ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 3,748.0 3,798.0 50.0 1.3% 3,746.0
High 3,800.0 3,872.0 72.0 1.9% 3,800.0
Low 3,748.0 3,798.0 50.0 1.3% 3,697.0
Close 3,768.0 3,858.0 90.0 2.4% 3,768.0
Range 52.0 74.0 22.0 42.3% 103.0
ATR 57.6 60.9 3.3 5.8% 0.0
Volume 69 226 157 227.5% 939
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,064.7 4,035.3 3,898.7
R3 3,990.7 3,961.3 3,878.4
R2 3,916.7 3,916.7 3,871.6
R1 3,887.3 3,887.3 3,864.8 3,902.0
PP 3,842.7 3,842.7 3,842.7 3,850.0
S1 3,813.3 3,813.3 3,851.2 3,828.0
S2 3,768.7 3,768.7 3,844.4
S3 3,694.7 3,739.3 3,837.7
S4 3,620.7 3,665.3 3,817.3
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 4,064.0 4,019.0 3,824.7
R3 3,961.0 3,916.0 3,796.3
R2 3,858.0 3,858.0 3,786.9
R1 3,813.0 3,813.0 3,777.4 3,835.5
PP 3,755.0 3,755.0 3,755.0 3,766.3
S1 3,710.0 3,710.0 3,758.6 3,732.5
S2 3,652.0 3,652.0 3,749.1
S3 3,549.0 3,607.0 3,739.7
S4 3,446.0 3,504.0 3,711.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,872.0 3,698.0 174.0 4.5% 46.0 1.2% 92% True False 229
10 3,872.0 3,697.0 175.0 4.5% 35.0 0.9% 92% True False 183
20 3,916.0 3,684.0 232.0 6.0% 30.0 0.8% 75% False False 160
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 1.2
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 4,186.5
2.618 4,065.7
1.618 3,991.7
1.000 3,946.0
0.618 3,917.7
HIGH 3,872.0
0.618 3,843.7
0.500 3,835.0
0.382 3,826.3
LOW 3,798.0
0.618 3,752.3
1.000 3,724.0
1.618 3,678.3
2.618 3,604.3
4.250 3,483.5
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 3,850.3 3,835.0
PP 3,842.7 3,812.0
S1 3,835.0 3,789.0

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

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