ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 3,433.0 3,491.0 58.0 1.7% 3,362.0
High 3,488.0 3,551.0 63.0 1.8% 3,530.0
Low 3,425.0 3,435.0 10.0 0.3% 3,355.0
Close 3,460.0 3,452.0 -8.0 -0.2% 3,492.0
Range 63.0 116.0 53.0 84.1% 175.0
ATR 103.4 104.3 0.9 0.9% 0.0
Volume 20,794 43,124 22,330 107.4% 102,586
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,827.3 3,755.7 3,515.8
R3 3,711.3 3,639.7 3,483.9
R2 3,595.3 3,595.3 3,473.3
R1 3,523.7 3,523.7 3,462.6 3,501.5
PP 3,479.3 3,479.3 3,479.3 3,468.3
S1 3,407.7 3,407.7 3,441.4 3,385.5
S2 3,363.3 3,363.3 3,430.7
S3 3,247.3 3,291.7 3,420.1
S4 3,131.3 3,175.7 3,388.2
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 3,551.0 3,380.0 171.0 5.0% 86.4 2.5% 42% True False 28,436
10 3,551.0 3,299.0 252.0 7.3% 82.3 2.4% 61% True False 28,922
20 3,811.0 3,299.0 512.0 14.8% 73.3 2.1% 30% False False 24,390
40 4,002.0 3,299.0 703.0 20.4% 100.9 2.9% 22% False False 24,019
60 4,170.0 3,229.0 941.0 27.3% 83.6 2.4% 24% False False 16,445
80 4,385.0 3,229.0 1,156.0 33.5% 70.7 2.0% 19% False False 13,443
100 5,073.0 3,229.0 1,844.0 53.4% 65.2 1.9% 12% False False 10,769
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,044.0
2.618 3,854.7
1.618 3,738.7
1.000 3,667.0
0.618 3,622.7
HIGH 3,551.0
0.618 3,506.7
0.500 3,493.0
0.382 3,479.3
LOW 3,435.0
0.618 3,363.3
1.000 3,319.0
1.618 3,247.3
2.618 3,131.3
4.250 2,942.0
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 3,493.0 3,488.0
PP 3,479.3 3,476.0
S1 3,465.7 3,464.0

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

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