ASX SPI 200 Index Future March 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 4,605.0 4,635.0 30.0 0.7% 4,672.0
High 4,624.0 4,690.0 66.0 1.4% 4,718.0
Low 4,580.0 4,635.0 55.0 1.2% 4,573.0
Close 4,603.0 4,689.0 86.0 1.9% 4,603.0
Range 44.0 55.0 11.0 25.0% 145.0
ATR 68.7 70.0 1.3 1.9% 0.0
Volume 27,555 28,437 882 3.2% 149,584
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 4,836.3 4,817.7 4,719.3
R3 4,781.3 4,762.7 4,704.1
R2 4,726.3 4,726.3 4,699.1
R1 4,707.7 4,707.7 4,694.0 4,717.0
PP 4,671.3 4,671.3 4,671.3 4,676.0
S1 4,652.7 4,652.7 4,684.0 4,662.0
S2 4,616.3 4,616.3 4,678.9
S3 4,561.3 4,597.7 4,673.9
S4 4,506.3 4,542.7 4,658.8
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5,066.3 4,979.7 4,682.8
R3 4,921.3 4,834.7 4,642.9
R2 4,776.3 4,776.3 4,629.6
R1 4,689.7 4,689.7 4,616.3 4,660.5
PP 4,631.3 4,631.3 4,631.3 4,616.8
S1 4,544.7 4,544.7 4,589.7 4,515.5
S2 4,486.3 4,486.3 4,576.4
S3 4,341.3 4,399.7 4,563.1
S4 4,196.3 4,254.7 4,523.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,718.0 4,573.0 145.0 3.1% 57.2 1.2% 80% False False 30,344
10 4,718.0 4,532.0 186.0 4.0% 53.8 1.1% 84% False False 29,340
20 4,718.0 4,428.0 290.0 6.2% 50.8 1.1% 90% False False 28,219
40 4,946.0 4,428.0 518.0 11.0% 49.8 1.1% 50% False False 27,571
60 4,946.0 4,428.0 518.0 11.0% 50.2 1.1% 50% False False 24,767
80 4,946.0 4,428.0 518.0 11.0% 41.4 0.9% 50% False False 18,588
100 4,946.0 4,428.0 518.0 11.0% 36.5 0.8% 50% False False 14,879
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 7.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,923.8
2.618 4,834.0
1.618 4,779.0
1.000 4,745.0
0.618 4,724.0
HIGH 4,690.0
0.618 4,669.0
0.500 4,662.5
0.382 4,656.0
LOW 4,635.0
0.618 4,601.0
1.000 4,580.0
1.618 4,546.0
2.618 4,491.0
4.250 4,401.3
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 4,680.2 4,669.8
PP 4,671.3 4,650.7
S1 4,662.5 4,631.5

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

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