ASX SPI 200 Index Future March 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 4,823.0 4,841.0 18.0 0.4% 4,635.0
High 4,842.0 4,844.0 2.0 0.0% 4,787.0
Low 4,804.0 4,806.0 2.0 0.0% 4,635.0
Close 4,819.0 4,819.0 0.0 0.0% 4,775.0
Range 38.0 38.0 0.0 0.0% 152.0
ATR 59.8 58.3 -1.6 -2.6% 0.0
Volume 24,378 33,015 8,637 35.4% 131,731
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 4,937.0 4,916.0 4,839.9
R3 4,899.0 4,878.0 4,829.5
R2 4,861.0 4,861.0 4,826.0
R1 4,840.0 4,840.0 4,822.5 4,831.5
PP 4,823.0 4,823.0 4,823.0 4,818.8
S1 4,802.0 4,802.0 4,815.5 4,793.5
S2 4,785.0 4,785.0 4,812.0
S3 4,747.0 4,764.0 4,808.6
S4 4,709.0 4,726.0 4,798.1
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,188.3 5,133.7 4,858.6
R3 5,036.3 4,981.7 4,816.8
R2 4,884.3 4,884.3 4,802.9
R1 4,829.7 4,829.7 4,788.9 4,857.0
PP 4,732.3 4,732.3 4,732.3 4,746.0
S1 4,677.7 4,677.7 4,761.1 4,705.0
S2 4,580.3 4,580.3 4,747.1
S3 4,428.3 4,525.7 4,733.2
S4 4,276.3 4,373.7 4,691.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,844.0 4,755.0 89.0 1.8% 38.6 0.8% 72% True False 27,480
10 4,844.0 4,580.0 264.0 5.5% 41.5 0.9% 91% True False 27,434
20 4,844.0 4,508.0 336.0 7.0% 47.2 1.0% 93% True False 27,789
40 4,911.0 4,428.0 483.0 10.0% 50.2 1.0% 81% False False 29,382
60 4,946.0 4,428.0 518.0 10.7% 49.3 1.0% 75% False False 27,902
80 4,946.0 4,428.0 518.0 10.7% 43.8 0.9% 75% False False 21,315
100 4,946.0 4,428.0 518.0 10.7% 38.5 0.8% 75% False False 17,061
120 4,946.0 4,428.0 518.0 10.7% 33.2 0.7% 75% False False 14,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.3
Fibonacci Retracements and Extensions
4.250 5,005.5
2.618 4,943.5
1.618 4,905.5
1.000 4,882.0
0.618 4,867.5
HIGH 4,844.0
0.618 4,829.5
0.500 4,825.0
0.382 4,820.5
LOW 4,806.0
0.618 4,782.5
1.000 4,768.0
1.618 4,744.5
2.618 4,706.5
4.250 4,644.5
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 4,825.0 4,818.8
PP 4,823.0 4,818.7
S1 4,821.0 4,818.5

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

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