ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 4,735.0 4,745.0 10.0 0.2% 4,691.0
High 4,779.0 4,777.0 -2.0 0.0% 4,749.0
Low 4,732.0 4,739.0 7.0 0.1% 4,649.0
Close 4,758.0 4,746.0 -12.0 -0.3% 4,725.0
Range 47.0 38.0 -9.0 -19.1% 100.0
ATR 62.2 60.5 -1.7 -2.8% 0.0
Volume 23,513 26,561 3,048 13.0% 112,125
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 4,868.0 4,845.0 4,766.9
R3 4,830.0 4,807.0 4,756.5
R2 4,792.0 4,792.0 4,753.0
R1 4,769.0 4,769.0 4,749.5 4,780.5
PP 4,754.0 4,754.0 4,754.0 4,759.8
S1 4,731.0 4,731.0 4,742.5 4,742.5
S2 4,716.0 4,716.0 4,739.0
S3 4,678.0 4,693.0 4,735.6
S4 4,640.0 4,655.0 4,725.1
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,007.7 4,966.3 4,780.0
R3 4,907.7 4,866.3 4,752.5
R2 4,807.7 4,807.7 4,743.3
R1 4,766.3 4,766.3 4,734.2 4,787.0
PP 4,707.7 4,707.7 4,707.7 4,718.0
S1 4,666.3 4,666.3 4,715.8 4,687.0
S2 4,607.7 4,607.7 4,706.7
S3 4,507.7 4,566.3 4,697.5
S4 4,407.7 4,466.3 4,670.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,779.0 4,649.0 130.0 2.7% 52.2 1.1% 75% False False 25,986
10 4,779.0 4,649.0 130.0 2.7% 47.3 1.0% 75% False False 25,411
20 4,779.0 4,418.0 361.0 7.6% 48.8 1.0% 91% False False 23,771
40 4,779.0 4,254.0 525.0 11.1% 42.2 0.9% 94% False False 11,961
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 11.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,938.5
2.618 4,876.5
1.618 4,838.5
1.000 4,815.0
0.618 4,800.5
HIGH 4,777.0
0.618 4,762.5
0.500 4,758.0
0.382 4,753.5
LOW 4,739.0
0.618 4,715.5
1.000 4,701.0
1.618 4,677.5
2.618 4,639.5
4.250 4,577.5
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 4,758.0 4,736.0
PP 4,754.0 4,726.0
S1 4,750.0 4,716.0

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

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