ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 4,095.0 4,177.0 82.0 2.0% 4,100.0
High 4,168.0 4,216.0 48.0 1.2% 4,216.0
Low 4,095.0 4,170.0 75.0 1.8% 4,086.0
Close 4,162.0 4,207.0 45.0 1.1% 4,207.0
Range 73.0 46.0 -27.0 -37.0% 130.0
ATR 60.6 60.1 -0.5 -0.8% 0.0
Volume 26,140 31,778 5,638 21.6% 123,875
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,335.7 4,317.3 4,232.3
R3 4,289.7 4,271.3 4,219.7
R2 4,243.7 4,243.7 4,215.4
R1 4,225.3 4,225.3 4,211.2 4,234.5
PP 4,197.7 4,197.7 4,197.7 4,202.3
S1 4,179.3 4,179.3 4,202.8 4,188.5
S2 4,151.7 4,151.7 4,198.6
S3 4,105.7 4,133.3 4,194.4
S4 4,059.7 4,087.3 4,181.7
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,559.7 4,513.3 4,278.5
R3 4,429.7 4,383.3 4,242.8
R2 4,299.7 4,299.7 4,230.8
R1 4,253.3 4,253.3 4,218.9 4,276.5
PP 4,169.7 4,169.7 4,169.7 4,181.3
S1 4,123.3 4,123.3 4,195.1 4,146.5
S2 4,039.7 4,039.7 4,183.2
S3 3,909.7 3,993.3 4,171.3
S4 3,779.7 3,863.3 4,135.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,216.0 4,086.0 130.0 3.1% 52.0 1.2% 93% True False 24,775
10 4,216.0 3,983.0 233.0 5.5% 47.3 1.1% 96% True False 24,018
20 4,216.0 3,665.0 551.0 13.1% 47.8 1.1% 98% True False 24,100
40 4,216.0 3,665.0 551.0 13.1% 49.6 1.2% 98% True False 26,324
60 4,216.0 3,665.0 551.0 13.1% 43.5 1.0% 98% True False 17,615
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 9.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,411.5
2.618 4,336.4
1.618 4,290.4
1.000 4,262.0
0.618 4,244.4
HIGH 4,216.0
0.618 4,198.4
0.500 4,193.0
0.382 4,187.6
LOW 4,170.0
0.618 4,141.6
1.000 4,124.0
1.618 4,095.6
2.618 4,049.6
4.250 3,974.5
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 4,202.3 4,188.5
PP 4,197.7 4,170.0
S1 4,193.0 4,151.5

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

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