ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 3,347.0 3,382.0 35.0 1.0% 3,154.0
High 3,379.0 3,480.0 101.0 3.0% 3,357.0
Low 3,333.0 3,370.0 37.0 1.1% 3,111.0
Close 3,369.0 3,478.0 109.0 3.2% 3,338.0
Range 46.0 110.0 64.0 139.1% 246.0
ATR 76.8 79.3 2.4 3.2% 0.0
Volume 107,160 166,919 59,759 55.8% 152,127
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,772.7 3,735.3 3,538.5
R3 3,662.7 3,625.3 3,508.3
R2 3,552.7 3,552.7 3,498.2
R1 3,515.3 3,515.3 3,488.1 3,534.0
PP 3,442.7 3,442.7 3,442.7 3,452.0
S1 3,405.3 3,405.3 3,467.9 3,424.0
S2 3,332.7 3,332.7 3,457.8
S3 3,222.7 3,295.3 3,447.8
S4 3,112.7 3,185.3 3,417.5
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,006.7 3,918.3 3,473.3
R3 3,760.7 3,672.3 3,405.7
R2 3,514.7 3,514.7 3,383.1
R1 3,426.3 3,426.3 3,360.6 3,470.5
PP 3,268.7 3,268.7 3,268.7 3,290.8
S1 3,180.3 3,180.3 3,315.5 3,224.5
S2 3,022.7 3,022.7 3,292.9
S3 2,776.7 2,934.3 3,270.4
S4 2,530.7 2,688.3 3,202.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,480.0 3,222.0 258.0 7.4% 63.2 1.8% 99% True False 76,274
10 3,480.0 3,111.0 369.0 10.6% 57.7 1.7% 99% True False 50,970
20 3,480.0 3,111.0 369.0 10.6% 63.2 1.8% 99% True False 38,716
40 3,551.0 3,111.0 440.0 12.7% 69.6 2.0% 83% False False 32,545
60 4,002.0 3,111.0 891.0 25.6% 84.2 2.4% 41% False False 27,751
80 4,002.0 3,111.0 891.0 25.6% 82.4 2.4% 41% False False 24,987
100 4,326.0 3,111.0 1,215.0 34.9% 73.2 2.1% 30% False False 20,204
120 4,996.0 3,111.0 1,885.0 54.2% 67.0 1.9% 19% False False 17,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.5
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 3,947.5
2.618 3,768.0
1.618 3,658.0
1.000 3,590.0
0.618 3,548.0
HIGH 3,480.0
0.618 3,438.0
0.500 3,425.0
0.382 3,412.0
LOW 3,370.0
0.618 3,302.0
1.000 3,260.0
1.618 3,192.0
2.618 3,082.0
4.250 2,902.5
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 3,460.3 3,446.8
PP 3,442.7 3,415.7
S1 3,425.0 3,384.5

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

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