ASX SPI 200 Index Future March 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 4,582.0 4,509.0 -73.0 -1.6% 4,620.0
High 4,592.0 4,555.0 -37.0 -0.8% 4,698.0
Low 4,527.0 4,493.0 -34.0 -0.8% 4,527.0
Close 4,545.0 4,508.0 -37.0 -0.8% 4,545.0
Range 65.0 62.0 -3.0 -4.6% 171.0
ATR 67.9 67.4 -0.4 -0.6% 0.0
Volume 39,597 36,047 -3,550 -9.0% 145,778
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 4,704.7 4,668.3 4,542.1
R3 4,642.7 4,606.3 4,525.1
R2 4,580.7 4,580.7 4,519.4
R1 4,544.3 4,544.3 4,513.7 4,531.5
PP 4,518.7 4,518.7 4,518.7 4,512.3
S1 4,482.3 4,482.3 4,502.3 4,469.5
S2 4,456.7 4,456.7 4,496.6
S3 4,394.7 4,420.3 4,491.0
S4 4,332.7 4,358.3 4,473.9
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,103.0 4,995.0 4,639.1
R3 4,932.0 4,824.0 4,592.0
R2 4,761.0 4,761.0 4,576.4
R1 4,653.0 4,653.0 4,560.7 4,621.5
PP 4,590.0 4,590.0 4,590.0 4,574.3
S1 4,482.0 4,482.0 4,529.3 4,450.5
S2 4,419.0 4,419.0 4,513.7
S3 4,248.0 4,311.0 4,498.0
S4 4,077.0 4,140.0 4,451.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,698.0 4,493.0 205.0 4.5% 60.6 1.3% 7% False True 36,365
10 4,911.0 4,493.0 418.0 9.3% 58.6 1.3% 4% False True 34,547
20 4,946.0 4,493.0 453.0 10.0% 48.8 1.1% 3% False True 26,924
40 4,946.0 4,493.0 453.0 10.0% 49.8 1.1% 3% False True 23,041
60 4,946.0 4,493.0 453.0 10.0% 38.2 0.8% 3% False True 15,378
80 4,946.0 4,493.0 453.0 10.0% 32.9 0.7% 3% False True 11,544
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 12.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,818.5
2.618 4,717.3
1.618 4,655.3
1.000 4,617.0
0.618 4,593.3
HIGH 4,555.0
0.618 4,531.3
0.500 4,524.0
0.382 4,516.7
LOW 4,493.0
0.618 4,454.7
1.000 4,431.0
1.618 4,392.7
2.618 4,330.7
4.250 4,229.5
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 4,524.0 4,571.0
PP 4,518.7 4,550.0
S1 4,513.3 4,529.0

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

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