ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 4,377.0 4,390.0 13.0 0.3% 4,303.0
High 4,408.0 4,399.0 -9.0 -0.2% 4,474.0
Low 4,322.0 4,319.0 -3.0 -0.1% 4,245.0
Close 4,333.0 4,320.0 -13.0 -0.3% 4,424.0
Range 86.0 80.0 -6.0 -7.0% 229.0
ATR 67.7 68.6 0.9 1.3% 0.0
Volume 26,912 34,415 7,503 27.9% 144,077
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,586.0 4,533.0 4,364.0
R3 4,506.0 4,453.0 4,342.0
R2 4,426.0 4,426.0 4,334.7
R1 4,373.0 4,373.0 4,327.3 4,359.5
PP 4,346.0 4,346.0 4,346.0 4,339.3
S1 4,293.0 4,293.0 4,312.7 4,279.5
S2 4,266.0 4,266.0 4,305.3
S3 4,186.0 4,213.0 4,298.0
S4 4,106.0 4,133.0 4,276.0
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,068.0 4,975.0 4,550.0
R3 4,839.0 4,746.0 4,487.0
R2 4,610.0 4,610.0 4,466.0
R1 4,517.0 4,517.0 4,445.0 4,563.5
PP 4,381.0 4,381.0 4,381.0 4,404.3
S1 4,288.0 4,288.0 4,403.0 4,334.5
S2 4,152.0 4,152.0 4,382.0
S3 3,923.0 4,059.0 4,361.0
S4 3,694.0 3,830.0 4,298.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,474.0 4,315.0 159.0 3.7% 69.8 1.6% 3% False False 31,418
10 4,474.0 4,233.0 241.0 5.6% 65.5 1.5% 36% False False 29,129
20 4,474.0 4,050.0 424.0 9.8% 61.5 1.4% 64% False False 27,867
40 4,474.0 3,665.0 809.0 18.7% 53.1 1.2% 81% False False 26,297
60 4,474.0 3,665.0 809.0 18.7% 52.8 1.2% 81% False False 24,395
80 4,474.0 3,665.0 809.0 18.7% 46.5 1.1% 81% False False 18,334
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 15.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,739.0
2.618 4,608.4
1.618 4,528.4
1.000 4,479.0
0.618 4,448.4
HIGH 4,399.0
0.618 4,368.4
0.500 4,359.0
0.382 4,349.6
LOW 4,319.0
0.618 4,269.6
1.000 4,239.0
1.618 4,189.6
2.618 4,109.6
4.250 3,979.0
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 4,359.0 4,361.5
PP 4,346.0 4,347.7
S1 4,333.0 4,333.8

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

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