ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 4,294.0 4,304.0 10.0 0.2% 4,359.0
High 4,301.0 4,330.0 29.0 0.7% 4,366.0
Low 4,257.0 4,300.0 43.0 1.0% 4,287.0
Close 4,282.0 4,317.0 35.0 0.8% 4,308.0
Range 44.0 30.0 -14.0 -31.8% 79.0
ATR 43.0 43.4 0.4 0.8% 0.0
Volume 25,206 29,148 3,942 15.6% 105,966
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 4,405.7 4,391.3 4,333.5
R3 4,375.7 4,361.3 4,325.3
R2 4,345.7 4,345.7 4,322.5
R1 4,331.3 4,331.3 4,319.8 4,338.5
PP 4,315.7 4,315.7 4,315.7 4,319.3
S1 4,301.3 4,301.3 4,314.3 4,308.5
S2 4,285.7 4,285.7 4,311.5
S3 4,255.7 4,271.3 4,308.8
S4 4,225.7 4,241.3 4,300.5
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 4,557.3 4,511.7 4,351.5
R3 4,478.3 4,432.7 4,329.7
R2 4,399.3 4,399.3 4,322.5
R1 4,353.7 4,353.7 4,315.2 4,337.0
PP 4,320.3 4,320.3 4,320.3 4,312.0
S1 4,274.7 4,274.7 4,300.8 4,258.0
S2 4,241.3 4,241.3 4,293.5
S3 4,162.3 4,195.7 4,286.3
S4 4,083.3 4,116.7 4,264.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,343.0 4,257.0 86.0 2.0% 43.2 1.0% 70% False False 26,319
10 4,366.0 4,257.0 109.0 2.5% 36.7 0.9% 55% False False 22,962
20 4,391.0 4,223.0 168.0 3.9% 37.9 0.9% 56% False False 23,185
40 4,391.0 4,028.0 363.0 8.4% 36.2 0.8% 80% False False 22,840
60 4,391.0 3,959.0 432.0 10.0% 36.9 0.9% 83% False False 24,907
80 4,391.0 3,950.0 441.0 10.2% 36.1 0.8% 83% False False 19,069
100 4,410.0 3,950.0 460.0 10.7% 33.0 0.8% 80% False False 15,285
120 4,410.0 3,950.0 460.0 10.7% 30.8 0.7% 80% False False 12,747
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 7.6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,457.5
2.618 4,408.5
1.618 4,378.5
1.000 4,360.0
0.618 4,348.5
HIGH 4,330.0
0.618 4,318.5
0.500 4,315.0
0.382 4,311.5
LOW 4,300.0
0.618 4,281.5
1.000 4,270.0
1.618 4,251.5
2.618 4,221.5
4.250 4,172.5
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 4,316.3 4,311.3
PP 4,315.7 4,305.7
S1 4,315.0 4,300.0

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

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