ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 4,257.0 4,280.0 23.0 0.5% 4,100.0
High 4,300.0 4,293.0 -7.0 -0.2% 4,216.0
Low 4,254.0 4,210.0 -44.0 -1.0% 4,086.0
Close 4,260.0 4,216.0 -44.0 -1.0% 4,207.0
Range 46.0 83.0 37.0 80.4% 130.0
ATR 61.0 62.6 1.6 2.6% 0.0
Volume 35,130 28,927 -6,203 -17.7% 123,875
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,488.7 4,435.3 4,261.7
R3 4,405.7 4,352.3 4,238.8
R2 4,322.7 4,322.7 4,231.2
R1 4,269.3 4,269.3 4,223.6 4,254.5
PP 4,239.7 4,239.7 4,239.7 4,232.3
S1 4,186.3 4,186.3 4,208.4 4,171.5
S2 4,156.7 4,156.7 4,200.8
S3 4,073.7 4,103.3 4,193.2
S4 3,990.7 4,020.3 4,170.4
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 4,300.0 4,095.0 205.0 4.9% 57.8 1.4% 59% False False 29,428
10 4,300.0 4,012.0 288.0 6.8% 51.8 1.2% 71% False False 26,942
20 4,300.0 3,692.0 608.0 14.4% 49.8 1.2% 86% False False 24,889
40 4,300.0 3,665.0 635.0 15.1% 49.1 1.2% 87% False False 28,439
60 4,300.0 3,665.0 635.0 15.1% 45.4 1.1% 87% False False 19,098
80 4,300.0 3,638.0 662.0 15.7% 40.3 1.0% 87% False False 14,349
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 10.4
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 4,645.8
2.618 4,510.3
1.618 4,427.3
1.000 4,376.0
0.618 4,344.3
HIGH 4,293.0
0.618 4,261.3
0.500 4,251.5
0.382 4,241.7
LOW 4,210.0
0.618 4,158.7
1.000 4,127.0
1.618 4,075.7
2.618 3,992.7
4.250 3,857.3
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 4,251.5 4,252.5
PP 4,239.7 4,240.3
S1 4,227.8 4,228.2

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

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