ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 4,303.0 4,268.0 -35.0 -0.8% 4,232.0
High 4,309.0 4,319.0 10.0 0.2% 4,300.0
Low 4,261.0 4,245.0 -16.0 -0.4% 4,205.0
Close 4,265.0 4,310.0 45.0 1.1% 4,261.0
Range 48.0 74.0 26.0 54.2% 95.0
ATR 62.6 63.4 0.8 1.3% 0.0
Volume 22,832 25,455 2,623 11.5% 140,800
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,513.3 4,485.7 4,350.7
R3 4,439.3 4,411.7 4,330.4
R2 4,365.3 4,365.3 4,323.6
R1 4,337.7 4,337.7 4,316.8 4,351.5
PP 4,291.3 4,291.3 4,291.3 4,298.3
S1 4,263.7 4,263.7 4,303.2 4,277.5
S2 4,217.3 4,217.3 4,296.4
S3 4,143.3 4,189.7 4,289.7
S4 4,069.3 4,115.7 4,269.3
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 4,319.0 4,210.0 109.0 2.5% 66.0 1.5% 92% True False 25,757
10 4,319.0 4,087.0 232.0 5.4% 59.5 1.4% 96% True False 26,990
20 4,319.0 3,857.0 462.0 10.7% 51.2 1.2% 98% True False 25,411
40 4,319.0 3,665.0 654.0 15.2% 50.6 1.2% 99% True False 26,160
60 4,319.0 3,665.0 654.0 15.2% 48.0 1.1% 99% True False 20,757
80 4,319.0 3,638.0 681.0 15.8% 43.1 1.0% 99% True False 15,595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,633.5
2.618 4,512.7
1.618 4,438.7
1.000 4,393.0
0.618 4,364.7
HIGH 4,319.0
0.618 4,290.7
0.500 4,282.0
0.382 4,273.3
LOW 4,245.0
0.618 4,199.3
1.000 4,171.0
1.618 4,125.3
2.618 4,051.3
4.250 3,930.5
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 4,300.7 4,298.7
PP 4,291.3 4,287.3
S1 4,282.0 4,276.0

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

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