ASX SPI 200 Index Future June 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 4,138.0 4,070.0 -68.0 -1.6% 4,003.0
High 4,140.0 4,092.0 -48.0 -1.2% 4,140.0
Low 4,057.0 4,067.0 10.0 0.2% 3,988.0
Close 4,072.0 4,084.0 12.0 0.3% 4,072.0
Range 83.0 25.0 -58.0 -69.9% 152.0
ATR 57.3 55.0 -2.3 -4.0% 0.0
Volume 33,741 29,248 -4,493 -13.3% 139,896
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 4,156.0 4,145.0 4,097.8
R3 4,131.0 4,120.0 4,090.9
R2 4,106.0 4,106.0 4,088.6
R1 4,095.0 4,095.0 4,086.3 4,100.5
PP 4,081.0 4,081.0 4,081.0 4,083.8
S1 4,070.0 4,070.0 4,081.7 4,075.5
S2 4,056.0 4,056.0 4,079.4
S3 4,031.0 4,045.0 4,077.1
S4 4,006.0 4,020.0 4,070.3
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 4,522.7 4,449.3 4,155.6
R3 4,370.7 4,297.3 4,113.8
R2 4,218.7 4,218.7 4,099.9
R1 4,145.3 4,145.3 4,085.9 4,182.0
PP 4,066.7 4,066.7 4,066.7 4,085.0
S1 3,993.3 3,993.3 4,058.1 4,030.0
S2 3,914.7 3,914.7 4,044.1
S3 3,762.7 3,841.3 4,030.2
S4 3,610.7 3,689.3 3,988.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,140.0 4,025.0 115.0 2.8% 40.6 1.0% 51% False False 28,066
10 4,140.0 3,988.0 152.0 3.7% 44.1 1.1% 63% False False 28,958
20 4,283.0 3,988.0 295.0 7.2% 48.1 1.2% 33% False False 30,876
40 4,448.0 3,988.0 460.0 11.3% 41.1 1.0% 21% False False 27,677
60 4,448.0 3,988.0 460.0 11.3% 39.6 1.0% 21% False False 26,989
80 4,448.0 3,988.0 460.0 11.3% 34.1 0.8% 21% False False 23,218
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,198.3
2.618 4,157.5
1.618 4,132.5
1.000 4,117.0
0.618 4,107.5
HIGH 4,092.0
0.618 4,082.5
0.500 4,079.5
0.382 4,076.6
LOW 4,067.0
0.618 4,051.6
1.000 4,042.0
1.618 4,026.6
2.618 4,001.6
4.250 3,960.8
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 4,082.5 4,098.5
PP 4,081.0 4,093.7
S1 4,079.5 4,088.8

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

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