ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 3,455.0 3,408.0 -47.0 -1.4% 3,557.0
High 3,462.0 3,418.0 -44.0 -1.3% 3,575.0
Low 3,409.0 3,299.0 -110.0 -3.2% 3,299.0
Close 3,441.0 3,311.0 -130.0 -3.8% 3,311.0
Range 53.0 119.0 66.0 124.5% 276.0
ATR 109.9 112.2 2.3 2.1% 0.0
Volume 28,491 35,685 7,194 25.3% 141,891
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,699.7 3,624.3 3,376.5
R3 3,580.7 3,505.3 3,343.7
R2 3,461.7 3,461.7 3,332.8
R1 3,386.3 3,386.3 3,321.9 3,364.5
PP 3,342.7 3,342.7 3,342.7 3,331.8
S1 3,267.3 3,267.3 3,300.1 3,245.5
S2 3,223.7 3,223.7 3,289.2
S3 3,104.7 3,148.3 3,278.3
S4 2,985.7 3,029.3 3,245.6
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,223.0 4,043.0 3,462.8
R3 3,947.0 3,767.0 3,386.9
R2 3,671.0 3,671.0 3,361.6
R1 3,491.0 3,491.0 3,336.3 3,443.0
PP 3,395.0 3,395.0 3,395.0 3,371.0
S1 3,215.0 3,215.0 3,285.7 3,167.0
S2 3,119.0 3,119.0 3,260.4
S3 2,843.0 2,939.0 3,235.1
S4 2,567.0 2,663.0 3,159.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,575.0 3,299.0 276.0 8.3% 75.0 2.3% 4% False True 28,378
10 3,682.0 3,299.0 383.0 11.6% 70.9 2.1% 3% False True 24,880
20 4,002.0 3,299.0 703.0 21.2% 98.6 3.0% 2% False True 20,443
40 4,002.0 3,299.0 703.0 21.2% 97.7 3.0% 2% False True 19,872
60 4,326.0 3,229.0 1,097.0 33.1% 79.8 2.4% 7% False False 14,018
80 4,841.0 3,229.0 1,612.0 48.7% 66.4 2.0% 5% False False 11,364
100 5,119.0 3,229.0 1,890.0 57.1% 60.3 1.8% 4% False False 9,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.4
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3,923.8
2.618 3,729.5
1.618 3,610.5
1.000 3,537.0
0.618 3,491.5
HIGH 3,418.0
0.618 3,372.5
0.500 3,358.5
0.382 3,344.5
LOW 3,299.0
0.618 3,225.5
1.000 3,180.0
1.618 3,106.5
2.618 2,987.5
4.250 2,793.3
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 3,358.5 3,380.5
PP 3,342.7 3,357.3
S1 3,326.8 3,334.2

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

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