ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 4,280.0 4,216.0 -64.0 -1.5% 4,100.0
High 4,293.0 4,300.0 7.0 0.2% 4,216.0
Low 4,210.0 4,216.0 6.0 0.1% 4,086.0
Close 4,216.0 4,291.0 75.0 1.8% 4,207.0
Range 83.0 84.0 1.0 1.2% 130.0
ATR 62.6 64.1 1.5 2.4% 0.0
Volume 28,927 27,950 -977 -3.4% 123,875
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,521.0 4,490.0 4,337.2
R3 4,437.0 4,406.0 4,314.1
R2 4,353.0 4,353.0 4,306.4
R1 4,322.0 4,322.0 4,298.7 4,337.5
PP 4,269.0 4,269.0 4,269.0 4,276.8
S1 4,238.0 4,238.0 4,283.3 4,253.5
S2 4,185.0 4,185.0 4,275.6
S3 4,101.0 4,154.0 4,267.9
S4 4,017.0 4,070.0 4,244.8
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 4,170.0 130.0 3.0% 60.0 1.4% 93% True False 29,790
10 4,300.0 4,050.0 250.0 5.8% 57.5 1.3% 96% True False 26,604
20 4,300.0 3,692.0 608.0 14.2% 52.0 1.2% 99% True False 25,409
40 4,300.0 3,665.0 635.0 14.8% 50.1 1.2% 99% True False 29,058
60 4,300.0 3,665.0 635.0 14.8% 46.4 1.1% 99% True False 19,563
80 4,300.0 3,638.0 662.0 15.4% 41.3 1.0% 99% True False 14,698
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 9.9
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 4,657.0
2.618 4,519.9
1.618 4,435.9
1.000 4,384.0
0.618 4,351.9
HIGH 4,300.0
0.618 4,267.9
0.500 4,258.0
0.382 4,248.1
LOW 4,216.0
0.618 4,164.1
1.000 4,132.0
1.618 4,080.1
2.618 3,996.1
4.250 3,859.0
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 4,280.0 4,279.0
PP 4,269.0 4,267.0
S1 4,258.0 4,255.0

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

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