ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 3,349.0 3,285.0 -64.0 -1.9% 3,492.0
High 3,364.0 3,333.0 -31.0 -0.9% 3,508.0
Low 3,287.0 3,276.0 -11.0 -0.3% 3,332.0
Close 3,358.0 3,315.0 -43.0 -1.3% 3,360.0
Range 77.0 57.0 -20.0 -26.0% 176.0
ATR 89.1 88.6 -0.5 -0.6% 0.0
Volume 25,648 24,471 -1,177 -4.6% 123,929
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,479.0 3,454.0 3,346.4
R3 3,422.0 3,397.0 3,330.7
R2 3,365.0 3,365.0 3,325.5
R1 3,340.0 3,340.0 3,320.2 3,352.5
PP 3,308.0 3,308.0 3,308.0 3,314.3
S1 3,283.0 3,283.0 3,309.8 3,295.5
S2 3,251.0 3,251.0 3,304.6
S3 3,194.0 3,226.0 3,299.3
S4 3,137.0 3,169.0 3,283.7
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,928.0 3,820.0 3,456.8
R3 3,752.0 3,644.0 3,408.4
R2 3,576.0 3,576.0 3,392.3
R1 3,468.0 3,468.0 3,376.1 3,434.0
PP 3,400.0 3,400.0 3,400.0 3,383.0
S1 3,292.0 3,292.0 3,343.9 3,258.0
S2 3,224.0 3,224.0 3,327.7
S3 3,048.0 3,116.0 3,311.6
S4 2,872.0 2,940.0 3,263.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,447.0 3,276.0 171.0 5.2% 68.0 2.1% 23% False True 25,449
10 3,524.0 3,276.0 248.0 7.5% 73.2 2.2% 16% False True 25,000
20 3,551.0 3,276.0 275.0 8.3% 73.6 2.2% 14% False True 25,385
40 4,002.0 3,276.0 726.0 21.9% 84.7 2.6% 5% False True 23,226
60 4,002.0 3,276.0 726.0 21.9% 89.9 2.7% 5% False True 22,115
80 4,326.0 3,229.0 1,097.0 33.1% 77.6 2.3% 8% False False 17,163
100 4,769.0 3,229.0 1,540.0 46.5% 68.4 2.1% 6% False False 14,411
120 5,119.0 3,229.0 1,890.0 57.0% 63.0 1.9% 5% False False 12,020
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,575.3
2.618 3,482.2
1.618 3,425.2
1.000 3,390.0
0.618 3,368.2
HIGH 3,333.0
0.618 3,311.2
0.500 3,304.5
0.382 3,297.8
LOW 3,276.0
0.618 3,240.8
1.000 3,219.0
1.618 3,183.8
2.618 3,126.8
4.250 3,033.8
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 3,311.5 3,342.5
PP 3,308.0 3,333.3
S1 3,304.5 3,324.2

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

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