ASX SPI 200 Index Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 4,862.0 4,939.0 77.0 1.6% 4,839.0
High 4,884.0 4,939.0 55.0 1.1% 4,885.0
Low 4,852.0 4,904.0 52.0 1.1% 4,821.0
Close 4,876.0 4,927.0 51.0 1.0% 4,878.0
Range 32.0 35.0 3.0 9.4% 64.0
ATR 55.6 56.1 0.5 1.0% 0.0
Volume 15,475 25,702 10,227 66.1% 37,654
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,028.3 5,012.7 4,946.3
R3 4,993.3 4,977.7 4,936.6
R2 4,958.3 4,958.3 4,933.4
R1 4,942.7 4,942.7 4,930.2 4,933.0
PP 4,923.3 4,923.3 4,923.3 4,918.5
S1 4,907.7 4,907.7 4,923.8 4,898.0
S2 4,888.3 4,888.3 4,920.6
S3 4,853.3 4,872.7 4,917.4
S4 4,818.3 4,837.7 4,907.8
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 4,939.0 4,821.0 118.0 2.4% 36.4 0.7% 90% True False 15,766
10 4,939.0 4,589.0 350.0 7.1% 48.4 1.0% 97% True False 16,732
20 4,939.0 4,582.0 357.0 7.2% 50.9 1.0% 97% True False 21,193
40 4,939.0 4,567.0 372.0 7.6% 34.6 0.7% 97% True False 10,634
60 4,939.0 4,506.0 433.0 8.8% 28.3 0.6% 97% True False 7,103
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 11.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,087.8
2.618 5,030.6
1.618 4,995.6
1.000 4,974.0
0.618 4,960.6
HIGH 4,939.0
0.618 4,925.6
0.500 4,921.5
0.382 4,917.4
LOW 4,904.0
0.618 4,882.4
1.000 4,869.0
1.618 4,847.4
2.618 4,812.4
4.250 4,755.3
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 4,925.2 4,916.2
PP 4,923.3 4,905.3
S1 4,921.5 4,894.5

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

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