ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 3,747.0 3,744.0 -3.0 -0.1% 3,792.0
High 3,750.0 3,783.0 33.0 0.9% 3,792.0
Low 3,683.0 3,676.0 -7.0 -0.2% 3,655.0
Close 3,731.0 3,715.0 -16.0 -0.4% 3,731.0
Range 67.0 107.0 40.0 59.7% 137.0
ATR 75.5 77.8 2.2 3.0% 0.0
Volume 25,844 29,087 3,243 12.5% 119,395
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 4,045.7 3,987.3 3,773.9
R3 3,938.7 3,880.3 3,744.4
R2 3,831.7 3,831.7 3,734.6
R1 3,773.3 3,773.3 3,724.8 3,749.0
PP 3,724.7 3,724.7 3,724.7 3,712.5
S1 3,666.3 3,666.3 3,705.2 3,642.0
S2 3,617.7 3,617.7 3,695.4
S3 3,510.7 3,559.3 3,685.6
S4 3,403.7 3,452.3 3,656.2
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 4,137.0 4,071.0 3,806.4
R3 4,000.0 3,934.0 3,768.7
R2 3,863.0 3,863.0 3,756.1
R1 3,797.0 3,797.0 3,743.6 3,761.5
PP 3,726.0 3,726.0 3,726.0 3,708.3
S1 3,660.0 3,660.0 3,718.4 3,624.5
S2 3,589.0 3,589.0 3,705.9
S3 3,452.0 3,523.0 3,693.3
S4 3,315.0 3,386.0 3,655.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,783.0 3,655.0 128.0 3.4% 68.6 1.8% 47% True False 26,173
10 3,857.0 3,655.0 202.0 5.4% 66.3 1.8% 30% False False 24,211
20 3,857.0 3,550.0 307.0 8.3% 63.9 1.7% 54% False False 24,391
40 3,857.0 2,982.0 875.0 23.6% 63.0 1.7% 84% False False 24,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.0
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 4,237.8
2.618 4,063.1
1.618 3,956.1
1.000 3,890.0
0.618 3,849.1
HIGH 3,783.0
0.618 3,742.1
0.500 3,729.5
0.382 3,716.9
LOW 3,676.0
0.618 3,609.9
1.000 3,569.0
1.618 3,502.9
2.618 3,395.9
4.250 3,221.3
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 3,729.5 3,728.0
PP 3,724.7 3,723.7
S1 3,719.8 3,719.3

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

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