ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 3,470.0 3,395.0 -75.0 -2.2% 3,362.0
High 3,470.0 3,410.0 -60.0 -1.7% 3,530.0
Low 3,385.0 3,364.0 -21.0 -0.6% 3,355.0
Close 3,396.0 3,371.0 -25.0 -0.7% 3,492.0
Range 85.0 46.0 -39.0 -45.9% 175.0
ATR 103.0 98.9 -4.1 -4.0% 0.0
Volume 32,630 21,614 -11,016 -33.8% 102,586
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,519.7 3,491.3 3,396.3
R3 3,473.7 3,445.3 3,383.7
R2 3,427.7 3,427.7 3,379.4
R1 3,399.3 3,399.3 3,375.2 3,390.5
PP 3,381.7 3,381.7 3,381.7 3,377.3
S1 3,353.3 3,353.3 3,366.8 3,344.5
S2 3,335.7 3,335.7 3,362.6
S3 3,289.7 3,307.3 3,358.4
S4 3,243.7 3,261.3 3,345.7
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 3,364.0 187.0 5.5% 80.2 2.4% 4% False True 29,288
10 3,551.0 3,299.0 252.0 7.5% 79.3 2.4% 29% False False 28,492
20 3,726.0 3,299.0 427.0 12.7% 73.1 2.2% 17% False False 25,210
40 4,002.0 3,299.0 703.0 20.9% 100.2 3.0% 10% False False 25,371
60 4,125.0 3,229.0 896.0 26.6% 85.3 2.5% 16% False False 17,349
80 4,385.0 3,229.0 1,156.0 34.3% 71.7 2.1% 12% False False 14,120
100 5,073.0 3,229.0 1,844.0 54.7% 66.5 2.0% 8% False False 11,312
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 15.9
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 3,605.5
2.618 3,530.4
1.618 3,484.4
1.000 3,456.0
0.618 3,438.4
HIGH 3,410.0
0.618 3,392.4
0.500 3,387.0
0.382 3,381.6
LOW 3,364.0
0.618 3,335.6
1.000 3,318.0
1.618 3,289.6
2.618 3,243.6
4.250 3,168.5
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 3,387.0 3,457.5
PP 3,381.7 3,428.7
S1 3,376.3 3,399.8

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

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