ASX SPI 200 Index Future March 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 4,835.0 4,802.0 -33.0 -0.7% 4,836.0
High 4,839.0 4,809.0 -30.0 -0.6% 4,844.0
Low 4,782.0 4,782.0 0.0 0.0% 4,793.0
Close 4,790.0 4,804.0 14.0 0.3% 4,819.0
Range 57.0 27.0 -30.0 -52.6% 51.0
ATR 56.0 53.9 -2.1 -3.7% 0.0
Volume 74,275 95,508 21,233 28.6% 134,957
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 4,879.3 4,868.7 4,818.9
R3 4,852.3 4,841.7 4,811.4
R2 4,825.3 4,825.3 4,809.0
R1 4,814.7 4,814.7 4,806.5 4,820.0
PP 4,798.3 4,798.3 4,798.3 4,801.0
S1 4,787.7 4,787.7 4,801.5 4,793.0
S2 4,771.3 4,771.3 4,799.1
S3 4,744.3 4,760.7 4,796.6
S4 4,717.3 4,733.7 4,789.2
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 4,782.0 62.0 1.3% 37.0 0.8% 35% False True 49,415
10 4,844.0 4,714.0 130.0 2.7% 37.9 0.8% 69% False False 38,303
20 4,844.0 4,573.0 271.0 5.6% 46.1 1.0% 85% False False 33,851
40 4,911.0 4,428.0 483.0 10.1% 49.3 1.0% 78% False False 32,351
60 4,946.0 4,428.0 518.0 10.8% 48.6 1.0% 73% False False 27,949
80 4,946.0 4,428.0 518.0 10.8% 44.0 0.9% 73% False False 23,683
100 4,946.0 4,428.0 518.0 10.8% 39.1 0.8% 73% False False 18,953
120 4,946.0 4,428.0 518.0 10.8% 34.1 0.7% 73% False False 15,800
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 True
Bear Hook False
Bull Hook False
Stretch 8.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,923.8
2.618 4,879.7
1.618 4,852.7
1.000 4,836.0
0.618 4,825.7
HIGH 4,809.0
0.618 4,798.7
0.500 4,795.5
0.382 4,792.3
LOW 4,782.0
0.618 4,765.3
1.000 4,755.0
1.618 4,738.3
2.618 4,711.3
4.250 4,667.3
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 4,801.2 4,810.5
PP 4,798.3 4,808.3
S1 4,795.5 4,806.2

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

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