ASX SPI 200 Index Future March 2010


Trading Metrics calculated at close of trading on 18-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 18-Jan-2010 Change Change % Previous Week
Open 4,895.0 4,845.0 -50.0 -1.0% 4,934.0
High 4,898.0 4,899.0 1.0 0.0% 4,946.0
Low 4,839.0 4,842.0 3.0 0.1% 4,837.0
Close 4,870.0 4,881.0 11.0 0.2% 4,870.0
Range 59.0 57.0 -2.0 -3.4% 109.0
ATR 54.2 54.4 0.2 0.4% 0.0
Volume 28,253 23,843 -4,410 -15.6% 102,984
Daily Pivots for day following 18-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,045.0 5,020.0 4,912.4
R3 4,988.0 4,963.0 4,896.7
R2 4,931.0 4,931.0 4,891.5
R1 4,906.0 4,906.0 4,886.2 4,918.5
PP 4,874.0 4,874.0 4,874.0 4,880.3
S1 4,849.0 4,849.0 4,875.8 4,861.5
S2 4,817.0 4,817.0 4,870.6
S3 4,760.0 4,792.0 4,865.3
S4 4,703.0 4,735.0 4,849.7
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,211.3 5,149.7 4,930.0
R3 5,102.3 5,040.7 4,900.0
R2 4,993.3 4,993.3 4,890.0
R1 4,931.7 4,931.7 4,880.0 4,908.0
PP 4,884.3 4,884.3 4,884.3 4,872.5
S1 4,822.7 4,822.7 4,860.0 4,799.0
S2 4,775.3 4,775.3 4,850.0
S3 4,666.3 4,713.7 4,840.0
S4 4,557.3 4,604.7 4,810.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,935.0 4,837.0 98.0 2.0% 46.0 0.9% 45% False False 22,525
10 4,946.0 4,837.0 109.0 2.2% 41.4 0.8% 40% False False 20,138
20 4,946.0 4,589.0 357.0 7.3% 47.3 1.0% 82% False False 19,145
40 4,946.0 4,567.0 379.0 7.8% 38.8 0.8% 83% False False 15,015
60 4,946.0 4,506.0 440.0 9.0% 32.4 0.7% 85% False False 10,022
80 4,946.0 4,506.0 440.0 9.0% 26.5 0.5% 85% False False 7,524
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 6.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,141.3
2.618 5,048.2
1.618 4,991.2
1.000 4,956.0
0.618 4,934.2
HIGH 4,899.0
0.618 4,877.2
0.500 4,870.5
0.382 4,863.8
LOW 4,842.0
0.618 4,806.8
1.000 4,785.0
1.618 4,749.8
2.618 4,692.8
4.250 4,599.8
Fisher Pivots for day following 18-Jan-2010
Pivot 1 day 3 day
R1 4,877.5 4,878.3
PP 4,874.0 4,875.7
S1 4,870.5 4,873.0

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

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