ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 3,315.0 3,280.0 -35.0 -1.1% 3,349.0
High 3,353.0 3,280.0 -73.0 -2.2% 3,388.0
Low 3,292.0 3,217.0 -75.0 -2.3% 3,276.0
Close 3,317.0 3,231.0 -86.0 -2.6% 3,317.0
Range 61.0 63.0 2.0 3.3% 112.0
ATR 84.4 85.5 1.1 1.3% 0.0
Volume 30,760 28,014 -2,746 -8.9% 129,138
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,431.7 3,394.3 3,265.7
R3 3,368.7 3,331.3 3,248.3
R2 3,305.7 3,305.7 3,242.6
R1 3,268.3 3,268.3 3,236.8 3,255.5
PP 3,242.7 3,242.7 3,242.7 3,236.3
S1 3,205.3 3,205.3 3,225.2 3,192.5
S2 3,179.7 3,179.7 3,219.5
S3 3,116.7 3,142.3 3,213.7
S4 3,053.7 3,079.3 3,196.4
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 3,217.0 171.0 5.3% 65.0 2.0% 8% False True 26,300
10 3,508.0 3,217.0 291.0 9.0% 70.5 2.2% 5% False True 26,329
20 3,551.0 3,217.0 334.0 10.3% 71.2 2.2% 4% False True 25,784
40 3,811.0 3,217.0 594.0 18.4% 72.8 2.3% 2% False True 24,564
60 4,002.0 3,217.0 785.0 24.3% 90.5 2.8% 2% False True 23,890
80 4,326.0 3,217.0 1,109.0 34.3% 80.0 2.5% 1% False True 18,244
100 4,385.0 3,217.0 1,168.0 36.1% 69.6 2.2% 1% False True 15,480
120 5,073.0 3,217.0 1,856.0 57.4% 65.2 2.0% 1% False True 12,912
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,547.8
2.618 3,444.9
1.618 3,381.9
1.000 3,343.0
0.618 3,318.9
HIGH 3,280.0
0.618 3,255.9
0.500 3,248.5
0.382 3,241.1
LOW 3,217.0
0.618 3,178.1
1.000 3,154.0
1.618 3,115.1
2.618 3,052.1
4.250 2,949.3
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 3,248.5 3,285.5
PP 3,242.7 3,267.3
S1 3,236.8 3,249.2

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

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