ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 3,761.0 3,848.0 87.0 2.3% 3,758.0
High 3,840.0 3,904.0 64.0 1.7% 3,840.0
Low 3,761.0 3,806.0 45.0 1.2% 3,720.0
Close 3,799.0 3,889.0 90.0 2.4% 3,799.0
Range 79.0 98.0 19.0 24.1% 120.0
ATR 73.8 76.0 2.2 3.0% 0.0
Volume 32,270 33,905 1,635 5.1% 136,350
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,160.3 4,122.7 3,942.9
R3 4,062.3 4,024.7 3,916.0
R2 3,964.3 3,964.3 3,907.0
R1 3,926.7 3,926.7 3,898.0 3,945.5
PP 3,866.3 3,866.3 3,866.3 3,875.8
S1 3,828.7 3,828.7 3,880.0 3,847.5
S2 3,768.3 3,768.3 3,871.0
S3 3,670.3 3,730.7 3,862.1
S4 3,572.3 3,632.7 3,835.1
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 3,904.0 3,724.0 180.0 4.6% 68.2 1.8% 92% True False 28,935
10 3,904.0 3,720.0 184.0 4.7% 58.8 1.5% 92% True False 26,448
20 3,953.0 3,714.0 239.0 6.1% 55.2 1.4% 73% False False 26,185
40 3,953.0 3,611.0 342.0 8.8% 59.8 1.5% 81% False False 25,491
60 3,953.0 3,118.0 835.0 21.5% 60.8 1.6% 92% False False 27,057
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 False
Bear Hook False
Bull Hook False
Stretch 16.4
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 4,320.5
2.618 4,160.6
1.618 4,062.6
1.000 4,002.0
0.618 3,964.6
HIGH 3,904.0
0.618 3,866.6
0.500 3,855.0
0.382 3,843.4
LOW 3,806.0
0.618 3,745.4
1.000 3,708.0
1.618 3,647.4
2.618 3,549.4
4.250 3,389.5
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 3,877.7 3,865.3
PP 3,866.3 3,841.7
S1 3,855.0 3,818.0

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

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