ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 4,242.0 4,245.0 3.0 0.1% 4,215.0
High 4,260.0 4,255.0 -5.0 -0.1% 4,252.0
Low 4,226.0 4,231.0 5.0 0.1% 4,168.0
Close 4,230.0 4,249.0 19.0 0.4% 4,185.0
Range 34.0 24.0 -10.0 -29.4% 84.0
ATR 47.5 45.9 -1.6 -3.4% 0.0
Volume 19,661 16,205 -3,456 -17.6% 116,557
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,317.0 4,307.0 4,262.2
R3 4,293.0 4,283.0 4,255.6
R2 4,269.0 4,269.0 4,253.4
R1 4,259.0 4,259.0 4,251.2 4,264.0
PP 4,245.0 4,245.0 4,245.0 4,247.5
S1 4,235.0 4,235.0 4,246.8 4,240.0
S2 4,221.0 4,221.0 4,244.6
S3 4,197.0 4,211.0 4,242.4
S4 4,173.0 4,187.0 4,235.8
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,453.7 4,403.3 4,231.2
R3 4,369.7 4,319.3 4,208.1
R2 4,285.7 4,285.7 4,200.4
R1 4,235.3 4,235.3 4,192.7 4,218.5
PP 4,201.7 4,201.7 4,201.7 4,193.3
S1 4,151.3 4,151.3 4,177.3 4,134.5
S2 4,117.7 4,117.7 4,169.6
S3 4,033.7 4,067.3 4,161.9
S4 3,949.7 3,983.3 4,138.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,260.0 4,168.0 92.0 2.2% 26.6 0.6% 88% False False 19,382
10 4,260.0 4,033.0 227.0 5.3% 32.5 0.8% 95% False False 21,951
20 4,260.0 4,025.0 235.0 5.5% 36.0 0.8% 95% False False 22,190
40 4,260.0 3,959.0 301.0 7.1% 37.4 0.9% 96% False False 25,025
60 4,260.0 3,950.0 310.0 7.3% 35.7 0.8% 96% False False 16,989
80 4,410.0 3,950.0 460.0 10.8% 31.4 0.7% 65% False False 12,770
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,357.0
2.618 4,317.8
1.618 4,293.8
1.000 4,279.0
0.618 4,269.8
HIGH 4,255.0
0.618 4,245.8
0.500 4,243.0
0.382 4,240.2
LOW 4,231.0
0.618 4,216.2
1.000 4,207.0
1.618 4,192.2
2.618 4,168.2
4.250 4,129.0
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 4,247.0 4,237.3
PP 4,245.0 4,225.7
S1 4,243.0 4,214.0

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

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