ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 3,717.0 3,732.0 15.0 0.4% 3,773.0
High 3,784.0 3,767.0 -17.0 -0.4% 3,775.0
Low 3,717.0 3,723.0 6.0 0.2% 3,611.0
Close 3,763.0 3,751.0 -12.0 -0.3% 3,659.0
Range 67.0 44.0 -23.0 -34.3% 164.0
ATR 79.0 76.5 -2.5 -3.2% 0.0
Volume 24,353 19,705 -4,648 -19.1% 90,804
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 3,879.0 3,859.0 3,775.2
R3 3,835.0 3,815.0 3,763.1
R2 3,791.0 3,791.0 3,759.1
R1 3,771.0 3,771.0 3,755.0 3,781.0
PP 3,747.0 3,747.0 3,747.0 3,752.0
S1 3,727.0 3,727.0 3,747.0 3,737.0
S2 3,703.0 3,703.0 3,742.9
S3 3,659.0 3,683.0 3,738.9
S4 3,615.0 3,639.0 3,726.8
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 4,173.7 4,080.3 3,749.2
R3 4,009.7 3,916.3 3,704.1
R2 3,845.7 3,845.7 3,689.1
R1 3,752.3 3,752.3 3,674.0 3,717.0
PP 3,681.7 3,681.7 3,681.7 3,664.0
S1 3,588.3 3,588.3 3,644.0 3,553.0
S2 3,517.7 3,517.7 3,628.9
S3 3,353.7 3,424.3 3,613.9
S4 3,189.7 3,260.3 3,568.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,784.0 3,611.0 173.0 4.6% 60.6 1.6% 81% False False 23,146
10 3,784.0 3,550.0 234.0 6.2% 61.0 1.6% 86% False False 25,292
20 3,784.0 3,386.0 398.0 10.6% 65.1 1.7% 92% False False 32,934
40 3,784.0 2,982.0 802.0 21.4% 55.3 1.5% 96% False False 19,165
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,954.0
2.618 3,882.2
1.618 3,838.2
1.000 3,811.0
0.618 3,794.2
HIGH 3,767.0
0.618 3,750.2
0.500 3,745.0
0.382 3,739.8
LOW 3,723.0
0.618 3,695.8
1.000 3,679.0
1.618 3,651.8
2.618 3,607.8
4.250 3,536.0
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 3,749.0 3,736.8
PP 3,747.0 3,722.7
S1 3,745.0 3,708.5

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

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