ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 3,602.0 3,638.0 36.0 1.0% 3,777.0
High 3,646.0 3,680.0 34.0 0.9% 3,811.0
Low 3,584.0 3,612.0 28.0 0.8% 3,639.0
Close 3,623.0 3,663.0 40.0 1.1% 3,699.0
Range 62.0 68.0 6.0 9.7% 172.0
ATR 124.4 120.3 -4.0 -3.2% 0.0
Volume 20,167 18,117 -2,050 -10.2% 94,718
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,855.7 3,827.3 3,700.4
R3 3,787.7 3,759.3 3,681.7
R2 3,719.7 3,719.7 3,675.5
R1 3,691.3 3,691.3 3,669.2 3,705.5
PP 3,651.7 3,651.7 3,651.7 3,658.8
S1 3,623.3 3,623.3 3,656.8 3,637.5
S2 3,583.7 3,583.7 3,650.5
S3 3,515.7 3,555.3 3,644.3
S4 3,447.7 3,487.3 3,625.6
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 3,726.0 3,584.0 142.0 3.9% 67.0 1.8% 56% False False 18,433
10 3,811.0 3,584.0 227.0 6.2% 80.2 2.2% 35% False False 17,892
20 4,002.0 3,478.0 524.0 14.3% 118.7 3.2% 35% False False 29,719
40 4,002.0 3,229.0 773.0 21.1% 96.1 2.6% 56% False False 15,720
60 4,326.0 3,229.0 1,097.0 29.9% 73.4 2.0% 40% False False 11,957
80 5,073.0 3,229.0 1,844.0 50.3% 65.2 1.8% 24% False False 8,983
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,969.0
2.618 3,858.0
1.618 3,790.0
1.000 3,748.0
0.618 3,722.0
HIGH 3,680.0
0.618 3,654.0
0.500 3,646.0
0.382 3,638.0
LOW 3,612.0
0.618 3,570.0
1.000 3,544.0
1.618 3,502.0
2.618 3,434.0
4.250 3,323.0
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 3,657.3 3,653.0
PP 3,651.7 3,643.0
S1 3,646.0 3,633.0

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

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