ASX SPI 200 Index Future June 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 4,052.0 4,003.0 -49.0 -1.2% 4,045.0
High 4,080.0 4,012.0 -68.0 -1.7% 4,121.0
Low 4,035.0 3,988.0 -47.0 -1.2% 4,033.0
Close 4,070.0 3,997.0 -73.0 -1.8% 4,070.0
Range 45.0 24.0 -21.0 -46.7% 88.0
ATR 53.5 55.6 2.0 3.8% 0.0
Volume 30,057 28,812 -1,245 -4.1% 140,430
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 4,071.0 4,058.0 4,010.2
R3 4,047.0 4,034.0 4,003.6
R2 4,023.0 4,023.0 4,001.4
R1 4,010.0 4,010.0 3,999.2 4,004.5
PP 3,999.0 3,999.0 3,999.0 3,996.3
S1 3,986.0 3,986.0 3,994.8 3,980.5
S2 3,975.0 3,975.0 3,992.6
S3 3,951.0 3,962.0 3,990.4
S4 3,927.0 3,938.0 3,983.8
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 4,338.7 4,292.3 4,118.4
R3 4,250.7 4,204.3 4,094.2
R2 4,162.7 4,162.7 4,086.1
R1 4,116.3 4,116.3 4,078.1 4,139.5
PP 4,074.7 4,074.7 4,074.7 4,086.3
S1 4,028.3 4,028.3 4,061.9 4,051.5
S2 3,986.7 3,986.7 4,053.9
S3 3,898.7 3,940.3 4,045.8
S4 3,810.7 3,852.3 4,021.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,121.0 3,988.0 133.0 3.3% 47.6 1.2% 7% False True 29,849
10 4,136.0 3,988.0 148.0 3.7% 46.4 1.2% 6% False True 29,012
20 4,328.0 3,988.0 340.0 8.5% 47.7 1.2% 3% False True 30,882
40 4,448.0 3,988.0 460.0 11.5% 40.4 1.0% 2% False True 27,200
60 4,448.0 3,988.0 460.0 11.5% 38.9 1.0% 2% False True 28,559
80 4,448.0 3,988.0 460.0 11.5% 31.5 0.8% 2% False True 21,465
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.0
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 4,114.0
2.618 4,074.8
1.618 4,050.8
1.000 4,036.0
0.618 4,026.8
HIGH 4,012.0
0.618 4,002.8
0.500 4,000.0
0.382 3,997.2
LOW 3,988.0
0.618 3,973.2
1.000 3,964.0
1.618 3,949.2
2.618 3,925.2
4.250 3,886.0
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 4,000.0 4,039.5
PP 3,999.0 4,025.3
S1 3,998.0 4,011.2

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

View Archives - Comment on this page... - Back to Index of Symbols