ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 3,295.0 3,347.0 52.0 1.6% 3,154.0
High 3,357.0 3,379.0 22.0 0.7% 3,357.0
Low 3,289.0 3,333.0 44.0 1.3% 3,111.0
Close 3,338.0 3,369.0 31.0 0.9% 3,338.0
Range 68.0 46.0 -22.0 -32.4% 246.0
ATR 79.2 76.8 -2.4 -3.0% 0.0
Volume 56,323 107,160 50,837 90.3% 152,127
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,498.3 3,479.7 3,394.3
R3 3,452.3 3,433.7 3,381.7
R2 3,406.3 3,406.3 3,377.4
R1 3,387.7 3,387.7 3,373.2 3,397.0
PP 3,360.3 3,360.3 3,360.3 3,365.0
S1 3,341.7 3,341.7 3,364.8 3,351.0
S2 3,314.3 3,314.3 3,360.6
S3 3,268.3 3,295.7 3,356.4
S4 3,222.3 3,249.7 3,343.7
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 3,379.0 3,111.0 268.0 8.0% 57.4 1.7% 96% True False 47,652
10 3,379.0 3,111.0 268.0 8.0% 54.5 1.6% 96% True False 37,313
20 3,508.0 3,111.0 397.0 11.8% 62.5 1.9% 65% False False 31,821
40 3,575.0 3,111.0 464.0 13.8% 67.9 2.0% 56% False False 28,852
60 4,002.0 3,111.0 891.0 26.4% 84.2 2.5% 29% False False 27,008
80 4,002.0 3,111.0 891.0 26.4% 82.4 2.4% 29% False False 22,900
100 4,326.0 3,111.0 1,215.0 36.1% 72.5 2.2% 21% False False 18,536
120 5,009.0 3,111.0 1,898.0 56.3% 66.3 2.0% 14% False False 16,016
Crabel Price Patterns
NR True
NR4 False
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 14.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,574.5
2.618 3,499.4
1.618 3,453.4
1.000 3,425.0
0.618 3,407.4
HIGH 3,379.0
0.618 3,361.4
0.500 3,356.0
0.382 3,350.6
LOW 3,333.0
0.618 3,304.6
1.000 3,287.0
1.618 3,258.6
2.618 3,212.6
4.250 3,137.5
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 3,364.7 3,346.2
PP 3,360.3 3,323.3
S1 3,356.0 3,300.5

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

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