ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 3,325.0 3,315.0 -10.0 -0.3% 3,349.0
High 3,354.0 3,353.0 -1.0 0.0% 3,388.0
Low 3,302.0 3,292.0 -10.0 -0.3% 3,276.0
Close 3,311.0 3,317.0 6.0 0.2% 3,317.0
Range 52.0 61.0 9.0 17.3% 112.0
ATR 86.2 84.4 -1.8 -2.1% 0.0
Volume 23,089 30,760 7,671 33.2% 129,138
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,503.7 3,471.3 3,350.6
R3 3,442.7 3,410.3 3,333.8
R2 3,381.7 3,381.7 3,328.2
R1 3,349.3 3,349.3 3,322.6 3,365.5
PP 3,320.7 3,320.7 3,320.7 3,328.8
S1 3,288.3 3,288.3 3,311.4 3,304.5
S2 3,259.7 3,259.7 3,305.8
S3 3,198.7 3,227.3 3,300.2
S4 3,137.7 3,166.3 3,283.5
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 3,663.0 3,602.0 3,378.6
R3 3,551.0 3,490.0 3,347.8
R2 3,439.0 3,439.0 3,337.5
R1 3,378.0 3,378.0 3,327.3 3,352.5
PP 3,327.0 3,327.0 3,327.0 3,314.3
S1 3,266.0 3,266.0 3,306.7 3,240.5
S2 3,215.0 3,215.0 3,296.5
S3 3,103.0 3,154.0 3,286.2
S4 2,991.0 3,042.0 3,255.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,388.0 3,276.0 112.0 3.4% 67.8 2.0% 37% False False 25,827
10 3,508.0 3,276.0 232.0 7.0% 68.5 2.1% 18% False False 25,306
20 3,551.0 3,276.0 275.0 8.3% 71.2 2.1% 15% False False 25,423
40 3,811.0 3,276.0 535.0 16.1% 73.7 2.2% 8% False False 24,133
60 4,002.0 3,276.0 726.0 21.9% 89.7 2.7% 6% False False 23,425
80 4,326.0 3,229.0 1,097.0 33.1% 80.1 2.4% 8% False False 18,003
100 4,465.0 3,229.0 1,236.0 37.3% 69.0 2.1% 7% False False 15,201
120 5,073.0 3,229.0 1,844.0 55.6% 64.7 1.9% 5% False False 12,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,612.3
2.618 3,512.7
1.618 3,451.7
1.000 3,414.0
0.618 3,390.7
HIGH 3,353.0
0.618 3,329.7
0.500 3,322.5
0.382 3,315.3
LOW 3,292.0
0.618 3,254.3
1.000 3,231.0
1.618 3,193.3
2.618 3,132.3
4.250 3,032.8
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 3,322.5 3,340.0
PP 3,320.7 3,332.3
S1 3,318.8 3,324.7

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

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