ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 3,133.0 3,204.0 71.0 2.3% 3,349.0
High 3,174.0 3,212.0 38.0 1.2% 3,388.0
Low 3,127.0 3,167.0 40.0 1.3% 3,276.0
Close 3,161.0 3,169.0 8.0 0.3% 3,317.0
Range 47.0 45.0 -2.0 -4.3% 112.0
ATR 83.3 81.0 -2.3 -2.8% 0.0
Volume 29,518 31,887 2,369 8.0% 129,138
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,317.7 3,288.3 3,193.8
R3 3,272.7 3,243.3 3,181.4
R2 3,227.7 3,227.7 3,177.3
R1 3,198.3 3,198.3 3,173.1 3,190.5
PP 3,182.7 3,182.7 3,182.7 3,178.8
S1 3,153.3 3,153.3 3,164.9 3,145.5
S2 3,137.7 3,137.7 3,160.8
S3 3,092.7 3,108.3 3,156.6
S4 3,047.7 3,063.3 3,144.3
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 3,353.0 3,127.0 226.0 7.1% 58.8 1.9% 19% False False 30,104
10 3,409.0 3,127.0 282.0 8.9% 63.5 2.0% 15% False False 26,821
20 3,524.0 3,127.0 397.0 12.5% 67.3 2.1% 11% False False 25,503
40 3,726.0 3,127.0 599.0 18.9% 70.2 2.2% 7% False False 25,356
60 4,002.0 3,127.0 875.0 27.6% 89.2 2.8% 5% False False 25,415
80 4,125.0 3,127.0 998.0 31.5% 80.8 2.5% 4% False False 19,387
100 4,385.0 3,127.0 1,258.0 39.7% 70.8 2.2% 3% False False 16,396
120 5,073.0 3,127.0 1,946.0 61.4% 66.6 2.1% 2% False False 13,677
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.6
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3,403.3
2.618 3,329.8
1.618 3,284.8
1.000 3,257.0
0.618 3,239.8
HIGH 3,212.0
0.618 3,194.8
0.500 3,189.5
0.382 3,184.2
LOW 3,167.0
0.618 3,139.2
1.000 3,122.0
1.618 3,094.2
2.618 3,049.2
4.250 2,975.8
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 3,189.5 3,171.0
PP 3,182.7 3,170.3
S1 3,175.8 3,169.7

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

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