ASX SPI 200 Index Future June 2009

Trading Metrics calculated at close of trading on 31-Mar-2009

Day Change Summary
	Previous	Current
	30-Mar-2009	31-Mar-2009	Change	Change %	Previous Week
Open	3,661.0	3,550.0	-111.0	-3.0%	3,485.0
High	3,667.0	3,636.0	-31.0	-0.8%	3,718.0
Low	3,602.0	3,550.0	-52.0	-1.4%	3,467.0
Close	3,616.0	3,565.0	-51.0	-1.4%	3,678.0
Range	65.0	86.0	21.0	32.3%	251.0
ATR	71.5	72.5	1.0	1.5%	0.0
Volume	17,956	37,946	19,990	111.3%	120,004

Daily Pivots for day following 31-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,841.7	3,789.3	3,612.3
R3	3,755.7	3,703.3	3,588.7
R2	3,669.7	3,669.7	3,580.8
R1	3,617.3	3,617.3	3,572.9	3,643.5
PP	3,583.7	3,583.7	3,583.7	3,596.8
S1	3,531.3	3,531.3	3,557.1	3,557.5
S2	3,497.7	3,497.7	3,549.2
S3	3,411.7	3,445.3	3,541.4
S4	3,325.7	3,359.3	3,517.7

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,374.0	4,277.0	3,816.1
R3	4,123.0	4,026.0	3,747.0
R2	3,872.0	3,872.0	3,724.0
R1	3,775.0	3,775.0	3,701.0	3,823.5
PP	3,621.0	3,621.0	3,621.0	3,645.3
S1	3,524.0	3,524.0	3,655.0	3,572.5
S2	3,370.0	3,370.0	3,632.0
S3	3,119.0	3,273.0	3,609.0
S4	2,868.0	3,022.0	3,540.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,718.0	3,550.0	168.0	4.7%	65.6	1.8%	9%	False	True	24,502
10	3,718.0	3,445.0	273.0	7.7%	67.1	1.9%	44%	False	False	30,024
20	3,718.0	3,118.0	600.0	16.8%	58.9	1.7%	75%	False	False	27,515

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.1
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,001.5
2.618	3,861.1
1.618	3,775.1
1.000	3,722.0
0.618	3,689.1
HIGH	3,636.0
0.618	3,603.1
0.500	3,593.0
0.382	3,582.9
LOW	3,550.0
0.618	3,496.9
1.000	3,464.0
1.618	3,410.9
2.618	3,324.9
4.250	3,184.5

Fisher Pivots for day following 31-Mar-2009
Pivot	1 day	3 day
R1	3,593.0	3,634.0
PP	3,583.7	3,611.0
S1	3,574.3	3,588.0

Download as Excel Spreadsheet

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

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