ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 4,046.0 4,050.0 4.0 0.1% 3,953.0
High 4,084.0 4,062.0 -22.0 -0.5% 4,084.0
Low 4,038.0 4,018.0 -20.0 -0.5% 3,930.0
Close 4,060.0 4,031.0 -29.0 -0.7% 4,060.0
Range 46.0 44.0 -2.0 -4.3% 154.0
ATR 74.1 71.9 -2.1 -2.9% 0.0
Volume 34,529 120,061 85,532 247.7% 151,487
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,169.0 4,144.0 4,055.2
R3 4,125.0 4,100.0 4,043.1
R2 4,081.0 4,081.0 4,039.1
R1 4,056.0 4,056.0 4,035.0 4,046.5
PP 4,037.0 4,037.0 4,037.0 4,032.3
S1 4,012.0 4,012.0 4,027.0 4,002.5
S2 3,993.0 3,993.0 4,022.9
S3 3,949.0 3,968.0 4,018.9
S4 3,905.0 3,924.0 4,006.8
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,486.7 4,427.3 4,144.7
R3 4,332.7 4,273.3 4,102.4
R2 4,178.7 4,178.7 4,088.2
R1 4,119.3 4,119.3 4,074.1 4,149.0
PP 4,024.7 4,024.7 4,024.7 4,039.5
S1 3,965.3 3,965.3 4,045.9 3,995.0
S2 3,870.7 3,870.7 4,031.8
S3 3,716.7 3,811.3 4,017.7
S4 3,562.7 3,657.3 3,975.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,084.0 3,930.0 154.0 3.8% 55.2 1.4% 66% False False 54,309
10 4,084.0 3,806.0 278.0 6.9% 65.8 1.6% 81% False False 45,136
20 4,084.0 3,716.0 368.0 9.1% 59.5 1.5% 86% False False 34,984
40 4,084.0 3,655.0 429.0 10.6% 60.6 1.5% 88% False False 30,728
60 4,084.0 3,467.0 617.0 15.3% 61.6 1.5% 91% False False 28,582
80 4,084.0 2,982.0 1,102.0 27.3% 58.9 1.5% 95% False False 25,565
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 14.5
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,249.0
2.618 4,177.2
1.618 4,133.2
1.000 4,106.0
0.618 4,089.2
HIGH 4,062.0
0.618 4,045.2
0.500 4,040.0
0.382 4,034.8
LOW 4,018.0
0.618 3,990.8
1.000 3,974.0
1.618 3,946.8
2.618 3,902.8
4.250 3,831.0
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 4,040.0 4,046.0
PP 4,037.0 4,041.0
S1 4,034.0 4,036.0

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

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