ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 19-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 19-Jan-2009 Change Change % Previous Week
Open 3,548.0 3,557.0 9.0 0.3% 3,626.0
High 3,551.0 3,575.0 24.0 0.7% 3,682.0
Low 3,501.0 3,533.0 32.0 0.9% 3,482.0
Close 3,523.0 3,549.0 26.0 0.7% 3,523.0
Range 50.0 42.0 -8.0 -16.0% 200.0
ATR 119.3 114.5 -4.8 -4.0% 0.0
Volume 18,656 19,175 519 2.8% 106,914
Daily Pivots for day following 19-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,678.3 3,655.7 3,572.1
R3 3,636.3 3,613.7 3,560.6
R2 3,594.3 3,594.3 3,556.7
R1 3,571.7 3,571.7 3,552.9 3,562.0
PP 3,552.3 3,552.3 3,552.3 3,547.5
S1 3,529.7 3,529.7 3,545.2 3,520.0
S2 3,510.3 3,510.3 3,541.3
S3 3,468.3 3,487.7 3,537.5
S4 3,426.3 3,445.7 3,525.9
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 3,680.0 3,482.0 198.0 5.6% 60.4 1.7% 34% False False 21,372
10 3,811.0 3,482.0 329.0 9.3% 64.3 1.8% 20% False False 19,859
20 4,002.0 3,478.0 524.0 14.8% 113.2 3.2% 14% False False 18,163
40 4,002.0 3,229.0 773.0 21.8% 95.1 2.7% 41% False False 17,428
60 4,326.0 3,229.0 1,097.0 30.9% 75.6 2.1% 29% False False 11,977
80 4,996.0 3,229.0 1,767.0 49.8% 65.7 1.9% 18% False False 9,833
100 5,188.0 3,229.0 1,959.0 55.2% 57.0 1.6% 16% False False 7,878
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.0
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 3,753.5
2.618 3,685.0
1.618 3,643.0
1.000 3,617.0
0.618 3,601.0
HIGH 3,575.0
0.618 3,559.0
0.500 3,554.0
0.382 3,549.0
LOW 3,533.0
0.618 3,507.0
1.000 3,491.0
1.618 3,465.0
2.618 3,423.0
4.250 3,354.5
Fisher Pivots for day following 19-Jan-2009
Pivot 1 day 3 day
R1 3,554.0 3,542.2
PP 3,552.3 3,535.3
S1 3,550.7 3,528.5

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

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