ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 3,960.0 3,990.0 30.0 0.8% 3,758.0
High 4,029.0 3,992.0 -37.0 -0.9% 3,840.0
Low 3,940.0 3,928.0 -12.0 -0.3% 3,720.0
Close 4,023.0 3,949.0 -74.0 -1.8% 3,799.0
Range 89.0 64.0 -25.0 -28.1% 120.0
ATR 77.0 78.3 1.3 1.7% 0.0
Volume 31,657 35,126 3,469 11.0% 136,350
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,148.3 4,112.7 3,984.2
R3 4,084.3 4,048.7 3,966.6
R2 4,020.3 4,020.3 3,960.7
R1 3,984.7 3,984.7 3,954.9 3,970.5
PP 3,956.3 3,956.3 3,956.3 3,949.3
S1 3,920.7 3,920.7 3,943.1 3,906.5
S2 3,892.3 3,892.3 3,937.3
S3 3,828.3 3,856.7 3,931.4
S4 3,764.3 3,792.7 3,913.8
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 3,761.0 268.0 6.8% 75.2 1.9% 70% False False 34,519
10 4,029.0 3,720.0 309.0 7.8% 63.8 1.6% 74% False False 29,823
20 4,029.0 3,714.0 315.0 8.0% 56.3 1.4% 75% False False 27,131
40 4,029.0 3,611.0 418.0 10.6% 61.6 1.6% 81% False False 26,436
60 4,029.0 3,230.0 799.0 20.2% 61.9 1.6% 90% False False 28,782
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 16.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,264.0
2.618 4,159.6
1.618 4,095.6
1.000 4,056.0
0.618 4,031.6
HIGH 3,992.0
0.618 3,967.6
0.500 3,960.0
0.382 3,952.4
LOW 3,928.0
0.618 3,888.4
1.000 3,864.0
1.618 3,824.4
2.618 3,760.4
4.250 3,656.0
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 3,960.0 3,975.0
PP 3,956.3 3,966.3
S1 3,952.7 3,957.7

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

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