ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 3,926.0 3,960.0 34.0 0.9% 3,758.0
High 3,967.0 4,029.0 62.0 1.6% 3,840.0
Low 3,921.0 3,940.0 19.0 0.5% 3,720.0
Close 3,959.0 4,023.0 64.0 1.6% 3,799.0
Range 46.0 89.0 43.0 93.5% 120.0
ATR 76.1 77.0 0.9 1.2% 0.0
Volume 39,640 31,657 -7,983 -20.1% 136,350
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,264.3 4,232.7 4,072.0
R3 4,175.3 4,143.7 4,047.5
R2 4,086.3 4,086.3 4,039.3
R1 4,054.7 4,054.7 4,031.2 4,070.5
PP 3,997.3 3,997.3 3,997.3 4,005.3
S1 3,965.7 3,965.7 4,014.8 3,981.5
S2 3,908.3 3,908.3 4,006.7
S3 3,819.3 3,876.7 3,998.5
S4 3,730.3 3,787.7 3,974.1
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 4,146.3 4,092.7 3,865.0
R3 4,026.3 3,972.7 3,832.0
R2 3,906.3 3,906.3 3,821.0
R1 3,852.7 3,852.7 3,810.0 3,879.5
PP 3,786.3 3,786.3 3,786.3 3,799.8
S1 3,732.7 3,732.7 3,788.0 3,759.5
S2 3,666.3 3,666.3 3,777.0
S3 3,546.3 3,612.7 3,766.0
S4 3,426.3 3,492.7 3,733.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,029.0 3,732.0 297.0 7.4% 69.2 1.7% 98% True False 33,211
10 4,029.0 3,720.0 309.0 7.7% 62.0 1.5% 98% True False 29,108
20 4,029.0 3,714.0 315.0 7.8% 55.6 1.4% 98% True False 27,117
40 4,029.0 3,611.0 418.0 10.4% 61.2 1.5% 99% True False 26,207
60 4,029.0 3,120.0 909.0 22.6% 62.0 1.5% 99% True False 28,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 17.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,407.3
2.618 4,262.0
1.618 4,173.0
1.000 4,118.0
0.618 4,084.0
HIGH 4,029.0
0.618 3,995.0
0.500 3,984.5
0.382 3,974.0
LOW 3,940.0
0.618 3,885.0
1.000 3,851.0
1.618 3,796.0
2.618 3,707.0
4.250 3,561.8
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 4,010.2 3,987.8
PP 3,997.3 3,952.7
S1 3,984.5 3,917.5

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

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