ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 3,951.0 3,880.0 -71.0 -1.8% 3,780.0
High 3,953.0 3,886.0 -67.0 -1.7% 3,951.0
Low 3,892.0 3,845.0 -47.0 -1.2% 3,779.0
Close 3,931.0 3,869.0 -62.0 -1.6% 3,924.0
Range 61.0 41.0 -20.0 -32.8% 172.0
ATR 74.5 75.3 0.8 1.1% 0.0
Volume 25,467 29,765 4,298 16.9% 143,657
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 3,989.7 3,970.3 3,891.6
R3 3,948.7 3,929.3 3,880.3
R2 3,907.7 3,907.7 3,876.5
R1 3,888.3 3,888.3 3,872.8 3,877.5
PP 3,866.7 3,866.7 3,866.7 3,861.3
S1 3,847.3 3,847.3 3,865.2 3,836.5
S2 3,825.7 3,825.7 3,861.5
S3 3,784.7 3,806.3 3,857.7
S4 3,743.7 3,765.3 3,846.5
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 4,400.7 4,334.3 4,018.6
R3 4,228.7 4,162.3 3,971.3
R2 4,056.7 4,056.7 3,955.5
R1 3,990.3 3,990.3 3,939.8 4,023.5
PP 3,884.7 3,884.7 3,884.7 3,901.3
S1 3,818.3 3,818.3 3,908.2 3,851.5
S2 3,712.7 3,712.7 3,892.5
S3 3,540.7 3,646.3 3,876.7
S4 3,368.7 3,474.3 3,829.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,953.0 3,842.0 111.0 2.9% 51.2 1.3% 24% False False 27,355
10 3,953.0 3,673.0 280.0 7.2% 57.1 1.5% 70% False False 26,969
20 3,953.0 3,655.0 298.0 7.7% 63.7 1.6% 72% False False 26,093
40 3,953.0 3,343.0 610.0 15.8% 64.5 1.7% 86% False False 30,844
60 3,953.0 2,982.0 971.0 25.1% 57.4 1.5% 91% False False 21,146
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,060.3
2.618 3,993.3
1.618 3,952.3
1.000 3,927.0
0.618 3,911.3
HIGH 3,886.0
0.618 3,870.3
0.500 3,865.5
0.382 3,860.7
LOW 3,845.0
0.618 3,819.7
1.000 3,804.0
1.618 3,778.7
2.618 3,737.7
4.250 3,670.8
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 3,867.8 3,899.0
PP 3,866.7 3,889.0
S1 3,865.5 3,879.0

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

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