ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 3,250.0 3,249.0 -1.0 0.0% 3,280.0
High 3,268.0 3,271.0 3.0 0.1% 3,280.0
Low 3,225.0 3,222.0 -3.0 -0.1% 3,115.0
Close 3,229.0 3,247.0 18.0 0.6% 3,147.0
Range 43.0 49.0 6.0 14.0% 165.0
ATR 78.9 76.8 -2.1 -2.7% 0.0
Volume 29,399 21,572 -7,827 -26.6% 141,858
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,393.7 3,369.3 3,274.0
R3 3,344.7 3,320.3 3,260.5
R2 3,295.7 3,295.7 3,256.0
R1 3,271.3 3,271.3 3,251.5 3,259.0
PP 3,246.7 3,246.7 3,246.7 3,240.5
S1 3,222.3 3,222.3 3,242.5 3,210.0
S2 3,197.7 3,197.7 3,238.0
S3 3,148.7 3,173.3 3,233.5
S4 3,099.7 3,124.3 3,220.1
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,675.7 3,576.3 3,237.8
R3 3,510.7 3,411.3 3,192.4
R2 3,345.7 3,345.7 3,177.3
R1 3,246.3 3,246.3 3,162.1 3,213.5
PP 3,180.7 3,180.7 3,180.7 3,164.3
S1 3,081.3 3,081.3 3,131.9 3,048.5
S2 3,015.7 3,015.7 3,116.8
S3 2,850.7 2,916.3 3,101.6
S4 2,685.7 2,751.3 3,056.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,271.0 3,111.0 160.0 4.9% 52.2 1.6% 85% True False 23,579
10 3,353.0 3,111.0 242.0 7.5% 55.5 1.7% 56% False False 26,842
20 3,524.0 3,111.0 413.0 12.7% 62.1 1.9% 33% False False 25,599
40 3,575.0 3,111.0 464.0 14.3% 68.3 2.1% 29% False False 26,000
60 4,002.0 3,111.0 891.0 27.4% 85.1 2.6% 15% False False 27,239
80 4,002.0 3,111.0 891.0 27.4% 82.2 2.5% 15% False False 20,860
100 4,326.0 3,111.0 1,215.0 37.4% 71.4 2.2% 11% False False 17,574
120 5,073.0 3,111.0 1,962.0 60.4% 66.3 2.0% 7% False False 14,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 14.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,479.3
2.618 3,399.3
1.618 3,350.3
1.000 3,320.0
0.618 3,301.3
HIGH 3,271.0
0.618 3,252.3
0.500 3,246.5
0.382 3,240.7
LOW 3,222.0
0.618 3,191.7
1.000 3,173.0
1.618 3,142.7
2.618 3,093.7
4.250 3,013.8
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 3,246.8 3,228.3
PP 3,246.7 3,209.7
S1 3,246.5 3,191.0

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

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