ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 4,455.0 4,501.0 46.0 1.0% 4,338.0
High 4,486.0 4,534.0 48.0 1.1% 4,486.0
Low 4,451.0 4,458.0 7.0 0.2% 4,334.0
Close 4,482.0 4,471.0 -11.0 -0.2% 4,482.0
Range 35.0 76.0 41.0 117.1% 152.0
ATR 71.7 72.0 0.3 0.4% 0.0
Volume 20,090 35,118 15,028 74.8% 133,438
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,715.7 4,669.3 4,512.8
R3 4,639.7 4,593.3 4,491.9
R2 4,563.7 4,563.7 4,484.9
R1 4,517.3 4,517.3 4,478.0 4,502.5
PP 4,487.7 4,487.7 4,487.7 4,480.3
S1 4,441.3 4,441.3 4,464.0 4,426.5
S2 4,411.7 4,411.7 4,457.1
S3 4,335.7 4,365.3 4,450.1
S4 4,259.7 4,289.3 4,429.2
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,890.0 4,838.0 4,565.6
R3 4,738.0 4,686.0 4,523.8
R2 4,586.0 4,586.0 4,509.9
R1 4,534.0 4,534.0 4,495.9 4,560.0
PP 4,434.0 4,434.0 4,434.0 4,447.0
S1 4,382.0 4,382.0 4,468.1 4,408.0
S2 4,282.0 4,282.0 4,454.1
S3 4,130.0 4,230.0 4,440.2
S4 3,978.0 4,078.0 4,398.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,534.0 4,368.0 166.0 3.7% 52.4 1.2% 62% True False 27,334
10 4,534.0 4,224.0 310.0 6.9% 69.7 1.6% 80% True False 30,610
20 4,534.0 4,210.0 324.0 7.2% 67.3 1.5% 81% True False 29,730
40 4,534.0 3,665.0 869.0 19.4% 57.7 1.3% 93% True False 27,002
60 4,534.0 3,665.0 869.0 19.4% 55.1 1.2% 93% True False 27,877
80 4,534.0 3,665.0 869.0 19.4% 50.0 1.1% 93% True False 20,958
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,857.0
2.618 4,733.0
1.618 4,657.0
1.000 4,610.0
0.618 4,581.0
HIGH 4,534.0
0.618 4,505.0
0.500 4,496.0
0.382 4,487.0
LOW 4,458.0
0.618 4,411.0
1.000 4,382.0
1.618 4,335.0
2.618 4,259.0
4.250 4,135.0
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 4,496.0 4,470.7
PP 4,487.7 4,470.3
S1 4,479.3 4,470.0

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

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