ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 3,769.0 3,745.0 -24.0 -0.6% 3,864.0
High 3,769.0 3,756.0 -13.0 -0.3% 3,929.0
Low 3,735.0 3,728.0 -7.0 -0.2% 3,762.0
Close 3,749.0 3,744.0 -5.0 -0.1% 3,780.0
Range 34.0 28.0 -6.0 -17.6% 167.0
ATR 65.5 62.8 -2.7 -4.1% 0.0
Volume 21,684 19,850 -1,834 -8.5% 139,951
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 3,826.7 3,813.3 3,759.4
R3 3,798.7 3,785.3 3,751.7
R2 3,770.7 3,770.7 3,749.1
R1 3,757.3 3,757.3 3,746.6 3,750.0
PP 3,742.7 3,742.7 3,742.7 3,739.0
S1 3,729.3 3,729.3 3,741.4 3,722.0
S2 3,714.7 3,714.7 3,738.9
S3 3,686.7 3,701.3 3,736.3
S4 3,658.7 3,673.3 3,728.6
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,324.7 4,219.3 3,871.9
R3 4,157.7 4,052.3 3,825.9
R2 3,990.7 3,990.7 3,810.6
R1 3,885.3 3,885.3 3,795.3 3,854.5
PP 3,823.7 3,823.7 3,823.7 3,808.3
S1 3,718.3 3,718.3 3,764.7 3,687.5
S2 3,656.7 3,656.7 3,749.4
S3 3,489.7 3,551.3 3,734.1
S4 3,322.7 3,384.3 3,688.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,883.0 3,728.0 155.0 4.1% 37.4 1.0% 10% False True 24,531
10 3,929.0 3,728.0 201.0 5.4% 44.4 1.2% 8% False True 25,367
20 4,064.0 3,728.0 336.0 9.0% 48.5 1.3% 5% False True 30,548
40 4,064.0 3,684.0 380.0 10.1% 42.2 1.1% 16% False False 15,407
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.0
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 3,875.0
2.618 3,829.3
1.618 3,801.3
1.000 3,784.0
0.618 3,773.3
HIGH 3,756.0
0.618 3,745.3
0.500 3,742.0
0.382 3,738.7
LOW 3,728.0
0.618 3,710.7
1.000 3,700.0
1.618 3,682.7
2.618 3,654.7
4.250 3,609.0
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 3,743.3 3,764.0
PP 3,742.7 3,757.3
S1 3,742.0 3,750.7

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

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