ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 3,798.0 3,917.0 119.0 3.1% 3,746.0
High 3,872.0 3,939.0 67.0 1.7% 3,800.0
Low 3,798.0 3,915.0 117.0 3.1% 3,697.0
Close 3,858.0 3,934.0 76.0 2.0% 3,768.0
Range 74.0 24.0 -50.0 -67.6% 103.0
ATR 60.9 62.3 1.4 2.4% 0.0
Volume 226 237 11 4.9% 939
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,001.3 3,991.7 3,947.2
R3 3,977.3 3,967.7 3,940.6
R2 3,953.3 3,953.3 3,938.4
R1 3,943.7 3,943.7 3,936.2 3,948.5
PP 3,929.3 3,929.3 3,929.3 3,931.8
S1 3,919.7 3,919.7 3,931.8 3,924.5
S2 3,905.3 3,905.3 3,929.6
S3 3,881.3 3,895.7 3,927.4
S4 3,857.3 3,871.7 3,920.8
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 3,939.0 3,706.0 233.0 5.9% 40.8 1.0% 98% True False 204
10 3,939.0 3,697.0 242.0 6.2% 37.4 1.0% 98% True False 200
20 3,939.0 3,684.0 255.0 6.5% 29.8 0.8% 98% True False 172
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,041.0
2.618 4,001.8
1.618 3,977.8
1.000 3,963.0
0.618 3,953.8
HIGH 3,939.0
0.618 3,929.8
0.500 3,927.0
0.382 3,924.2
LOW 3,915.0
0.618 3,900.2
1.000 3,891.0
1.618 3,876.2
2.618 3,852.2
4.250 3,813.0
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 3,931.7 3,903.8
PP 3,929.3 3,873.7
S1 3,927.0 3,843.5

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

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