ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 4,710.0 4,691.0 -19.0 -0.4% 4,603.0
High 4,713.0 4,715.0 2.0 0.0% 4,766.0
Low 4,668.0 4,675.0 7.0 0.1% 4,533.0
Close 4,682.0 4,694.0 12.0 0.3% 4,682.0
Range 45.0 40.0 -5.0 -11.1% 233.0
ATR 60.5 59.1 -1.5 -2.4% 0.0
Volume 33,705 13,926 -19,779 -58.7% 270,459
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 4,814.7 4,794.3 4,716.0
R3 4,774.7 4,754.3 4,705.0
R2 4,734.7 4,734.7 4,701.3
R1 4,714.3 4,714.3 4,697.7 4,724.5
PP 4,694.7 4,694.7 4,694.7 4,699.8
S1 4,674.3 4,674.3 4,690.3 4,684.5
S2 4,654.7 4,654.7 4,686.7
S3 4,614.7 4,634.3 4,683.0
S4 4,574.7 4,594.3 4,672.0
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,359.3 5,253.7 4,810.2
R3 5,126.3 5,020.7 4,746.1
R2 4,893.3 4,893.3 4,724.7
R1 4,787.7 4,787.7 4,703.4 4,840.5
PP 4,660.3 4,660.3 4,660.3 4,686.8
S1 4,554.7 4,554.7 4,660.6 4,607.5
S2 4,427.3 4,427.3 4,639.3
S3 4,194.3 4,321.7 4,617.9
S4 3,961.3 4,088.7 4,553.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,766.0 4,540.0 226.0 4.8% 58.6 1.2% 68% False False 45,051
10 4,766.0 4,489.0 277.0 5.9% 53.1 1.1% 74% False False 30,503
20 4,766.0 4,388.0 378.0 8.1% 45.3 1.0% 81% False False 15,350
40 4,766.0 4,130.0 636.0 13.5% 35.1 0.7% 89% False False 7,729
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.9
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,885.0
2.618 4,819.7
1.618 4,779.7
1.000 4,755.0
0.618 4,739.7
HIGH 4,715.0
0.618 4,699.7
0.500 4,695.0
0.382 4,690.3
LOW 4,675.0
0.618 4,650.3
1.000 4,635.0
1.618 4,610.3
2.618 4,570.3
4.250 4,505.0
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 4,695.0 4,717.0
PP 4,694.7 4,709.3
S1 4,694.3 4,701.7

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

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