ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 07-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 07-Sep-2009 Change Change % Previous Week
Open 4,448.0 4,473.0 25.0 0.6% 4,501.0
High 4,473.0 4,479.0 6.0 0.1% 4,534.0
Low 4,413.0 4,442.0 29.0 0.7% 4,404.0
Close 4,427.0 4,468.0 41.0 0.9% 4,427.0
Range 60.0 37.0 -23.0 -38.3% 130.0
ATR 71.2 69.8 -1.4 -1.9% 0.0
Volume 25,729 20,204 -5,525 -21.5% 164,423
Daily Pivots for day following 07-Sep-2009
Classic Woodie Camarilla DeMark
R4 4,574.0 4,558.0 4,488.4
R3 4,537.0 4,521.0 4,478.2
R2 4,500.0 4,500.0 4,474.8
R1 4,484.0 4,484.0 4,471.4 4,473.5
PP 4,463.0 4,463.0 4,463.0 4,457.8
S1 4,447.0 4,447.0 4,464.6 4,436.5
S2 4,426.0 4,426.0 4,461.2
S3 4,389.0 4,410.0 4,457.8
S4 4,352.0 4,373.0 4,447.7
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 4,845.0 4,766.0 4,498.5
R3 4,715.0 4,636.0 4,462.8
R2 4,585.0 4,585.0 4,450.8
R1 4,506.0 4,506.0 4,438.9 4,480.5
PP 4,455.0 4,455.0 4,455.0 4,442.3
S1 4,376.0 4,376.0 4,415.1 4,350.5
S2 4,325.0 4,325.0 4,403.2
S3 4,195.0 4,246.0 4,391.3
S4 4,065.0 4,116.0 4,355.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,526.0 4,404.0 122.0 2.7% 49.2 1.1% 52% False False 29,901
10 4,534.0 4,368.0 166.0 3.7% 50.8 1.1% 60% False False 28,618
20 4,534.0 4,224.0 310.0 6.9% 64.5 1.4% 79% False False 30,282
40 4,534.0 3,770.0 764.0 17.1% 57.9 1.3% 91% False False 27,970
60 4,534.0 3,665.0 869.0 19.4% 54.9 1.2% 92% False False 28,684
80 4,534.0 3,665.0 869.0 19.4% 51.3 1.1% 92% False False 22,820
100 4,534.0 3,638.0 896.0 20.1% 46.6 1.0% 93% False False 18,278
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,636.3
2.618 4,575.9
1.618 4,538.9
1.000 4,516.0
0.618 4,501.9
HIGH 4,479.0
0.618 4,464.9
0.500 4,460.5
0.382 4,456.1
LOW 4,442.0
0.618 4,419.1
1.000 4,405.0
1.618 4,382.1
2.618 4,345.1
4.250 4,284.8
Fisher Pivots for day following 07-Sep-2009
Pivot 1 day 3 day
R1 4,465.5 4,459.2
PP 4,463.0 4,450.3
S1 4,460.5 4,441.5

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

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