ASX SPI 200 Index Future June 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 4,895.0 4,932.0 37.0 0.8% 4,845.0
High 4,927.0 4,944.0 17.0 0.3% 4,936.0
Low 4,854.0 4,907.0 53.0 1.1% 4,842.0
Close 4,926.0 4,923.0 -3.0 -0.1% 4,926.0
Range 73.0 37.0 -36.0 -49.3% 94.0
ATR 44.1 43.5 -0.5 -1.1% 0.0
Volume 29,250 16,148 -13,102 -44.8% 102,154
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,035.7 5,016.3 4,943.4
R3 4,998.7 4,979.3 4,933.2
R2 4,961.7 4,961.7 4,929.8
R1 4,942.3 4,942.3 4,926.4 4,933.5
PP 4,924.7 4,924.7 4,924.7 4,920.3
S1 4,905.3 4,905.3 4,919.6 4,896.5
S2 4,887.7 4,887.7 4,916.2
S3 4,850.7 4,868.3 4,912.8
S4 4,813.7 4,831.3 4,902.7
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,183.3 5,148.7 4,977.7
R3 5,089.3 5,054.7 4,951.9
R2 4,995.3 4,995.3 4,943.2
R1 4,960.7 4,960.7 4,934.6 4,978.0
PP 4,901.3 4,901.3 4,901.3 4,910.0
S1 4,866.7 4,866.7 4,917.4 4,884.0
S2 4,807.3 4,807.3 4,908.8
S3 4,713.3 4,772.7 4,900.2
S4 4,619.3 4,678.7 4,874.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,944.0 4,854.0 90.0 1.8% 38.0 0.8% 77% True False 20,027
10 4,944.0 4,808.0 136.0 2.8% 35.7 0.7% 85% True False 31,053
20 4,944.0 4,700.0 244.0 5.0% 32.9 0.7% 91% True False 18,620
40 4,944.0 4,456.0 488.0 9.9% 30.2 0.6% 96% True False 9,384
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 False
Bear Hook False
Bull Hook True
Stretch 12.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,101.3
2.618 5,040.9
1.618 5,003.9
1.000 4,981.0
0.618 4,966.9
HIGH 4,944.0
0.618 4,929.9
0.500 4,925.5
0.382 4,921.1
LOW 4,907.0
0.618 4,884.1
1.000 4,870.0
1.618 4,847.1
2.618 4,810.1
4.250 4,749.8
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 4,925.5 4,915.0
PP 4,924.7 4,907.0
S1 4,923.8 4,899.0

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

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