ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 3,368.0 3,409.0 41.0 1.2% 3,492.0
High 3,447.0 3,409.0 -38.0 -1.1% 3,508.0
Low 3,353.0 3,346.0 -7.0 -0.2% 3,332.0
Close 3,400.0 3,360.0 -40.0 -1.2% 3,360.0
Range 94.0 63.0 -31.0 -33.0% 176.0
ATR 92.1 90.1 -2.1 -2.3% 0.0
Volume 29,906 19,312 -10,594 -35.4% 123,929
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,560.7 3,523.3 3,394.7
R3 3,497.7 3,460.3 3,377.3
R2 3,434.7 3,434.7 3,371.6
R1 3,397.3 3,397.3 3,365.8 3,384.5
PP 3,371.7 3,371.7 3,371.7 3,365.3
S1 3,334.3 3,334.3 3,354.2 3,321.5
S2 3,308.7 3,308.7 3,348.5
S3 3,245.7 3,271.3 3,342.7
S4 3,182.7 3,208.3 3,325.4
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,928.0 3,820.0 3,456.8
R3 3,752.0 3,644.0 3,408.4
R2 3,576.0 3,576.0 3,392.3
R1 3,468.0 3,468.0 3,376.1 3,434.0
PP 3,400.0 3,400.0 3,400.0 3,383.0
S1 3,292.0 3,292.0 3,343.9 3,258.0
S2 3,224.0 3,224.0 3,327.7
S3 3,048.0 3,116.0 3,311.6
S4 2,872.0 2,940.0 3,263.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,508.0 3,332.0 176.0 5.2% 69.2 2.1% 16% False False 24,785
10 3,524.0 3,332.0 192.0 5.7% 72.0 2.1% 15% False False 24,175
20 3,551.0 3,299.0 252.0 7.5% 75.7 2.3% 24% False False 25,879
40 4,002.0 3,299.0 703.0 20.9% 91.7 2.7% 9% False False 22,668
60 4,002.0 3,299.0 703.0 20.9% 88.4 2.6% 9% False False 21,280
80 4,326.0 3,229.0 1,097.0 32.6% 77.3 2.3% 12% False False 16,537
100 4,841.0 3,229.0 1,612.0 48.0% 68.0 2.0% 8% False False 13,911
120 5,185.0 3,229.0 1,956.0 58.2% 61.8 1.8% 7% False False 11,603
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 9.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,676.8
2.618 3,573.9
1.618 3,510.9
1.000 3,472.0
0.618 3,447.9
HIGH 3,409.0
0.618 3,384.9
0.500 3,377.5
0.382 3,370.1
LOW 3,346.0
0.618 3,307.1
1.000 3,283.0
1.618 3,244.1
2.618 3,181.1
4.250 3,078.3
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 3,377.5 3,389.5
PP 3,371.7 3,379.7
S1 3,365.8 3,369.8

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

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