ASX SPI 200 Index Future June 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 3,953.0 3,973.0 20.0 0.5% 3,848.0
High 3,997.0 4,028.0 31.0 0.8% 4,029.0
Low 3,930.0 3,957.0 27.0 0.7% 3,806.0
Close 3,944.0 4,019.0 75.0 1.9% 3,947.0
Range 67.0 71.0 4.0 6.0% 223.0
ATR 78.0 78.4 0.4 0.6% 0.0
Volume 35,513 49,052 13,539 38.1% 179,817
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,214.3 4,187.7 4,058.1
R3 4,143.3 4,116.7 4,038.5
R2 4,072.3 4,072.3 4,032.0
R1 4,045.7 4,045.7 4,025.5 4,059.0
PP 4,001.3 4,001.3 4,001.3 4,008.0
S1 3,974.7 3,974.7 4,012.5 3,988.0
S2 3,930.3 3,930.3 4,006.0
S3 3,859.3 3,903.7 3,999.5
S4 3,788.3 3,832.7 3,980.0
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,596.3 4,494.7 4,069.7
R3 4,373.3 4,271.7 4,008.3
R2 4,150.3 4,150.3 3,987.9
R1 4,048.7 4,048.7 3,967.4 4,099.5
PP 3,927.3 3,927.3 3,927.3 3,952.8
S1 3,825.7 3,825.7 3,926.6 3,876.5
S2 3,704.3 3,704.3 3,906.1
S3 3,481.3 3,602.7 3,885.7
S4 3,258.3 3,379.7 3,824.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,029.0 3,928.0 101.0 2.5% 75.2 1.9% 90% False False 38,167
10 4,029.0 3,732.0 297.0 7.4% 69.2 1.7% 97% False False 35,129
20 4,029.0 3,714.0 315.0 7.8% 60.2 1.5% 97% False False 29,479
40 4,029.0 3,655.0 374.0 9.3% 61.9 1.5% 97% False False 27,786
60 4,029.0 3,343.0 686.0 17.1% 63.1 1.6% 99% False False 30,389
80 4,029.0 2,982.0 1,047.0 26.1% 58.1 1.4% 99% False False 23,229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,329.8
2.618 4,213.9
1.618 4,142.9
1.000 4,099.0
0.618 4,071.9
HIGH 4,028.0
0.618 4,000.9
0.500 3,992.5
0.382 3,984.1
LOW 3,957.0
0.618 3,913.1
1.000 3,886.0
1.618 3,842.1
2.618 3,771.1
4.250 3,655.3
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 4,010.2 4,005.7
PP 4,001.3 3,992.3
S1 3,992.5 3,979.0

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

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