ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 3,920.0 3,887.0 -33.0 -0.8% 3,953.0
High 3,942.0 3,923.0 -19.0 -0.5% 4,084.0
Low 3,870.0 3,887.0 17.0 0.4% 3,930.0
Close 3,897.0 3,921.0 24.0 0.6% 4,060.0
Range 72.0 36.0 -36.0 -50.0% 154.0
ATR 74.2 71.5 -2.7 -3.7% 0.0
Volume 75,480 6,808 -68,672 -91.0% 151,487
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,018.3 4,005.7 3,940.8
R3 3,982.3 3,969.7 3,930.9
R2 3,946.3 3,946.3 3,927.6
R1 3,933.7 3,933.7 3,924.3 3,940.0
PP 3,910.3 3,910.3 3,910.3 3,913.5
S1 3,897.7 3,897.7 3,917.7 3,904.0
S2 3,874.3 3,874.3 3,914.4
S3 3,838.3 3,861.7 3,911.1
S4 3,802.3 3,825.7 3,901.2
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% 51.4 1.3% 24% False False 69,805
10 4,084.0 3,870.0 214.0 5.5% 59.2 1.5% 24% False False 54,059
20 4,084.0 3,720.0 364.0 9.3% 60.6 1.5% 55% False False 41,584
40 4,084.0 3,673.0 411.0 10.5% 61.0 1.6% 60% False False 34,015
60 4,084.0 3,550.0 534.0 13.6% 61.1 1.6% 69% False False 30,671
80 4,084.0 2,982.0 1,102.0 28.1% 60.4 1.5% 85% False False 27,992
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.9
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4,076.0
2.618 4,017.2
1.618 3,981.2
1.000 3,959.0
0.618 3,945.2
HIGH 3,923.0
0.618 3,909.2
0.500 3,905.0
0.382 3,900.8
LOW 3,887.0
0.618 3,864.8
1.000 3,851.0
1.618 3,828.8
2.618 3,792.8
4.250 3,734.0
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 3,915.7 3,937.0
PP 3,910.3 3,931.7
S1 3,905.0 3,926.3

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

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