ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 3,249.0 3,295.0 46.0 1.4% 3,154.0
High 3,271.0 3,357.0 86.0 2.6% 3,357.0
Low 3,222.0 3,289.0 67.0 2.1% 3,111.0
Close 3,247.0 3,338.0 91.0 2.8% 3,338.0
Range 49.0 68.0 19.0 38.8% 246.0
ATR 76.8 79.2 2.4 3.1% 0.0
Volume 21,572 56,323 34,751 161.1% 152,127
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,532.0 3,503.0 3,375.4
R3 3,464.0 3,435.0 3,356.7
R2 3,396.0 3,396.0 3,350.5
R1 3,367.0 3,367.0 3,344.2 3,381.5
PP 3,328.0 3,328.0 3,328.0 3,335.3
S1 3,299.0 3,299.0 3,331.8 3,313.5
S2 3,260.0 3,260.0 3,325.5
S3 3,192.0 3,231.0 3,319.3
S4 3,124.0 3,163.0 3,300.6
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,006.7 3,918.3 3,473.3
R3 3,760.7 3,672.3 3,405.7
R2 3,514.7 3,514.7 3,383.1
R1 3,426.3 3,426.3 3,360.6 3,470.5
PP 3,268.7 3,268.7 3,268.7 3,290.8
S1 3,180.3 3,180.3 3,315.5 3,224.5
S2 3,022.7 3,022.7 3,292.9
S3 2,776.7 2,934.3 3,270.4
S4 2,530.7 2,688.3 3,202.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,357.0 3,111.0 246.0 7.4% 57.8 1.7% 92% True False 30,425
10 3,357.0 3,111.0 246.0 7.4% 56.2 1.7% 92% True False 29,398
20 3,508.0 3,111.0 397.0 11.9% 62.4 1.9% 57% False False 27,352
40 3,575.0 3,111.0 464.0 13.9% 68.0 2.0% 49% False False 26,639
60 4,002.0 3,111.0 891.0 26.7% 84.7 2.5% 25% False False 27,349
80 4,002.0 3,111.0 891.0 26.7% 82.4 2.5% 25% False False 21,564
100 4,326.0 3,111.0 1,215.0 36.4% 72.1 2.2% 19% False False 17,465
120 5,009.0 3,111.0 1,898.0 56.9% 66.1 2.0% 12% False False 15,124
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 False
Bear Hook False
Bull Hook False
Stretch 13.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,646.0
2.618 3,535.0
1.618 3,467.0
1.000 3,425.0
0.618 3,399.0
HIGH 3,357.0
0.618 3,331.0
0.500 3,323.0
0.382 3,315.0
LOW 3,289.0
0.618 3,247.0
1.000 3,221.0
1.618 3,179.0
2.618 3,111.0
4.250 3,000.0
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 3,333.0 3,321.8
PP 3,328.0 3,305.7
S1 3,323.0 3,289.5

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

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