ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 3,204.0 3,120.0 -84.0 -2.6% 3,280.0
High 3,212.0 3,155.0 -57.0 -1.8% 3,280.0
Low 3,167.0 3,115.0 -52.0 -1.6% 3,115.0
Close 3,169.0 3,147.0 -22.0 -0.7% 3,147.0
Range 45.0 40.0 -5.0 -11.1% 165.0
ATR 81.0 79.1 -1.9 -2.4% 0.0
Volume 31,887 22,094 -9,793 -30.7% 141,858
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,259.0 3,243.0 3,169.0
R3 3,219.0 3,203.0 3,158.0
R2 3,179.0 3,179.0 3,154.3
R1 3,163.0 3,163.0 3,150.7 3,171.0
PP 3,139.0 3,139.0 3,139.0 3,143.0
S1 3,123.0 3,123.0 3,143.3 3,131.0
S2 3,099.0 3,099.0 3,139.7
S3 3,059.0 3,083.0 3,136.0
S4 3,019.0 3,043.0 3,125.0
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,675.7 3,576.3 3,237.8
R3 3,510.7 3,411.3 3,192.4
R2 3,345.7 3,345.7 3,177.3
R1 3,246.3 3,246.3 3,162.1 3,213.5
PP 3,180.7 3,180.7 3,180.7 3,164.3
S1 3,081.3 3,081.3 3,131.9 3,048.5
S2 3,015.7 3,015.7 3,116.8
S3 2,850.7 2,916.3 3,101.6
S4 2,685.7 2,751.3 3,056.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,280.0 3,115.0 165.0 5.2% 54.6 1.7% 19% False True 28,371
10 3,388.0 3,115.0 273.0 8.7% 61.2 1.9% 12% False True 27,099
20 3,524.0 3,115.0 409.0 13.0% 66.6 2.1% 8% False True 25,637
40 3,726.0 3,115.0 611.0 19.4% 69.3 2.2% 5% False True 25,389
60 4,002.0 3,115.0 887.0 28.2% 89.0 2.8% 4% False True 25,773
80 4,002.0 3,115.0 887.0 28.2% 81.2 2.6% 4% False True 19,663
100 4,385.0 3,115.0 1,270.0 40.4% 70.6 2.2% 3% False True 16,617
120 5,073.0 3,115.0 1,958.0 62.2% 66.3 2.1% 2% False True 13,860
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.1
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 3,325.0
2.618 3,259.7
1.618 3,219.7
1.000 3,195.0
0.618 3,179.7
HIGH 3,155.0
0.618 3,139.7
0.500 3,135.0
0.382 3,130.3
LOW 3,115.0
0.618 3,090.3
1.000 3,075.0
1.618 3,050.3
2.618 3,010.3
4.250 2,945.0
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 3,143.0 3,163.5
PP 3,139.0 3,158.0
S1 3,135.0 3,152.5

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

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