ASX SPI 200 Index Future June 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 4,855.0 4,860.0 5.0 0.1% 4,850.0
High 4,862.0 4,863.0 1.0 0.0% 4,865.0
Low 4,838.0 4,808.0 -30.0 -0.6% 4,817.0
Close 4,843.0 4,815.0 -28.0 -0.6% 4,843.0
Range 24.0 55.0 31.0 129.2% 48.0
ATR 43.7 44.5 0.8 1.9% 0.0
Volume 5,115 48,174 43,059 841.8% 12,236
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 4,993.7 4,959.3 4,845.3
R3 4,938.7 4,904.3 4,830.1
R2 4,883.7 4,883.7 4,825.1
R1 4,849.3 4,849.3 4,820.0 4,839.0
PP 4,828.7 4,828.7 4,828.7 4,823.5
S1 4,794.3 4,794.3 4,810.0 4,784.0
S2 4,773.7 4,773.7 4,804.9
S3 4,718.7 4,739.3 4,799.9
S4 4,663.7 4,684.3 4,784.8
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 4,985.7 4,962.3 4,869.4
R3 4,937.7 4,914.3 4,856.2
R2 4,889.7 4,889.7 4,851.8
R1 4,866.3 4,866.3 4,847.4 4,854.0
PP 4,841.7 4,841.7 4,841.7 4,835.5
S1 4,818.3 4,818.3 4,838.6 4,806.0
S2 4,793.7 4,793.7 4,834.2
S3 4,745.7 4,770.3 4,829.8
S4 4,697.7 4,722.3 4,816.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,865.0 4,808.0 57.0 1.2% 33.0 0.7% 12% False True 11,881
10 4,865.0 4,700.0 165.0 3.4% 30.0 0.6% 70% False False 6,187
20 4,865.0 4,561.0 304.0 6.3% 27.7 0.6% 84% False False 3,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.7
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5,096.8
2.618 5,007.0
1.618 4,952.0
1.000 4,918.0
0.618 4,897.0
HIGH 4,863.0
0.618 4,842.0
0.500 4,835.5
0.382 4,829.0
LOW 4,808.0
0.618 4,774.0
1.000 4,753.0
1.618 4,719.0
2.618 4,664.0
4.250 4,574.3
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 4,835.5 4,836.5
PP 4,828.7 4,829.3
S1 4,821.8 4,822.2

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

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