ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 4,038.0 4,002.0 -36.0 -0.9% 4,008.0
High 4,044.0 4,088.0 44.0 1.1% 4,088.0
Low 4,007.0 3,996.0 -11.0 -0.3% 3,959.0
Close 4,020.0 4,057.0 37.0 0.9% 4,057.0
Range 37.0 92.0 55.0 148.6% 129.0
ATR 46.0 49.3 3.3 7.1% 0.0
Volume 21,175 37,709 16,534 78.1% 125,581
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 4,323.0 4,282.0 4,107.6
R3 4,231.0 4,190.0 4,082.3
R2 4,139.0 4,139.0 4,073.9
R1 4,098.0 4,098.0 4,065.4 4,118.5
PP 4,047.0 4,047.0 4,047.0 4,057.3
S1 4,006.0 4,006.0 4,048.6 4,026.5
S2 3,955.0 3,955.0 4,040.1
S3 3,863.0 3,914.0 4,031.7
S4 3,771.0 3,822.0 4,006.4
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 4,421.7 4,368.3 4,128.0
R3 4,292.7 4,239.3 4,092.5
R2 4,163.7 4,163.7 4,080.7
R1 4,110.3 4,110.3 4,068.8 4,137.0
PP 4,034.7 4,034.7 4,034.7 4,048.0
S1 3,981.3 3,981.3 4,045.2 4,008.0
S2 3,905.7 3,905.7 4,033.4
S3 3,776.7 3,852.3 4,021.5
S4 3,647.7 3,723.3 3,986.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,088.0 3,959.0 129.0 3.2% 49.8 1.2% 76% True False 25,116
10 4,127.0 3,959.0 168.0 4.1% 45.0 1.1% 58% False False 40,208
20 4,127.0 3,950.0 177.0 4.4% 39.0 1.0% 60% False False 21,880
40 4,372.0 3,950.0 422.0 10.4% 34.2 0.8% 25% False False 11,046
60 4,410.0 3,950.0 460.0 11.3% 27.5 0.7% 23% False False 7,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.9
Widest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 4,479.0
2.618 4,328.9
1.618 4,236.9
1.000 4,180.0
0.618 4,144.9
HIGH 4,088.0
0.618 4,052.9
0.500 4,042.0
0.382 4,031.1
LOW 3,996.0
0.618 3,939.1
1.000 3,904.0
1.618 3,847.1
2.618 3,755.1
4.250 3,605.0
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 4,052.0 4,048.5
PP 4,047.0 4,040.0
S1 4,042.0 4,031.5

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

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