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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols