ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 3,765.0 3,780.0 15.0 0.4% 3,744.0
High 3,780.0 3,889.0 109.0 2.9% 3,798.0
Low 3,744.0 3,779.0 35.0 0.9% 3,673.0
Close 3,758.0 3,863.0 105.0 2.8% 3,758.0
Range 36.0 110.0 74.0 205.6% 125.0
ATR 75.1 79.1 4.0 5.3% 0.0
Volume 15,644 34,280 18,636 119.1% 134,301
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 4,173.7 4,128.3 3,923.5
R3 4,063.7 4,018.3 3,893.3
R2 3,953.7 3,953.7 3,883.2
R1 3,908.3 3,908.3 3,873.1 3,931.0
PP 3,843.7 3,843.7 3,843.7 3,855.0
S1 3,798.3 3,798.3 3,852.9 3,821.0
S2 3,733.7 3,733.7 3,842.8
S3 3,623.7 3,688.3 3,832.8
S4 3,513.7 3,578.3 3,802.5
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 4,118.0 4,063.0 3,826.8
R3 3,993.0 3,938.0 3,792.4
R2 3,868.0 3,868.0 3,780.9
R1 3,813.0 3,813.0 3,769.5 3,840.5
PP 3,743.0 3,743.0 3,743.0 3,756.8
S1 3,688.0 3,688.0 3,746.5 3,715.5
S2 3,618.0 3,618.0 3,735.1
S3 3,493.0 3,563.0 3,723.6
S4 3,368.0 3,438.0 3,689.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,889.0 3,673.0 216.0 5.6% 71.2 1.8% 88% True False 27,898
10 3,889.0 3,655.0 234.0 6.1% 69.9 1.8% 89% True False 27,036
20 3,889.0 3,611.0 278.0 7.2% 64.4 1.7% 91% True False 24,797
40 3,889.0 3,118.0 771.0 20.0% 63.7 1.6% 97% True False 27,493
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.5
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 4,356.5
2.618 4,177.0
1.618 4,067.0
1.000 3,999.0
0.618 3,957.0
HIGH 3,889.0
0.618 3,847.0
0.500 3,834.0
0.382 3,821.0
LOW 3,779.0
0.618 3,711.0
1.000 3,669.0
1.618 3,601.0
2.618 3,491.0
4.250 3,311.5
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 3,853.3 3,847.5
PP 3,843.7 3,832.0
S1 3,834.0 3,816.5

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

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