ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 3,763.0 3,752.0 -11.0 -0.3% 3,951.0
High 3,770.0 3,787.0 17.0 0.5% 3,953.0
Low 3,714.0 3,750.0 36.0 1.0% 3,714.0
Close 3,735.0 3,778.0 43.0 1.2% 3,778.0
Range 56.0 37.0 -19.0 -33.9% 239.0
ATR 77.9 76.1 -1.9 -2.4% 0.0
Volume 30,821 20,007 -10,814 -35.1% 132,118
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 3,882.7 3,867.3 3,798.4
R3 3,845.7 3,830.3 3,788.2
R2 3,808.7 3,808.7 3,784.8
R1 3,793.3 3,793.3 3,781.4 3,801.0
PP 3,771.7 3,771.7 3,771.7 3,775.5
S1 3,756.3 3,756.3 3,774.6 3,764.0
S2 3,734.7 3,734.7 3,771.2
S3 3,697.7 3,719.3 3,767.8
S4 3,660.7 3,682.3 3,757.7
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 4,532.0 4,394.0 3,909.5
R3 4,293.0 4,155.0 3,843.7
R2 4,054.0 4,054.0 3,821.8
R1 3,916.0 3,916.0 3,799.9 3,865.5
PP 3,815.0 3,815.0 3,815.0 3,789.8
S1 3,677.0 3,677.0 3,756.1 3,626.5
S2 3,576.0 3,576.0 3,734.2
S3 3,337.0 3,438.0 3,712.3
S4 3,098.0 3,199.0 3,646.6
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 3,714.0 239.0 6.3% 51.0 1.3% 27% False False 26,423
10 3,953.0 3,714.0 239.0 6.3% 58.4 1.5% 27% False False 27,577
20 3,953.0 3,655.0 298.0 7.9% 61.7 1.6% 41% False False 26,473
40 3,953.0 3,467.0 486.0 12.9% 62.6 1.7% 64% False False 25,382
60 3,953.0 2,982.0 971.0 25.7% 58.7 1.6% 82% False False 22,426
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9.7
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,944.3
2.618 3,883.9
1.618 3,846.9
1.000 3,824.0
0.618 3,809.9
HIGH 3,787.0
0.618 3,772.9
0.500 3,768.5
0.382 3,764.1
LOW 3,750.0
0.618 3,727.1
1.000 3,713.0
1.618 3,690.1
2.618 3,653.1
4.250 3,592.8
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 3,774.8 3,803.0
PP 3,771.7 3,794.7
S1 3,768.5 3,786.3

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

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