ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 3,395.0 3,424.0 29.0 0.9% 3,433.0
High 3,410.0 3,452.0 42.0 1.2% 3,551.0
Low 3,364.0 3,398.0 34.0 1.0% 3,364.0
Close 3,371.0 3,414.0 43.0 1.3% 3,414.0
Range 46.0 54.0 8.0 17.4% 187.0
ATR 98.9 97.6 -1.3 -1.3% 0.0
Volume 21,614 19,401 -2,213 -10.2% 137,563
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,583.3 3,552.7 3,443.7
R3 3,529.3 3,498.7 3,428.9
R2 3,475.3 3,475.3 3,423.9
R1 3,444.7 3,444.7 3,419.0 3,433.0
PP 3,421.3 3,421.3 3,421.3 3,415.5
S1 3,390.7 3,390.7 3,409.1 3,379.0
S2 3,367.3 3,367.3 3,404.1
S3 3,313.3 3,336.7 3,399.2
S4 3,259.3 3,282.7 3,384.3
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,004.0 3,896.0 3,516.9
R3 3,817.0 3,709.0 3,465.4
R2 3,630.0 3,630.0 3,448.3
R1 3,522.0 3,522.0 3,431.1 3,482.5
PP 3,443.0 3,443.0 3,443.0 3,423.3
S1 3,335.0 3,335.0 3,396.9 3,295.5
S2 3,256.0 3,256.0 3,379.7
S3 3,069.0 3,148.0 3,362.6
S4 2,882.0 2,961.0 3,311.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,551.0 3,364.0 187.0 5.5% 72.8 2.1% 27% False False 27,512
10 3,551.0 3,299.0 252.0 7.4% 79.4 2.3% 46% False False 27,583
20 3,726.0 3,299.0 427.0 12.5% 72.0 2.1% 27% False False 25,140
40 4,002.0 3,299.0 703.0 20.6% 100.2 2.9% 16% False False 25,841
60 4,002.0 3,229.0 773.0 22.6% 86.1 2.5% 24% False False 17,672
80 4,385.0 3,229.0 1,156.0 33.9% 71.7 2.1% 16% False False 14,362
100 5,073.0 3,229.0 1,844.0 54.0% 66.2 1.9% 10% False False 11,504
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 17.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,681.5
2.618 3,593.4
1.618 3,539.4
1.000 3,506.0
0.618 3,485.4
HIGH 3,452.0
0.618 3,431.4
0.500 3,425.0
0.382 3,418.6
LOW 3,398.0
0.618 3,364.6
1.000 3,344.0
1.618 3,310.6
2.618 3,256.6
4.250 3,168.5
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 3,425.0 3,417.0
PP 3,421.3 3,416.0
S1 3,417.7 3,415.0

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

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