ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 3,695.0 3,626.0 -69.0 -1.9% 3,777.0
High 3,726.0 3,682.0 -44.0 -1.2% 3,811.0
Low 3,671.0 3,608.0 -63.0 -1.7% 3,639.0
Close 3,699.0 3,674.0 -25.0 -0.7% 3,699.0
Range 55.0 74.0 19.0 34.5% 172.0
ATR 129.8 127.0 -2.8 -2.1% 0.0
Volume 13,854 19,229 5,375 38.8% 94,718
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,876.7 3,849.3 3,714.7
R3 3,802.7 3,775.3 3,694.4
R2 3,728.7 3,728.7 3,687.6
R1 3,701.3 3,701.3 3,680.8 3,715.0
PP 3,654.7 3,654.7 3,654.7 3,661.5
S1 3,627.3 3,627.3 3,667.2 3,641.0
S2 3,580.7 3,580.7 3,660.4
S3 3,506.7 3,553.3 3,653.7
S4 3,432.7 3,479.3 3,633.3
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,232.3 4,137.7 3,793.6
R3 4,060.3 3,965.7 3,746.3
R2 3,888.3 3,888.3 3,730.5
R1 3,793.7 3,793.7 3,714.8 3,755.0
PP 3,716.3 3,716.3 3,716.3 3,697.0
S1 3,621.7 3,621.7 3,683.2 3,583.0
S2 3,544.3 3,544.3 3,667.5
S3 3,372.3 3,449.7 3,651.7
S4 3,200.3 3,277.7 3,604.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,811.0 3,608.0 203.0 5.5% 68.2 1.9% 33% False True 18,347
10 4,002.0 3,555.0 447.0 12.2% 122.4 3.3% 27% False False 16,746
20 4,002.0 3,443.0 559.0 15.2% 123.0 3.3% 41% False False 28,041
40 4,002.0 3,229.0 773.0 21.0% 95.3 2.6% 58% False False 14,764
60 4,326.0 3,229.0 1,097.0 29.9% 72.4 2.0% 41% False False 11,319
80 5,073.0 3,229.0 1,844.0 50.2% 65.5 1.8% 24% False False 8,508
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 False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 22.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,996.5
2.618 3,875.7
1.618 3,801.7
1.000 3,756.0
0.618 3,727.7
HIGH 3,682.0
0.618 3,653.7
0.500 3,645.0
0.382 3,636.3
LOW 3,608.0
0.618 3,562.3
1.000 3,534.0
1.618 3,488.3
2.618 3,414.3
4.250 3,293.5
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 3,664.3 3,671.7
PP 3,654.7 3,669.3
S1 3,645.0 3,667.0

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

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