ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 3,548.0 3,548.0 0.0 0.0% 3,626.0
High 3,562.0 3,551.0 -11.0 -0.3% 3,682.0
Low 3,482.0 3,501.0 19.0 0.5% 3,482.0
Close 3,504.0 3,523.0 19.0 0.5% 3,523.0
Range 80.0 50.0 -30.0 -37.5% 200.0
ATR 124.7 119.3 -5.3 -4.3% 0.0
Volume 30,745 18,656 -12,089 -39.3% 106,914
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,675.0 3,649.0 3,550.5
R3 3,625.0 3,599.0 3,536.8
R2 3,575.0 3,575.0 3,532.2
R1 3,549.0 3,549.0 3,527.6 3,537.0
PP 3,525.0 3,525.0 3,525.0 3,519.0
S1 3,499.0 3,499.0 3,518.4 3,487.0
S2 3,475.0 3,475.0 3,513.8
S3 3,425.0 3,449.0 3,509.3
S4 3,375.0 3,399.0 3,495.5
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,162.3 4,042.7 3,633.0
R3 3,962.3 3,842.7 3,578.0
R2 3,762.3 3,762.3 3,559.7
R1 3,642.7 3,642.7 3,541.3 3,602.5
PP 3,562.3 3,562.3 3,562.3 3,542.3
S1 3,442.7 3,442.7 3,504.7 3,402.5
S2 3,362.3 3,362.3 3,486.3
S3 3,162.3 3,242.7 3,468.0
S4 2,962.3 3,042.7 3,413.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,682.0 3,482.0 200.0 5.7% 66.8 1.9% 21% False False 21,382
10 3,811.0 3,482.0 329.0 9.3% 73.9 2.1% 12% False False 20,163
20 4,002.0 3,478.0 524.0 14.9% 116.6 3.3% 9% False False 23,321
40 4,002.0 3,229.0 773.0 21.9% 96.9 2.8% 38% False False 16,949
60 4,326.0 3,229.0 1,097.0 31.1% 75.6 2.1% 27% False False 11,658
80 5,009.0 3,229.0 1,780.0 50.5% 65.5 1.9% 17% False False 9,598
100 5,188.0 3,229.0 1,959.0 55.6% 56.6 1.6% 15% False False 7,687
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.1
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 3,763.5
2.618 3,681.9
1.618 3,631.9
1.000 3,601.0
0.618 3,581.9
HIGH 3,551.0
0.618 3,531.9
0.500 3,526.0
0.382 3,520.1
LOW 3,501.0
0.618 3,470.1
1.000 3,451.0
1.618 3,420.1
2.618 3,370.1
4.250 3,288.5
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 3,526.0 3,581.0
PP 3,525.0 3,561.7
S1 3,524.0 3,542.3

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

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