ASX SPI 200 Index Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 4,859.0 4,862.0 3.0 0.1% 4,839.0
High 4,885.0 4,884.0 -1.0 0.0% 4,885.0
Low 4,850.0 4,852.0 2.0 0.0% 4,821.0
Close 4,878.0 4,876.0 -2.0 0.0% 4,878.0
Range 35.0 32.0 -3.0 -8.6% 64.0
ATR 57.4 55.6 -1.8 -3.2% 0.0
Volume 10,855 15,475 4,620 42.6% 37,654
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 4,966.7 4,953.3 4,893.6
R3 4,934.7 4,921.3 4,884.8
R2 4,902.7 4,902.7 4,881.9
R1 4,889.3 4,889.3 4,878.9 4,896.0
PP 4,870.7 4,870.7 4,870.7 4,874.0
S1 4,857.3 4,857.3 4,873.1 4,864.0
S2 4,838.7 4,838.7 4,870.1
S3 4,806.7 4,825.3 4,867.2
S4 4,774.7 4,793.3 4,858.4
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,053.3 5,029.7 4,913.2
R3 4,989.3 4,965.7 4,895.6
R2 4,925.3 4,925.3 4,889.7
R1 4,901.7 4,901.7 4,883.9 4,913.5
PP 4,861.3 4,861.3 4,861.3 4,867.3
S1 4,837.7 4,837.7 4,872.1 4,849.5
S2 4,797.3 4,797.3 4,866.3
S3 4,733.3 4,773.7 4,860.4
S4 4,669.3 4,709.7 4,842.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,885.0 4,749.0 136.0 2.8% 42.4 0.9% 93% False False 12,810
10 4,885.0 4,589.0 296.0 6.1% 53.1 1.1% 97% False False 18,153
20 4,885.0 4,582.0 303.0 6.2% 50.4 1.0% 97% False False 19,910
40 4,885.0 4,506.0 379.0 7.8% 33.8 0.7% 98% False False 9,991
60 4,885.0 4,506.0 379.0 7.8% 27.8 0.6% 98% False False 6,675
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.3
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5,020.0
2.618 4,967.8
1.618 4,935.8
1.000 4,916.0
0.618 4,903.8
HIGH 4,884.0
0.618 4,871.8
0.500 4,868.0
0.382 4,864.2
LOW 4,852.0
0.618 4,832.2
1.000 4,820.0
1.618 4,800.2
2.618 4,768.2
4.250 4,716.0
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 4,873.3 4,869.3
PP 4,870.7 4,862.7
S1 4,868.0 4,856.0

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

View Archives - Comment on this page... - Back to Index of Symbols