ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 3,170.0 3,133.0 -37.0 -1.2% 3,349.0
High 3,215.0 3,174.0 -41.0 -1.3% 3,388.0
Low 3,137.0 3,127.0 -10.0 -0.3% 3,276.0
Close 3,171.0 3,161.0 -10.0 -0.3% 3,317.0
Range 78.0 47.0 -31.0 -39.7% 112.0
ATR 86.1 83.3 -2.8 -3.2% 0.0
Volume 30,345 29,518 -827 -2.7% 129,138
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,295.0 3,275.0 3,186.9
R3 3,248.0 3,228.0 3,173.9
R2 3,201.0 3,201.0 3,169.6
R1 3,181.0 3,181.0 3,165.3 3,191.0
PP 3,154.0 3,154.0 3,154.0 3,159.0
S1 3,134.0 3,134.0 3,156.7 3,144.0
S2 3,107.0 3,107.0 3,152.4
S3 3,060.0 3,087.0 3,148.1
S4 3,013.0 3,040.0 3,135.2
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 3,354.0 3,127.0 227.0 7.2% 60.2 1.9% 15% False True 28,345
10 3,447.0 3,127.0 320.0 10.1% 68.4 2.2% 11% False True 26,623
20 3,524.0 3,127.0 397.0 12.6% 67.4 2.1% 9% False True 24,989
40 3,811.0 3,127.0 684.0 21.6% 70.6 2.2% 5% False True 25,033
60 4,002.0 3,127.0 875.0 27.7% 89.9 2.8% 4% False True 24,885
80 4,125.0 3,127.0 998.0 31.6% 80.3 2.5% 3% False True 18,989
100 4,385.0 3,127.0 1,258.0 39.8% 70.7 2.2% 3% False True 16,078
120 5,073.0 3,127.0 1,946.0 61.6% 66.2 2.1% 2% False True 13,411
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13.3
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 3,373.8
2.618 3,297.0
1.618 3,250.0
1.000 3,221.0
0.618 3,203.0
HIGH 3,174.0
0.618 3,156.0
0.500 3,150.5
0.382 3,145.0
LOW 3,127.0
0.618 3,098.0
1.000 3,080.0
1.618 3,051.0
2.618 3,004.0
4.250 2,927.3
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 3,157.5 3,203.5
PP 3,154.0 3,189.3
S1 3,150.5 3,175.2

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

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