ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 3,439.0 3,433.0 -6.0 -0.2% 3,362.0
High 3,522.0 3,488.0 -34.0 -1.0% 3,530.0
Low 3,431.0 3,425.0 -6.0 -0.2% 3,355.0
Close 3,492.0 3,460.0 -32.0 -0.9% 3,492.0
Range 91.0 63.0 -28.0 -30.8% 175.0
ATR 106.2 103.4 -2.8 -2.6% 0.0
Volume 28,280 20,794 -7,486 -26.5% 102,586
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,646.7 3,616.3 3,494.7
R3 3,583.7 3,553.3 3,477.3
R2 3,520.7 3,520.7 3,471.6
R1 3,490.3 3,490.3 3,465.8 3,505.5
PP 3,457.7 3,457.7 3,457.7 3,465.3
S1 3,427.3 3,427.3 3,454.2 3,442.5
S2 3,394.7 3,394.7 3,448.5
S3 3,331.7 3,364.3 3,442.7
S4 3,268.7 3,301.3 3,425.4
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 3,984.0 3,913.0 3,588.3
R3 3,809.0 3,738.0 3,540.1
R2 3,634.0 3,634.0 3,524.1
R1 3,563.0 3,563.0 3,508.0 3,598.5
PP 3,459.0 3,459.0 3,459.0 3,476.8
S1 3,388.0 3,388.0 3,476.0 3,423.5
S2 3,284.0 3,284.0 3,459.9
S3 3,109.0 3,213.0 3,443.9
S4 2,934.0 3,038.0 3,395.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,530.0 3,355.0 175.0 5.1% 74.8 2.2% 60% False False 24,676
10 3,575.0 3,299.0 276.0 8.0% 74.9 2.2% 58% False False 26,527
20 3,811.0 3,299.0 512.0 14.8% 74.4 2.2% 31% False False 23,345
40 4,002.0 3,299.0 703.0 20.3% 100.1 2.9% 23% False False 22,944
60 4,326.0 3,229.0 1,097.0 31.7% 82.9 2.4% 21% False False 15,731
80 4,385.0 3,229.0 1,156.0 33.4% 69.2 2.0% 20% False False 12,904
100 5,073.0 3,229.0 1,844.0 53.3% 64.0 1.8% 13% False False 10,338
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 13.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,755.8
2.618 3,652.9
1.618 3,589.9
1.000 3,551.0
0.618 3,526.9
HIGH 3,488.0
0.618 3,463.9
0.500 3,456.5
0.382 3,449.1
LOW 3,425.0
0.618 3,386.1
1.000 3,362.0
1.618 3,323.1
2.618 3,260.1
4.250 3,157.3
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 3,458.8 3,477.5
PP 3,457.7 3,471.7
S1 3,456.5 3,465.8

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

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