ASX SPI 200 Index Future June 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 4,932.0 4,945.0 13.0 0.3% 4,845.0
High 4,944.0 4,947.0 3.0 0.1% 4,936.0
Low 4,907.0 4,919.0 12.0 0.2% 4,842.0
Close 4,923.0 4,925.0 2.0 0.0% 4,926.0
Range 37.0 28.0 -9.0 -24.3% 94.0
ATR 43.5 42.4 -1.1 -2.6% 0.0
Volume 16,148 16,356 208 1.3% 102,154
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,014.3 4,997.7 4,940.4
R3 4,986.3 4,969.7 4,932.7
R2 4,958.3 4,958.3 4,930.1
R1 4,941.7 4,941.7 4,927.6 4,936.0
PP 4,930.3 4,930.3 4,930.3 4,927.5
S1 4,913.7 4,913.7 4,922.4 4,908.0
S2 4,902.3 4,902.3 4,919.9
S3 4,874.3 4,885.7 4,917.3
S4 4,846.3 4,857.7 4,909.6
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 4,947.0 4,854.0 93.0 1.9% 38.4 0.8% 76% True False 19,814
10 4,947.0 4,842.0 105.0 2.1% 35.8 0.7% 79% True False 24,653
20 4,947.0 4,738.0 209.0 4.2% 33.2 0.7% 89% True False 19,426
40 4,947.0 4,456.0 491.0 10.0% 30.5 0.6% 96% True False 9,793
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 False
Stretch 11.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,066.0
2.618 5,020.3
1.618 4,992.3
1.000 4,975.0
0.618 4,964.3
HIGH 4,947.0
0.618 4,936.3
0.500 4,933.0
0.382 4,929.7
LOW 4,919.0
0.618 4,901.7
1.000 4,891.0
1.618 4,873.7
2.618 4,845.7
4.250 4,800.0
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 4,933.0 4,916.8
PP 4,930.3 4,908.7
S1 4,927.7 4,900.5

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

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