ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
19-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 3,557.0 3,500.0 -57.0 -1.6% 3,626.0
High 3,575.0 3,506.0 -69.0 -1.9% 3,682.0
Low 3,533.0 3,408.0 -125.0 -3.5% 3,482.0
Close 3,549.0 3,460.0 -89.0 -2.5% 3,523.0
Range 42.0 98.0 56.0 133.3% 200.0
ATR 114.5 116.4 1.9 1.7% 0.0
Volume 19,175 29,961 10,786 56.3% 106,914
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,752.0 3,704.0 3,513.9
R3 3,654.0 3,606.0 3,487.0
R2 3,556.0 3,556.0 3,478.0
R1 3,508.0 3,508.0 3,469.0 3,483.0
PP 3,458.0 3,458.0 3,458.0 3,445.5
S1 3,410.0 3,410.0 3,451.0 3,385.0
S2 3,360.0 3,360.0 3,442.0
S3 3,262.0 3,312.0 3,433.1
S4 3,164.0 3,214.0 3,406.1
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 3,408.0 272.0 7.9% 67.6 2.0% 19% False True 23,330
10 3,811.0 3,408.0 403.0 11.6% 66.6 1.9% 13% False True 20,967
20 4,002.0 3,408.0 594.0 17.2% 113.4 3.3% 9% False True 18,335
40 4,002.0 3,229.0 773.0 22.3% 97.2 2.8% 30% False False 18,177
60 4,326.0 3,229.0 1,097.0 31.7% 77.0 2.2% 21% False False 12,476
80 4,964.0 3,229.0 1,735.0 50.1% 66.6 1.9% 13% False False 10,207
100 5,188.0 3,229.0 1,959.0 56.6% 58.0 1.7% 12% False False 8,177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.2
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 3,922.5
2.618 3,762.6
1.618 3,664.6
1.000 3,604.0
0.618 3,566.6
HIGH 3,506.0
0.618 3,468.6
0.500 3,457.0
0.382 3,445.4
LOW 3,408.0
0.618 3,347.4
1.000 3,310.0
1.618 3,249.4
2.618 3,151.4
4.250 2,991.5
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 3,459.0 3,491.5
PP 3,458.0 3,481.0
S1 3,457.0 3,470.5

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

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