ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 3,661.0 3,550.0 -111.0 -3.0% 3,485.0
High 3,667.0 3,636.0 -31.0 -0.8% 3,718.0
Low 3,602.0 3,550.0 -52.0 -1.4% 3,467.0
Close 3,616.0 3,565.0 -51.0 -1.4% 3,678.0
Range 65.0 86.0 21.0 32.3% 251.0
ATR 71.5 72.5 1.0 1.5% 0.0
Volume 17,956 37,946 19,990 111.3% 120,004
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,841.7 3,789.3 3,612.3
R3 3,755.7 3,703.3 3,588.7
R2 3,669.7 3,669.7 3,580.8
R1 3,617.3 3,617.3 3,572.9 3,643.5
PP 3,583.7 3,583.7 3,583.7 3,596.8
S1 3,531.3 3,531.3 3,557.1 3,557.5
S2 3,497.7 3,497.7 3,549.2
S3 3,411.7 3,445.3 3,541.4
S4 3,325.7 3,359.3 3,517.7
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,374.0 4,277.0 3,816.1
R3 4,123.0 4,026.0 3,747.0
R2 3,872.0 3,872.0 3,724.0
R1 3,775.0 3,775.0 3,701.0 3,823.5
PP 3,621.0 3,621.0 3,621.0 3,645.3
S1 3,524.0 3,524.0 3,655.0 3,572.5
S2 3,370.0 3,370.0 3,632.0
S3 3,119.0 3,273.0 3,609.0
S4 2,868.0 3,022.0 3,540.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,718.0 3,550.0 168.0 4.7% 65.6 1.8% 9% False True 24,502
10 3,718.0 3,445.0 273.0 7.7% 67.1 1.9% 44% False False 30,024
20 3,718.0 3,118.0 600.0 16.8% 58.9 1.7% 75% False False 27,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,001.5
2.618 3,861.1
1.618 3,775.1
1.000 3,722.0
0.618 3,689.1
HIGH 3,636.0
0.618 3,603.1
0.500 3,593.0
0.382 3,582.9
LOW 3,550.0
0.618 3,496.9
1.000 3,464.0
1.618 3,410.9
2.618 3,324.9
4.250 3,184.5
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 3,593.0 3,634.0
PP 3,583.7 3,611.0
S1 3,574.3 3,588.0

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

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