ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 3,765.0 3,761.0 -4.0 -0.1% 3,758.0
High 3,766.0 3,840.0 74.0 2.0% 3,840.0
Low 3,732.0 3,761.0 29.0 0.8% 3,720.0
Close 3,735.0 3,799.0 64.0 1.7% 3,799.0
Range 34.0 79.0 45.0 132.4% 120.0
ATR 71.4 73.8 2.4 3.4% 0.0
Volume 28,583 32,270 3,687 12.9% 136,350
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 4,037.0 3,997.0 3,842.5
R3 3,958.0 3,918.0 3,820.7
R2 3,879.0 3,879.0 3,813.5
R1 3,839.0 3,839.0 3,806.2 3,859.0
PP 3,800.0 3,800.0 3,800.0 3,810.0
S1 3,760.0 3,760.0 3,791.8 3,780.0
S2 3,721.0 3,721.0 3,784.5
S3 3,642.0 3,681.0 3,777.3
S4 3,563.0 3,602.0 3,755.6
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 4,146.3 4,092.7 3,865.0
R3 4,026.3 3,972.7 3,832.0
R2 3,906.3 3,906.3 3,821.0
R1 3,852.7 3,852.7 3,810.0 3,879.5
PP 3,786.3 3,786.3 3,786.3 3,799.8
S1 3,732.7 3,732.7 3,788.0 3,759.5
S2 3,666.3 3,666.3 3,777.0
S3 3,546.3 3,612.7 3,766.0
S4 3,426.3 3,492.7 3,733.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,840.0 3,720.0 120.0 3.2% 62.2 1.6% 66% True False 27,270
10 3,853.0 3,716.0 137.0 3.6% 53.1 1.4% 61% False False 24,831
20 3,953.0 3,714.0 239.0 6.3% 55.8 1.5% 36% False False 26,204
40 3,953.0 3,611.0 342.0 9.0% 59.6 1.6% 55% False False 25,383
60 3,953.0 3,118.0 835.0 22.0% 59.7 1.6% 82% False False 26,517
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 True
Bear Hook False
Bull Hook False
Stretch 13.8
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4,175.8
2.618 4,046.8
1.618 3,967.8
1.000 3,919.0
0.618 3,888.8
HIGH 3,840.0
0.618 3,809.8
0.500 3,800.5
0.382 3,791.2
LOW 3,761.0
0.618 3,712.2
1.000 3,682.0
1.618 3,633.2
2.618 3,554.2
4.250 3,425.3
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 3,800.5 3,794.7
PP 3,800.0 3,790.3
S1 3,799.5 3,786.0

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

View Archives - Comment on this page... - Back to Index of Symbols