ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 25-May-2009
Day Change Summary
Previous Current
22-May-2009 25-May-2009 Change Change % Previous Week
Open 3,770.0 3,758.0 -12.0 -0.3% 3,732.0
High 3,781.0 3,788.0 7.0 0.2% 3,853.0
Low 3,751.0 3,720.0 -31.0 -0.8% 3,716.0
Close 3,775.0 3,750.0 -25.0 -0.7% 3,775.0
Range 30.0 68.0 38.0 126.7% 137.0
ATR 74.1 73.7 -0.4 -0.6% 0.0
Volume 21,557 25,578 4,021 18.7% 111,965
Daily Pivots for day following 25-May-2009
Classic Woodie Camarilla DeMark
R4 3,956.7 3,921.3 3,787.4
R3 3,888.7 3,853.3 3,768.7
R2 3,820.7 3,820.7 3,762.5
R1 3,785.3 3,785.3 3,756.2 3,769.0
PP 3,752.7 3,752.7 3,752.7 3,744.5
S1 3,717.3 3,717.3 3,743.8 3,701.0
S2 3,684.7 3,684.7 3,737.5
S3 3,616.7 3,649.3 3,731.3
S4 3,548.7 3,581.3 3,712.6
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 4,192.3 4,120.7 3,850.4
R3 4,055.3 3,983.7 3,812.7
R2 3,918.3 3,918.3 3,800.1
R1 3,846.7 3,846.7 3,787.6 3,882.5
PP 3,781.3 3,781.3 3,781.3 3,799.3
S1 3,709.7 3,709.7 3,762.4 3,745.5
S2 3,644.3 3,644.3 3,749.9
S3 3,507.3 3,572.7 3,737.3
S4 3,370.3 3,435.7 3,699.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,853.0 3,720.0 133.0 3.5% 49.4 1.3% 23% False True 23,961
10 3,892.0 3,714.0 178.0 4.7% 48.2 1.3% 20% False False 24,419
20 3,953.0 3,673.0 280.0 7.5% 55.9 1.5% 28% False False 25,926
40 3,953.0 3,550.0 403.0 10.7% 59.9 1.6% 50% False False 25,159
60 3,953.0 2,982.0 971.0 25.9% 60.6 1.6% 79% False False 24,705
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.6
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4,077.0
2.618 3,966.0
1.618 3,898.0
1.000 3,856.0
0.618 3,830.0
HIGH 3,788.0
0.618 3,762.0
0.500 3,754.0
0.382 3,746.0
LOW 3,720.0
0.618 3,678.0
1.000 3,652.0
1.618 3,610.0
2.618 3,542.0
4.250 3,431.0
Fisher Pivots for day following 25-May-2009
Pivot 1 day 3 day
R1 3,754.0 3,779.5
PP 3,752.7 3,769.7
S1 3,751.3 3,759.8

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

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