ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 3,974.0 3,920.0 -54.0 -1.4% 3,953.0
High 4,004.0 3,942.0 -62.0 -1.5% 4,084.0
Low 3,945.0 3,870.0 -75.0 -1.9% 3,930.0
Close 3,961.0 3,897.0 -64.0 -1.6% 4,060.0
Range 59.0 72.0 13.0 22.0% 154.0
ATR 72.9 74.2 1.3 1.8% 0.0
Volume 112,147 75,480 -36,667 -32.7% 151,487
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,119.0 4,080.0 3,936.6
R3 4,047.0 4,008.0 3,916.8
R2 3,975.0 3,975.0 3,910.2
R1 3,936.0 3,936.0 3,903.6 3,919.5
PP 3,903.0 3,903.0 3,903.0 3,894.8
S1 3,864.0 3,864.0 3,890.4 3,847.5
S2 3,831.0 3,831.0 3,883.8
S3 3,759.0 3,792.0 3,877.2
S4 3,687.0 3,720.0 3,857.4
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 3,870.0 214.0 5.5% 53.8 1.4% 13% False True 74,922
10 4,084.0 3,870.0 214.0 5.5% 64.5 1.7% 13% False True 56,544
20 4,084.0 3,720.0 364.0 9.3% 61.9 1.6% 49% False False 42,406
40 4,084.0 3,655.0 429.0 11.0% 61.4 1.6% 56% False False 34,367
60 4,084.0 3,467.0 617.0 15.8% 62.2 1.6% 70% False False 30,953
80 4,084.0 2,982.0 1,102.0 28.3% 60.5 1.6% 83% False False 27,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.9
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,248.0
2.618 4,130.5
1.618 4,058.5
1.000 4,014.0
0.618 3,986.5
HIGH 3,942.0
0.618 3,914.5
0.500 3,906.0
0.382 3,897.5
LOW 3,870.0
0.618 3,825.5
1.000 3,798.0
1.618 3,753.5
2.618 3,681.5
4.250 3,564.0
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 3,906.0 3,966.0
PP 3,903.0 3,943.0
S1 3,900.0 3,920.0

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

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