ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 4,221.0 4,220.0 -1.0 0.0% 4,140.0
High 4,229.0 4,244.0 15.0 0.4% 4,178.0
Low 4,212.0 4,214.0 2.0 0.0% 4,033.0
Close 4,226.0 4,228.0 2.0 0.0% 4,173.0
Range 17.0 30.0 13.0 76.5% 145.0
ATR 45.3 44.2 -1.1 -2.4% 0.0
Volume 20,759 17,077 -3,682 -17.7% 117,979
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,318.7 4,303.3 4,244.5
R3 4,288.7 4,273.3 4,236.3
R2 4,258.7 4,258.7 4,233.5
R1 4,243.3 4,243.3 4,230.8 4,251.0
PP 4,228.7 4,228.7 4,228.7 4,232.5
S1 4,213.3 4,213.3 4,225.3 4,221.0
S2 4,198.7 4,198.7 4,222.5
S3 4,168.7 4,183.3 4,219.8
S4 4,138.7 4,153.3 4,211.5
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 4,563.0 4,513.0 4,252.8
R3 4,418.0 4,368.0 4,212.9
R2 4,273.0 4,273.0 4,199.6
R1 4,223.0 4,223.0 4,186.3 4,248.0
PP 4,128.0 4,128.0 4,128.0 4,140.5
S1 4,078.0 4,078.0 4,159.7 4,103.0
S2 3,983.0 3,983.0 4,146.4
S3 3,838.0 3,933.0 4,133.1
S4 3,693.0 3,788.0 4,093.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,252.0 4,134.0 118.0 2.8% 30.8 0.7% 80% False False 23,637
10 4,252.0 4,033.0 219.0 5.2% 35.3 0.8% 89% False False 23,247
20 4,252.0 4,025.0 227.0 5.4% 36.4 0.9% 89% False False 21,916
40 4,252.0 3,959.0 293.0 6.9% 38.0 0.9% 92% False False 23,883
60 4,273.0 3,950.0 323.0 7.6% 35.0 0.8% 86% False False 16,009
80 4,410.0 3,950.0 460.0 10.9% 30.8 0.7% 60% False False 12,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,371.5
2.618 4,322.5
1.618 4,292.5
1.000 4,274.0
0.618 4,262.5
HIGH 4,244.0
0.618 4,232.5
0.500 4,229.0
0.382 4,225.5
LOW 4,214.0
0.618 4,195.5
1.000 4,184.0
1.618 4,165.5
2.618 4,135.5
4.250 4,086.5
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 4,229.0 4,230.0
PP 4,228.7 4,229.3
S1 4,228.3 4,228.7

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

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