ASX SPI 200 Index Future September 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 4,398.0 4,412.0 14.0 0.3% 4,352.0
High 4,422.0 4,415.0 -7.0 -0.2% 4,401.0
Low 4,384.0 4,390.0 6.0 0.1% 4,314.0
Close 4,415.0 4,396.0 -19.0 -0.4% 4,392.0
Range 38.0 25.0 -13.0 -34.2% 87.0
ATR 39.2 38.2 -1.0 -2.6% 0.0
Volume 105,224 2,258 -102,966 -97.9% 116,444
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 4,475.3 4,460.7 4,409.8
R3 4,450.3 4,435.7 4,402.9
R2 4,425.3 4,425.3 4,400.6
R1 4,410.7 4,410.7 4,398.3 4,405.5
PP 4,400.3 4,400.3 4,400.3 4,397.8
S1 4,385.7 4,385.7 4,393.7 4,380.5
S2 4,375.3 4,375.3 4,391.4
S3 4,350.3 4,360.7 4,389.1
S4 4,325.3 4,335.7 4,382.3
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 4,630.0 4,598.0 4,439.9
R3 4,543.0 4,511.0 4,415.9
R2 4,456.0 4,456.0 4,408.0
R1 4,424.0 4,424.0 4,400.0 4,440.0
PP 4,369.0 4,369.0 4,369.0 4,377.0
S1 4,337.0 4,337.0 4,384.0 4,353.0
S2 4,282.0 4,282.0 4,376.1
S3 4,195.0 4,250.0 4,368.1
S4 4,108.0 4,163.0 4,344.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,422.0 4,376.0 46.0 1.0% 27.2 0.6% 43% False False 72,444
10 4,422.0 4,314.0 108.0 2.5% 29.6 0.7% 76% False False 46,794
20 4,422.0 4,257.0 165.0 3.8% 33.2 0.8% 84% False False 34,878
40 4,422.0 4,134.0 288.0 6.6% 33.6 0.8% 91% False False 28,803
60 4,422.0 3,996.0 426.0 9.7% 35.3 0.8% 94% False False 26,520
80 4,422.0 3,950.0 472.0 10.7% 35.5 0.8% 94% False False 24,890
100 4,422.0 3,950.0 472.0 10.7% 33.9 0.8% 94% False False 19,953
120 4,422.0 3,950.0 472.0 10.7% 30.7 0.7% 94% False False 16,640
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,521.3
2.618 4,480.5
1.618 4,455.5
1.000 4,440.0
0.618 4,430.5
HIGH 4,415.0
0.618 4,405.5
0.500 4,402.5
0.382 4,399.6
LOW 4,390.0
0.618 4,374.6
1.000 4,365.0
1.618 4,349.6
2.618 4,324.6
4.250 4,283.8
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 4,402.5 4,402.5
PP 4,400.3 4,400.3
S1 4,398.2 4,398.2

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

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