ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 4,140.0 4,080.0 -60.0 -1.4% 4,082.0
High 4,141.0 4,101.0 -40.0 -1.0% 4,181.0
Low 4,086.0 4,073.0 -13.0 -0.3% 4,062.0
Close 4,090.0 4,085.0 -5.0 -0.1% 4,165.0
Range 55.0 28.0 -27.0 -49.1% 119.0
ATR 47.7 46.3 -1.4 -3.0% 0.0
Volume 30,055 20,836 -9,219 -30.7% 114,772
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 4,170.3 4,155.7 4,100.4
R3 4,142.3 4,127.7 4,092.7
R2 4,114.3 4,114.3 4,090.1
R1 4,099.7 4,099.7 4,087.6 4,107.0
PP 4,086.3 4,086.3 4,086.3 4,090.0
S1 4,071.7 4,071.7 4,082.4 4,079.0
S2 4,058.3 4,058.3 4,079.9
S3 4,030.3 4,043.7 4,077.3
S4 4,002.3 4,015.7 4,069.6
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 4,493.0 4,448.0 4,230.5
R3 4,374.0 4,329.0 4,197.7
R2 4,255.0 4,255.0 4,186.8
R1 4,210.0 4,210.0 4,175.9 4,232.5
PP 4,136.0 4,136.0 4,136.0 4,147.3
S1 4,091.0 4,091.0 4,154.1 4,113.5
S2 4,017.0 4,017.0 4,143.2
S3 3,898.0 3,972.0 4,132.3
S4 3,779.0 3,853.0 4,099.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,181.0 4,073.0 108.0 2.6% 37.8 0.9% 11% False True 23,914
10 4,181.0 4,025.0 156.0 3.8% 39.4 1.0% 38% False False 22,430
20 4,181.0 3,975.0 206.0 5.0% 38.2 0.9% 53% False False 21,749
40 4,181.0 3,950.0 231.0 5.7% 37.0 0.9% 58% False False 19,935
60 4,410.0 3,950.0 460.0 11.3% 33.6 0.8% 29% False False 13,350
80 4,410.0 3,950.0 460.0 11.3% 29.1 0.7% 29% False False 10,033
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 6.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,220.0
2.618 4,174.3
1.618 4,146.3
1.000 4,129.0
0.618 4,118.3
HIGH 4,101.0
0.618 4,090.3
0.500 4,087.0
0.382 4,083.7
LOW 4,073.0
0.618 4,055.7
1.000 4,045.0
1.618 4,027.7
2.618 3,999.7
4.250 3,954.0
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 4,087.0 4,127.0
PP 4,086.3 4,113.0
S1 4,085.7 4,099.0

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

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