ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 04-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 04-Jul-2012 Change Change % Previous Week
Open 4,110.0 4,121.0 11.0 0.3% 4,008.0
High 4,114.0 4,143.0 29.0 0.7% 4,088.0
Low 4,087.0 4,120.0 33.0 0.8% 3,959.0
Close 4,098.0 4,142.0 44.0 1.1% 4,057.0
Range 27.0 23.0 -4.0 -14.8% 129.0
ATR 48.9 48.6 -0.3 -0.6% 0.0
Volume 19,352 18,074 -1,278 -6.6% 125,581
Daily Pivots for day following 04-Jul-2012
Classic Woodie Camarilla DeMark
R4 4,204.0 4,196.0 4,154.7
R3 4,181.0 4,173.0 4,148.3
R2 4,158.0 4,158.0 4,146.2
R1 4,150.0 4,150.0 4,144.1 4,154.0
PP 4,135.0 4,135.0 4,135.0 4,137.0
S1 4,127.0 4,127.0 4,139.9 4,131.0
S2 4,112.0 4,112.0 4,137.8
S3 4,089.0 4,104.0 4,135.7
S4 4,066.0 4,081.0 4,129.4
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 4,143.0 3,996.0 147.0 3.5% 42.8 1.0% 99% True False 24,643
10 4,143.0 3,959.0 184.0 4.4% 42.5 1.0% 99% True False 23,548
20 4,143.0 3,959.0 184.0 4.4% 39.9 1.0% 99% True False 25,042
40 4,273.0 3,950.0 323.0 7.8% 34.4 0.8% 59% False False 12,635
60 4,410.0 3,950.0 460.0 11.1% 28.9 0.7% 42% False False 8,459
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 6.1
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4,240.8
2.618 4,203.2
1.618 4,180.2
1.000 4,166.0
0.618 4,157.2
HIGH 4,143.0
0.618 4,134.2
0.500 4,131.5
0.382 4,128.8
LOW 4,120.0
0.618 4,105.8
1.000 4,097.0
1.618 4,082.8
2.618 4,059.8
4.250 4,022.3
Fisher Pivots for day following 04-Jul-2012
Pivot 1 day 3 day
R1 4,138.5 4,133.0
PP 4,135.0 4,124.0
S1 4,131.5 4,115.0

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

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