ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 4,107.0 4,019.0 -88.0 -2.1% 4,069.0
High 4,109.0 4,023.0 -86.0 -2.1% 4,127.0
Low 4,044.0 3,997.0 -47.0 -1.2% 3,997.0
Close 4,059.0 4,001.0 -58.0 -1.4% 4,001.0
Range 65.0 26.0 -39.0 -60.0% 130.0
ATR 47.4 48.4 1.0 2.2% 0.0
Volume 23,503 22,070 -1,433 -6.1% 276,506
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 4,085.0 4,069.0 4,015.3
R3 4,059.0 4,043.0 4,008.2
R2 4,033.0 4,033.0 4,005.8
R1 4,017.0 4,017.0 4,003.4 4,012.0
PP 4,007.0 4,007.0 4,007.0 4,004.5
S1 3,991.0 3,991.0 3,998.6 3,986.0
S2 3,981.0 3,981.0 3,996.2
S3 3,955.0 3,965.0 3,993.9
S4 3,929.0 3,939.0 3,986.7
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 4,431.7 4,346.3 4,072.5
R3 4,301.7 4,216.3 4,036.8
R2 4,171.7 4,171.7 4,024.8
R1 4,086.3 4,086.3 4,012.9 4,064.0
PP 4,041.7 4,041.7 4,041.7 4,030.5
S1 3,956.3 3,956.3 3,989.1 3,934.0
S2 3,911.7 3,911.7 3,977.2
S3 3,781.7 3,826.3 3,965.3
S4 3,651.7 3,696.3 3,929.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,127.0 3,997.0 130.0 3.2% 40.2 1.0% 3% False True 55,301
10 4,127.0 3,988.0 139.0 3.5% 42.2 1.1% 9% False False 30,956
20 4,127.0 3,950.0 177.0 4.4% 34.7 0.9% 29% False False 15,644
40 4,410.0 3,950.0 460.0 11.5% 29.8 0.7% 11% False False 7,911
60 4,410.0 3,950.0 460.0 11.5% 25.6 0.6% 11% False False 5,301
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 4.3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,133.5
2.618 4,091.1
1.618 4,065.1
1.000 4,049.0
0.618 4,039.1
HIGH 4,023.0
0.618 4,013.1
0.500 4,010.0
0.382 4,006.9
LOW 3,997.0
0.618 3,980.9
1.000 3,971.0
1.618 3,954.9
2.618 3,928.9
4.250 3,886.5
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 4,010.0 4,062.0
PP 4,007.0 4,041.7
S1 4,004.0 4,021.3

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

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