ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 3,753.0 3,800.0 47.0 1.3% 4,036.0
High 3,791.0 3,834.0 43.0 1.1% 4,043.0
Low 3,739.0 3,762.0 23.0 0.6% 3,840.0
Close 3,766.0 3,830.0 64.0 1.7% 3,862.0
Range 52.0 72.0 20.0 38.5% 203.0
ATR 65.8 66.2 0.4 0.7% 0.0
Volume 25,248 25,461 213 0.8% 290,028
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,024.7 3,999.3 3,869.6
R3 3,952.7 3,927.3 3,849.8
R2 3,880.7 3,880.7 3,843.2
R1 3,855.3 3,855.3 3,836.6 3,868.0
PP 3,808.7 3,808.7 3,808.7 3,815.0
S1 3,783.3 3,783.3 3,823.4 3,796.0
S2 3,736.7 3,736.7 3,816.8
S3 3,664.7 3,711.3 3,810.2
S4 3,592.7 3,639.3 3,790.4
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,524.0 4,396.0 3,973.7
R3 4,321.0 4,193.0 3,917.8
R2 4,118.0 4,118.0 3,899.2
R1 3,990.0 3,990.0 3,880.6 3,952.5
PP 3,915.0 3,915.0 3,915.0 3,896.3
S1 3,787.0 3,787.0 3,843.4 3,749.5
S2 3,712.0 3,712.0 3,824.8
S3 3,509.0 3,584.0 3,806.2
S4 3,306.0 3,381.0 3,750.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,905.0 3,739.0 166.0 4.3% 54.0 1.4% 55% False False 24,668
10 4,064.0 3,739.0 325.0 8.5% 53.5 1.4% 28% False False 40,171
20 4,064.0 3,706.0 358.0 9.3% 52.3 1.4% 35% False False 20,591
40 4,064.0 3,684.0 380.0 9.9% 39.9 1.0% 38% False False 10,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.9
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,140.0
2.618 4,022.5
1.618 3,950.5
1.000 3,906.0
0.618 3,878.5
HIGH 3,834.0
0.618 3,806.5
0.500 3,798.0
0.382 3,789.5
LOW 3,762.0
0.618 3,717.5
1.000 3,690.0
1.618 3,645.5
2.618 3,573.5
4.250 3,456.0
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 3,819.3 3,815.5
PP 3,808.7 3,801.0
S1 3,798.0 3,786.5

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

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