ASX SPI 200 Index Future March 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 4,841.0 4,834.0 -7.0 -0.1% 4,836.0
High 4,844.0 4,838.0 -6.0 -0.1% 4,844.0
Low 4,806.0 4,813.0 7.0 0.1% 4,793.0
Close 4,819.0 4,819.0 0.0 0.0% 4,819.0
Range 38.0 25.0 -13.0 -34.2% 51.0
ATR 58.3 55.9 -2.4 -4.1% 0.0
Volume 33,015 19,899 -13,116 -39.7% 134,957
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 4,898.3 4,883.7 4,832.8
R3 4,873.3 4,858.7 4,825.9
R2 4,848.3 4,848.3 4,823.6
R1 4,833.7 4,833.7 4,821.3 4,828.5
PP 4,823.3 4,823.3 4,823.3 4,820.8
S1 4,808.7 4,808.7 4,816.7 4,803.5
S2 4,798.3 4,798.3 4,814.4
S3 4,773.3 4,783.7 4,812.1
S4 4,748.3 4,758.7 4,805.3
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 4,971.7 4,946.3 4,847.1
R3 4,920.7 4,895.3 4,833.0
R2 4,869.7 4,869.7 4,828.4
R1 4,844.3 4,844.3 4,823.7 4,831.5
PP 4,818.7 4,818.7 4,818.7 4,812.3
S1 4,793.3 4,793.3 4,814.3 4,780.5
S2 4,767.7 4,767.7 4,809.7
S3 4,716.7 4,742.3 4,805.0
S4 4,665.7 4,691.3 4,791.0
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 4,793.0 51.0 1.1% 37.2 0.8% 51% False False 26,991
10 4,844.0 4,635.0 209.0 4.3% 39.6 0.8% 88% False False 26,668
20 4,844.0 4,509.0 335.0 7.0% 45.6 0.9% 93% False False 27,455
40 4,911.0 4,428.0 483.0 10.0% 50.1 1.0% 81% False False 29,409
60 4,946.0 4,428.0 518.0 10.7% 48.6 1.0% 75% False False 27,314
80 4,946.0 4,428.0 518.0 10.7% 44.1 0.9% 75% False False 21,561
100 4,946.0 4,428.0 518.0 10.7% 38.5 0.8% 75% False False 17,258
120 4,946.0 4,428.0 518.0 10.7% 33.4 0.7% 75% False False 14,385
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.8
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 4,944.3
2.618 4,903.5
1.618 4,878.5
1.000 4,863.0
0.618 4,853.5
HIGH 4,838.0
0.618 4,828.5
0.500 4,825.5
0.382 4,822.6
LOW 4,813.0
0.618 4,797.6
1.000 4,788.0
1.618 4,772.6
2.618 4,747.6
4.250 4,706.8
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 4,825.5 4,824.0
PP 4,823.3 4,822.3
S1 4,821.2 4,820.7

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

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