ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 3,626.0 3,602.0 -24.0 -0.7% 3,777.0
High 3,682.0 3,646.0 -36.0 -1.0% 3,811.0
Low 3,608.0 3,584.0 -24.0 -0.7% 3,639.0
Close 3,674.0 3,623.0 -51.0 -1.4% 3,699.0
Range 74.0 62.0 -12.0 -16.2% 172.0
ATR 127.0 124.4 -2.6 -2.1% 0.0
Volume 19,229 20,167 938 4.9% 94,718
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,803.7 3,775.3 3,657.1
R3 3,741.7 3,713.3 3,640.1
R2 3,679.7 3,679.7 3,634.4
R1 3,651.3 3,651.3 3,628.7 3,665.5
PP 3,617.7 3,617.7 3,617.7 3,624.8
S1 3,589.3 3,589.3 3,617.3 3,603.5
S2 3,555.7 3,555.7 3,611.6
S3 3,493.7 3,527.3 3,606.0
S4 3,431.7 3,465.3 3,588.9
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 3,584.0 227.0 6.3% 65.6 1.8% 17% False True 18,604
10 3,811.0 3,568.0 243.0 6.7% 83.9 2.3% 23% False False 17,383
20 4,002.0 3,443.0 559.0 15.4% 120.2 3.3% 32% False False 28,966
40 4,002.0 3,229.0 773.0 21.3% 95.6 2.6% 51% False False 15,268
60 4,326.0 3,229.0 1,097.0 30.3% 73.5 2.0% 36% False False 11,655
80 5,073.0 3,229.0 1,844.0 50.9% 65.3 1.8% 21% False False 8,760
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 17.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,909.5
2.618 3,808.3
1.618 3,746.3
1.000 3,708.0
0.618 3,684.3
HIGH 3,646.0
0.618 3,622.3
0.500 3,615.0
0.382 3,607.7
LOW 3,584.0
0.618 3,545.7
1.000 3,522.0
1.618 3,483.7
2.618 3,421.7
4.250 3,320.5
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 3,620.3 3,655.0
PP 3,617.7 3,644.3
S1 3,615.0 3,633.7

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

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