ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 3,910.0 3,951.0 41.0 1.0% 3,780.0
High 3,941.0 3,953.0 12.0 0.3% 3,951.0
Low 3,898.0 3,892.0 -6.0 -0.2% 3,779.0
Close 3,924.0 3,931.0 7.0 0.2% 3,924.0
Range 43.0 61.0 18.0 41.9% 172.0
ATR 75.6 74.5 -1.0 -1.4% 0.0
Volume 21,875 25,467 3,592 16.4% 143,657
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 4,108.3 4,080.7 3,964.6
R3 4,047.3 4,019.7 3,947.8
R2 3,986.3 3,986.3 3,942.2
R1 3,958.7 3,958.7 3,936.6 3,942.0
PP 3,925.3 3,925.3 3,925.3 3,917.0
S1 3,897.7 3,897.7 3,925.4 3,881.0
S2 3,864.3 3,864.3 3,919.8
S3 3,803.3 3,836.7 3,914.2
S4 3,742.3 3,775.7 3,897.5
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 4,400.7 4,334.3 4,018.6
R3 4,228.7 4,162.3 3,971.3
R2 4,056.7 4,056.7 3,955.5
R1 3,990.3 3,990.3 3,939.8 4,023.5
PP 3,884.7 3,884.7 3,884.7 3,901.3
S1 3,818.3 3,818.3 3,908.2 3,851.5
S2 3,712.7 3,712.7 3,892.5
S3 3,540.7 3,646.3 3,876.7
S4 3,368.7 3,474.3 3,829.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,953.0 3,842.0 111.0 2.8% 56.0 1.4% 80% True False 26,968
10 3,953.0 3,673.0 280.0 7.1% 63.6 1.6% 92% True False 27,433
20 3,953.0 3,655.0 298.0 7.6% 65.0 1.7% 93% True False 25,822
40 3,953.0 3,295.0 658.0 16.7% 65.2 1.7% 97% True False 30,662
60 3,953.0 2,982.0 971.0 24.7% 56.8 1.4% 98% True False 20,651
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,212.3
2.618 4,112.7
1.618 4,051.7
1.000 4,014.0
0.618 3,990.7
HIGH 3,953.0
0.618 3,929.7
0.500 3,922.5
0.382 3,915.3
LOW 3,892.0
0.618 3,854.3
1.000 3,831.0
1.618 3,793.3
2.618 3,732.3
4.250 3,632.8
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 3,928.2 3,928.2
PP 3,925.3 3,925.3
S1 3,922.5 3,922.5

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

View Archives - Comment on this page... - Back to Index of Symbols