ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 4,630.0 4,593.0 -37.0 -0.8% 4,681.0
High 4,635.0 4,628.0 -7.0 -0.2% 4,779.0
Low 4,605.0 4,574.0 -31.0 -0.7% 4,605.0
Close 4,608.0 4,582.0 -26.0 -0.6% 4,608.0
Range 30.0 54.0 24.0 80.0% 174.0
ATR 64.7 63.9 -0.8 -1.2% 0.0
Volume 28,936 15,338 -13,598 -47.0% 129,200
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 4,756.7 4,723.3 4,611.7
R3 4,702.7 4,669.3 4,596.9
R2 4,648.7 4,648.7 4,591.9
R1 4,615.3 4,615.3 4,587.0 4,605.0
PP 4,594.7 4,594.7 4,594.7 4,589.5
S1 4,561.3 4,561.3 4,577.1 4,551.0
S2 4,540.7 4,540.7 4,572.1
S3 4,486.7 4,507.3 4,567.2
S4 4,432.7 4,453.3 4,552.3
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,186.0 5,071.0 4,703.7
R3 5,012.0 4,897.0 4,655.9
R2 4,838.0 4,838.0 4,639.9
R1 4,723.0 4,723.0 4,624.0 4,693.5
PP 4,664.0 4,664.0 4,664.0 4,649.3
S1 4,549.0 4,549.0 4,592.1 4,519.5
S2 4,490.0 4,490.0 4,576.1
S3 4,316.0 4,375.0 4,560.2
S4 4,142.0 4,201.0 4,512.3
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 4,574.0 205.0 4.5% 46.8 1.0% 4% False True 24,629
10 4,779.0 4,574.0 205.0 4.5% 47.7 1.0% 4% False True 24,273
20 4,779.0 4,489.0 290.0 6.3% 50.4 1.1% 32% False False 27,388
40 4,779.0 4,260.0 519.0 11.3% 45.0 1.0% 62% False False 13,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,857.5
2.618 4,769.4
1.618 4,715.4
1.000 4,682.0
0.618 4,661.4
HIGH 4,628.0
0.618 4,607.4
0.500 4,601.0
0.382 4,594.6
LOW 4,574.0
0.618 4,540.6
1.000 4,520.0
1.618 4,486.6
2.618 4,432.6
4.250 4,344.5
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 4,601.0 4,671.0
PP 4,594.7 4,641.3
S1 4,588.3 4,611.7

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

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