ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 3,712.0 3,695.0 -17.0 -0.5% 3,777.0
High 3,715.0 3,726.0 11.0 0.3% 3,811.0
Low 3,639.0 3,671.0 32.0 0.9% 3,639.0
Close 3,690.0 3,699.0 9.0 0.2% 3,699.0
Range 76.0 55.0 -21.0 -27.6% 172.0
ATR 135.5 129.8 -5.8 -4.2% 0.0
Volume 20,801 13,854 -6,947 -33.4% 94,718
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,863.7 3,836.3 3,729.3
R3 3,808.7 3,781.3 3,714.1
R2 3,753.7 3,753.7 3,709.1
R1 3,726.3 3,726.3 3,704.0 3,740.0
PP 3,698.7 3,698.7 3,698.7 3,705.5
S1 3,671.3 3,671.3 3,694.0 3,685.0
S2 3,643.7 3,643.7 3,688.9
S3 3,588.7 3,616.3 3,683.9
S4 3,533.7 3,561.3 3,668.8
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,232.3 4,137.7 3,793.6
R3 4,060.3 3,965.7 3,746.3
R2 3,888.3 3,888.3 3,730.5
R1 3,793.7 3,793.7 3,714.8 3,755.0
PP 3,716.3 3,716.3 3,716.3 3,697.0
S1 3,621.7 3,621.7 3,683.2 3,583.0
S2 3,544.3 3,544.3 3,667.5
S3 3,372.3 3,449.7 3,651.7
S4 3,200.3 3,277.7 3,604.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,811.0 3,639.0 172.0 4.6% 81.0 2.2% 35% False False 18,943
10 4,002.0 3,490.0 512.0 13.8% 126.3 3.4% 41% False False 16,006
20 4,002.0 3,443.0 559.0 15.1% 124.7 3.4% 46% False False 27,156
40 4,002.0 3,229.0 773.0 20.9% 94.5 2.6% 61% False False 14,285
60 4,326.0 3,229.0 1,097.0 29.7% 71.5 1.9% 43% False False 10,999
80 5,073.0 3,229.0 1,844.0 49.9% 64.6 1.7% 25% False False 8,268
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.6
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 3,959.8
2.618 3,870.0
1.618 3,815.0
1.000 3,781.0
0.618 3,760.0
HIGH 3,726.0
0.618 3,705.0
0.500 3,698.5
0.382 3,692.0
LOW 3,671.0
0.618 3,637.0
1.000 3,616.0
1.618 3,582.0
2.618 3,527.0
4.250 3,437.3
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 3,698.8 3,725.0
PP 3,698.7 3,716.3
S1 3,698.5 3,707.7

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

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