ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 3,800.0 3,810.0 10.0 0.3% 3,901.0
High 3,800.0 3,810.0 10.0 0.3% 3,908.0
Low 3,800.0 3,767.0 -33.0 -0.9% 3,685.0
Close 3,808.0 3,800.0 -8.0 -0.2% 3,745.0
Range 0.0 43.0 43.0 223.0
ATR 56.5 55.5 -1.0 -1.7% 0.0
Volume 60 239 179 298.3% 539
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 3,921.3 3,903.7 3,823.7
R3 3,878.3 3,860.7 3,811.8
R2 3,835.3 3,835.3 3,807.9
R1 3,817.7 3,817.7 3,803.9 3,805.0
PP 3,792.3 3,792.3 3,792.3 3,786.0
S1 3,774.7 3,774.7 3,796.1 3,762.0
S2 3,749.3 3,749.3 3,792.1
S3 3,706.3 3,731.7 3,788.2
S4 3,663.3 3,688.7 3,776.4
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 4,448.3 4,319.7 3,867.7
R3 4,225.3 4,096.7 3,806.3
R2 4,002.3 4,002.3 3,785.9
R1 3,873.7 3,873.7 3,765.4 3,826.5
PP 3,779.3 3,779.3 3,779.3 3,755.8
S1 3,650.7 3,650.7 3,724.6 3,603.5
S2 3,556.3 3,556.3 3,704.1
S3 3,333.3 3,427.7 3,683.7
S4 3,110.3 3,204.7 3,622.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,810.0 3,684.0 126.0 3.3% 22.2 0.6% 92% True False 117
10 3,916.0 3,684.0 232.0 6.1% 23.1 0.6% 50% False False 126
20 3,916.0 3,640.0 276.0 7.3% 29.6 0.8% 58% False False 113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,992.8
2.618 3,922.6
1.618 3,879.6
1.000 3,853.0
0.618 3,836.6
HIGH 3,810.0
0.618 3,793.6
0.500 3,788.5
0.382 3,783.4
LOW 3,767.0
0.618 3,740.4
1.000 3,724.0
1.618 3,697.4
2.618 3,654.4
4.250 3,584.3
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 3,796.2 3,782.3
PP 3,792.3 3,764.7
S1 3,788.5 3,747.0

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

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