ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 3,864.0 3,897.0 33.0 0.9% 3,877.0
High 3,902.0 3,929.0 27.0 0.7% 3,904.0
Low 3,846.0 3,893.0 47.0 1.2% 3,739.0
Close 3,851.0 3,900.0 49.0 1.3% 3,878.0
Range 56.0 36.0 -20.0 -35.7% 165.0
ATR 65.1 66.1 0.9 1.4% 0.0
Volume 24,854 33,974 9,120 36.7% 123,274
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,015.3 3,993.7 3,919.8
R3 3,979.3 3,957.7 3,909.9
R2 3,943.3 3,943.3 3,906.6
R1 3,921.7 3,921.7 3,903.3 3,932.5
PP 3,907.3 3,907.3 3,907.3 3,912.8
S1 3,885.7 3,885.7 3,896.7 3,896.5
S2 3,871.3 3,871.3 3,893.4
S3 3,835.3 3,849.7 3,890.1
S4 3,799.3 3,813.7 3,880.2
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,335.3 4,271.7 3,968.8
R3 4,170.3 4,106.7 3,923.4
R2 4,005.3 4,005.3 3,908.3
R1 3,941.7 3,941.7 3,893.1 3,973.5
PP 3,840.3 3,840.3 3,840.3 3,856.3
S1 3,776.7 3,776.7 3,862.9 3,808.5
S2 3,675.3 3,675.3 3,847.8
S3 3,510.3 3,611.7 3,832.6
S4 3,345.3 3,446.7 3,787.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,929.0 3,739.0 190.0 4.9% 51.4 1.3% 85% True False 26,204
10 3,929.0 3,739.0 190.0 4.9% 52.4 1.3% 85% True False 29,421
20 4,064.0 3,739.0 325.0 8.3% 51.6 1.3% 50% False False 24,570
40 4,064.0 3,684.0 380.0 9.7% 40.8 1.0% 57% False False 12,365
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14.0
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,082.0
2.618 4,023.2
1.618 3,987.2
1.000 3,965.0
0.618 3,951.2
HIGH 3,929.0
0.618 3,915.2
0.500 3,911.0
0.382 3,906.8
LOW 3,893.0
0.618 3,870.8
1.000 3,857.0
1.618 3,834.8
2.618 3,798.8
4.250 3,740.0
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 3,911.0 3,895.8
PP 3,907.3 3,891.7
S1 3,903.7 3,887.5

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

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