ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 16-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 16-Feb-2009 Change Change % Previous Week
Open 3,484.0 3,492.0 8.0 0.2% 3,495.0
High 3,524.0 3,506.0 -18.0 -0.5% 3,524.0
Low 3,462.0 3,463.0 1.0 0.0% 3,354.0
Close 3,516.0 3,497.0 -19.0 -0.5% 3,516.0
Range 62.0 43.0 -19.0 -30.6% 170.0
ATR 93.1 90.2 -2.9 -3.1% 0.0
Volume 21,262 17,785 -3,477 -16.4% 117,830
Daily Pivots for day following 16-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,617.7 3,600.3 3,520.7
R3 3,574.7 3,557.3 3,508.8
R2 3,531.7 3,531.7 3,504.9
R1 3,514.3 3,514.3 3,500.9 3,523.0
PP 3,488.7 3,488.7 3,488.7 3,493.0
S1 3,471.3 3,471.3 3,493.1 3,480.0
S2 3,445.7 3,445.7 3,489.1
S3 3,402.7 3,428.3 3,485.2
S4 3,359.7 3,385.3 3,473.4
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,974.7 3,915.3 3,609.5
R3 3,804.7 3,745.3 3,562.8
R2 3,634.7 3,634.7 3,547.2
R1 3,575.3 3,575.3 3,531.6 3,605.0
PP 3,464.7 3,464.7 3,464.7 3,479.5
S1 3,405.3 3,405.3 3,500.4 3,435.0
S2 3,294.7 3,294.7 3,484.8
S3 3,124.7 3,235.3 3,469.3
S4 2,954.7 3,065.3 3,422.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,524.0 3,354.0 170.0 4.9% 72.6 2.1% 84% False False 23,091
10 3,551.0 3,354.0 197.0 5.6% 71.8 2.1% 73% False False 25,238
20 3,575.0 3,299.0 276.0 7.9% 73.4 2.1% 72% False False 25,882
40 4,002.0 3,299.0 703.0 20.1% 95.0 2.7% 28% False False 24,602
60 4,002.0 3,229.0 773.0 22.1% 89.1 2.5% 35% False False 19,927
80 4,326.0 3,229.0 1,097.0 31.4% 75.0 2.1% 24% False False 15,214
100 5,009.0 3,229.0 1,780.0 50.9% 67.1 1.9% 15% False False 12,855
120 5,188.0 3,229.0 1,959.0 56.0% 59.4 1.7% 14% False False 10,720
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 True
Bear Hook False
Bull Hook False
Stretch 15.2
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 3,688.8
2.618 3,618.6
1.618 3,575.6
1.000 3,549.0
0.618 3,532.6
HIGH 3,506.0
0.618 3,489.6
0.500 3,484.5
0.382 3,479.4
LOW 3,463.0
0.618 3,436.4
1.000 3,420.0
1.618 3,393.4
2.618 3,350.4
4.250 3,280.3
Fisher Pivots for day following 16-Feb-2009
Pivot 1 day 3 day
R1 3,492.8 3,487.3
PP 3,488.7 3,477.7
S1 3,484.5 3,468.0

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

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