ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 3,280.0 3,170.0 -110.0 -3.4% 3,349.0
High 3,280.0 3,215.0 -65.0 -2.0% 3,388.0
Low 3,217.0 3,137.0 -80.0 -2.5% 3,276.0
Close 3,231.0 3,171.0 -60.0 -1.9% 3,317.0
Range 63.0 78.0 15.0 23.8% 112.0
ATR 85.5 86.1 0.6 0.7% 0.0
Volume 28,014 30,345 2,331 8.3% 129,138
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,408.3 3,367.7 3,213.9
R3 3,330.3 3,289.7 3,192.5
R2 3,252.3 3,252.3 3,185.3
R1 3,211.7 3,211.7 3,178.2 3,232.0
PP 3,174.3 3,174.3 3,174.3 3,184.5
S1 3,133.7 3,133.7 3,163.9 3,154.0
S2 3,096.3 3,096.3 3,156.7
S3 3,018.3 3,055.7 3,149.6
S4 2,940.3 2,977.7 3,128.1
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 3,137.0 251.0 7.9% 69.2 2.2% 14% False True 27,475
10 3,447.0 3,137.0 310.0 9.8% 68.6 2.2% 11% False True 26,462
20 3,524.0 3,137.0 387.0 12.2% 69.3 2.2% 9% False True 25,145
40 3,811.0 3,137.0 674.0 21.3% 71.3 2.2% 5% False True 24,767
60 4,002.0 3,137.0 865.0 27.3% 90.4 2.8% 4% False True 24,394
80 4,170.0 3,137.0 1,033.0 32.6% 80.0 2.5% 3% False True 18,620
100 4,385.0 3,137.0 1,248.0 39.4% 70.4 2.2% 3% False True 15,783
120 5,073.0 3,137.0 1,936.0 61.1% 65.8 2.1% 2% False True 13,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 12.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,546.5
2.618 3,419.2
1.618 3,341.2
1.000 3,293.0
0.618 3,263.2
HIGH 3,215.0
0.618 3,185.2
0.500 3,176.0
0.382 3,166.8
LOW 3,137.0
0.618 3,088.8
1.000 3,059.0
1.618 3,010.8
2.618 2,932.8
4.250 2,805.5
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 3,176.0 3,245.0
PP 3,174.3 3,220.3
S1 3,172.7 3,195.7

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

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