ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 4,216.0 4,266.0 50.0 1.2% 4,232.0
High 4,300.0 4,274.0 -26.0 -0.6% 4,300.0
Low 4,216.0 4,233.0 17.0 0.4% 4,205.0
Close 4,291.0 4,261.0 -30.0 -0.7% 4,261.0
Range 84.0 41.0 -43.0 -51.2% 95.0
ATR 64.1 63.7 -0.4 -0.7% 0.0
Volume 27,950 23,624 -4,326 -15.5% 140,800
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,379.0 4,361.0 4,283.6
R3 4,338.0 4,320.0 4,272.3
R2 4,297.0 4,297.0 4,268.5
R1 4,279.0 4,279.0 4,264.8 4,267.5
PP 4,256.0 4,256.0 4,256.0 4,250.3
S1 4,238.0 4,238.0 4,257.2 4,226.5
S2 4,215.0 4,215.0 4,253.5
S3 4,174.0 4,197.0 4,249.7
S4 4,133.0 4,156.0 4,238.5
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,540.3 4,495.7 4,313.3
R3 4,445.3 4,400.7 4,287.1
R2 4,350.3 4,350.3 4,278.4
R1 4,305.7 4,305.7 4,269.7 4,328.0
PP 4,255.3 4,255.3 4,255.3 4,266.5
S1 4,210.7 4,210.7 4,252.3 4,233.0
S2 4,160.3 4,160.3 4,243.6
S3 4,065.3 4,115.7 4,234.9
S4 3,970.3 4,020.7 4,208.8
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 4,205.0 95.0 2.2% 59.0 1.4% 59% False False 28,160
10 4,300.0 4,086.0 214.0 5.0% 55.5 1.3% 82% False False 26,467
20 4,300.0 3,692.0 608.0 14.3% 52.3 1.2% 94% False False 25,724
40 4,300.0 3,665.0 635.0 14.9% 50.0 1.2% 94% False False 29,401
60 4,300.0 3,665.0 635.0 14.9% 46.4 1.1% 94% False False 19,952
80 4,300.0 3,638.0 662.0 15.5% 41.6 1.0% 94% False False 14,992
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,448.3
2.618 4,381.3
1.618 4,340.3
1.000 4,315.0
0.618 4,299.3
HIGH 4,274.0
0.618 4,258.3
0.500 4,253.5
0.382 4,248.7
LOW 4,233.0
0.618 4,207.7
1.000 4,192.0
1.618 4,166.7
2.618 4,125.7
4.250 4,058.8
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 4,258.5 4,259.0
PP 4,256.0 4,257.0
S1 4,253.5 4,255.0

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

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