ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 4,266.0 4,303.0 37.0 0.9% 4,232.0
High 4,274.0 4,309.0 35.0 0.8% 4,300.0
Low 4,233.0 4,261.0 28.0 0.7% 4,205.0
Close 4,261.0 4,265.0 4.0 0.1% 4,261.0
Range 41.0 48.0 7.0 17.1% 95.0
ATR 63.7 62.6 -1.1 -1.8% 0.0
Volume 23,624 22,832 -792 -3.4% 140,800
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,422.3 4,391.7 4,291.4
R3 4,374.3 4,343.7 4,278.2
R2 4,326.3 4,326.3 4,273.8
R1 4,295.7 4,295.7 4,269.4 4,287.0
PP 4,278.3 4,278.3 4,278.3 4,274.0
S1 4,247.7 4,247.7 4,260.6 4,239.0
S2 4,230.3 4,230.3 4,256.2
S3 4,182.3 4,199.7 4,251.8
S4 4,134.3 4,151.7 4,238.6
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,540.3 4,495.7 4,313.3
R3 4,445.3 4,400.7 4,287.1
R2 4,350.3 4,350.3 4,278.4
R1 4,305.7 4,305.7 4,269.7 4,328.0
PP 4,255.3 4,255.3 4,255.3 4,266.5
S1 4,210.7 4,210.7 4,252.3 4,233.0
S2 4,160.3 4,160.3 4,243.6
S3 4,065.3 4,115.7 4,234.9
S4 3,970.3 4,020.7 4,208.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,309.0 4,210.0 99.0 2.3% 60.4 1.4% 56% True False 27,692
10 4,309.0 4,087.0 222.0 5.2% 56.5 1.3% 80% True False 26,683
20 4,309.0 3,770.0 539.0 12.6% 51.4 1.2% 92% True False 25,659
40 4,309.0 3,665.0 644.0 15.1% 50.1 1.2% 93% True False 27,886
60 4,309.0 3,665.0 644.0 15.1% 47.0 1.1% 93% True False 20,333
80 4,309.0 3,638.0 671.0 15.7% 42.2 1.0% 93% True False 15,277
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,513.0
2.618 4,434.7
1.618 4,386.7
1.000 4,357.0
0.618 4,338.7
HIGH 4,309.0
0.618 4,290.7
0.500 4,285.0
0.382 4,279.3
LOW 4,261.0
0.618 4,231.3
1.000 4,213.0
1.618 4,183.3
2.618 4,135.3
4.250 4,057.0
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 4,285.0 4,264.2
PP 4,278.3 4,263.3
S1 4,271.7 4,262.5

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

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