ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 3,414.0 3,484.0 70.0 2.1% 3,495.0
High 3,518.0 3,524.0 6.0 0.2% 3,524.0
Low 3,412.0 3,462.0 50.0 1.5% 3,354.0
Close 3,470.0 3,516.0 46.0 1.3% 3,516.0
Range 106.0 62.0 -44.0 -41.5% 170.0
ATR 95.4 93.1 -2.4 -2.5% 0.0
Volume 27,123 21,262 -5,861 -21.6% 117,830
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,686.7 3,663.3 3,550.1
R3 3,624.7 3,601.3 3,533.1
R2 3,562.7 3,562.7 3,527.4
R1 3,539.3 3,539.3 3,521.7 3,551.0
PP 3,500.7 3,500.7 3,500.7 3,506.5
S1 3,477.3 3,477.3 3,510.3 3,489.0
S2 3,438.7 3,438.7 3,504.6
S3 3,376.7 3,415.3 3,499.0
S4 3,314.7 3,353.3 3,481.9
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,974.7 3,915.3 3,609.5
R3 3,804.7 3,745.3 3,562.8
R2 3,634.7 3,634.7 3,547.2
R1 3,575.3 3,575.3 3,531.6 3,605.0
PP 3,464.7 3,464.7 3,464.7 3,479.5
S1 3,405.3 3,405.3 3,500.4 3,435.0
S2 3,294.7 3,294.7 3,484.8
S3 3,124.7 3,235.3 3,469.3
S4 2,954.7 3,065.3 3,422.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,524.0 3,354.0 170.0 4.8% 74.8 2.1% 95% True False 23,566
10 3,551.0 3,354.0 197.0 5.6% 73.8 2.1% 82% False False 25,539
20 3,575.0 3,299.0 276.0 7.8% 73.7 2.1% 79% False False 25,926
40 4,002.0 3,299.0 703.0 20.0% 95.9 2.7% 31% False False 27,348
60 4,002.0 3,229.0 773.0 22.0% 89.1 2.5% 37% False False 19,634
80 4,326.0 3,229.0 1,097.0 31.2% 74.5 2.1% 26% False False 14,993
100 5,009.0 3,229.0 1,780.0 50.6% 66.9 1.9% 16% False False 12,679
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 14.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,787.5
2.618 3,686.3
1.618 3,624.3
1.000 3,586.0
0.618 3,562.3
HIGH 3,524.0
0.618 3,500.3
0.500 3,493.0
0.382 3,485.7
LOW 3,462.0
0.618 3,423.7
1.000 3,400.0
1.618 3,361.7
2.618 3,299.7
4.250 3,198.5
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 3,508.3 3,490.3
PP 3,500.7 3,464.7
S1 3,493.0 3,439.0

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

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