3 4,060.7
R3 4,149.7 4,117.3 4,045.9
R2 4,095.7 4,095.7 4,040.9
R1 4,063.3 4,063.3 4,036.0 4,052.5
PP 4,041.7 4,041.7 4,041.7 4,036.3
S1 4,009.3 4,009.3 4,026.1 3,998.5
S2 3,987.7 3,987.7 4,021.1
S3 3,933.7 3,955.3 4,016.2
S4 3,879.7 3,901.3 4,001.3
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 4,410.3 4,336.7 4,094.8
R3 4,294.3 4,220.7 4,062.9
R2 4,178.3 4,178.3 4,052.3
R1 4,104.7 4,104.7 4,041.6 4,083.5
PP 4,062.3 4,062.3 4,062.3 4,051.8
S1 3,988.7 3,988.7 4,020.4 3,967.5
S2 3,946.3 3,946.3 4,009.7
S3 3,830.3 3,872.7 3,999.1
S4 3,714.3 3,756.7 3,967.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,136.0 4,020.0 116.0 2.9% 48.8 1.2% 9% False True 31,958
10 4,314.0 4,020.0 294.0 7.3% 52.8 1.3% 4% False True 33,288
20 4,448.0 4,020.0 428.0 10.6% 44.7 1.1% 3% False True 29,604
40 4,448.0 4,020.0 428.0 10.6% 40.0 1.0% 3% False True 27,335
60 4,448.0 4,020.0 428.0 10.6% 37.0 0.9% 3% False True 25,785
80 4,448.0 4,020.0 428.0 10.6% 28.2 0.7% 3% False True 19,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,303.5
2.618 4,215.4
1.618 4,161.4
1.000 4,128.0
0.618 4,107.4
HIGH 4,074.0
0.618 4,053.4
0.500 4,047.0
0.382 4,040.6
LOW 4,020.0
0.618 3,986.6
1.000 3,966.0
1.618 3,932.6
2.618 3,878.6
4.250 3,790.5
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 4,047.0 4,068.0
PP 4,041.7 4,055.7
S1 4,036.3 4,043.3

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

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