ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 4,390.0 4,345.0 -45.0 -1.0% 4,391.0
High 4,399.0 4,348.0 -51.0 -1.2% 4,417.0
Low 4,319.0 4,224.0 -95.0 -2.2% 4,224.0
Close 4,320.0 4,250.0 -70.0 -1.6% 4,250.0
Range 80.0 124.0 44.0 55.0% 193.0
ATR 68.6 72.6 4.0 5.8% 0.0
Volume 34,415 42,741 8,326 24.2% 166,336
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,646.0 4,572.0 4,318.2
R3 4,522.0 4,448.0 4,284.1
R2 4,398.0 4,398.0 4,272.7
R1 4,324.0 4,324.0 4,261.4 4,299.0
PP 4,274.0 4,274.0 4,274.0 4,261.5
S1 4,200.0 4,200.0 4,238.6 4,175.0
S2 4,150.0 4,150.0 4,227.3
S3 4,026.0 4,076.0 4,215.9
S4 3,902.0 3,952.0 4,181.8
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,876.0 4,756.0 4,356.2
R3 4,683.0 4,563.0 4,303.1
R2 4,490.0 4,490.0 4,285.4
R1 4,370.0 4,370.0 4,267.7 4,333.5
PP 4,297.0 4,297.0 4,297.0 4,278.8
S1 4,177.0 4,177.0 4,232.3 4,140.5
S2 4,104.0 4,104.0 4,214.6
S3 3,911.0 3,984.0 4,196.9
S4 3,718.0 3,791.0 4,143.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,417.0 4,224.0 193.0 4.5% 81.2 1.9% 13% False True 33,267
10 4,474.0 4,224.0 250.0 5.9% 73.8 1.7% 10% False True 31,041
20 4,474.0 4,086.0 388.0 9.1% 64.7 1.5% 42% False False 28,754
40 4,474.0 3,665.0 809.0 19.0% 55.2 1.3% 72% False False 26,829
60 4,474.0 3,665.0 809.0 19.0% 54.5 1.3% 72% False False 25,100
80 4,474.0 3,665.0 809.0 19.0% 47.7 1.1% 72% False False 18,866
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 15.1
Widest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 4,875.0
2.618 4,672.6
1.618 4,548.6
1.000 4,472.0
0.618 4,424.6
HIGH 4,348.0
0.618 4,300.6
0.500 4,286.0
0.382 4,271.4
LOW 4,224.0
0.618 4,147.4
1.000 4,100.0
1.618 4,023.4
2.618 3,899.4
4.250 3,697.0
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 4,286.0 4,316.0
PP 4,274.0 4,294.0
S1 4,262.0 4,272.0

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

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