ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
07-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 4,473.0 4,482.0 9.0 0.2% 4,501.0
High 4,479.0 4,534.0 55.0 1.2% 4,534.0
Low 4,442.0 4,477.0 35.0 0.8% 4,404.0
Close 4,468.0 4,534.0 66.0 1.5% 4,427.0
Range 37.0 57.0 20.0 54.1% 130.0
ATR 69.8 69.5 -0.3 -0.4% 0.0
Volume 20,204 28,780 8,576 42.4% 164,423
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 4,686.0 4,667.0 4,565.4
R3 4,629.0 4,610.0 4,549.7
R2 4,572.0 4,572.0 4,544.5
R1 4,553.0 4,553.0 4,539.2 4,562.5
PP 4,515.0 4,515.0 4,515.0 4,519.8
S1 4,496.0 4,496.0 4,528.8 4,505.5
S2 4,458.0 4,458.0 4,523.6
S3 4,401.0 4,439.0 4,518.3
S4 4,344.0 4,382.0 4,502.7
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 4,845.0 4,766.0 4,498.5
R3 4,715.0 4,636.0 4,462.8
R2 4,585.0 4,585.0 4,450.8
R1 4,506.0 4,506.0 4,438.9 4,480.5
PP 4,455.0 4,455.0 4,455.0 4,442.3
S1 4,376.0 4,376.0 4,415.1 4,350.5
S2 4,325.0 4,325.0 4,403.2
S3 4,195.0 4,246.0 4,391.3
S4 4,065.0 4,116.0 4,355.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,534.0 4,404.0 130.0 2.9% 47.8 1.1% 100% True False 29,162
10 4,534.0 4,398.0 136.0 3.0% 51.9 1.1% 100% True False 28,906
20 4,534.0 4,224.0 310.0 6.8% 63.6 1.4% 100% True False 30,448
40 4,534.0 3,857.0 677.0 14.9% 57.4 1.3% 100% True False 27,930
60 4,534.0 3,665.0 869.0 19.2% 54.9 1.2% 100% True False 27,590
80 4,534.0 3,665.0 869.0 19.2% 51.9 1.1% 100% True False 23,180
100 4,534.0 3,638.0 896.0 19.8% 47.2 1.0% 100% True False 18,566
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 11.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,776.3
2.618 4,683.2
1.618 4,626.2
1.000 4,591.0
0.618 4,569.2
HIGH 4,534.0
0.618 4,512.2
0.500 4,505.5
0.382 4,498.8
LOW 4,477.0
0.618 4,441.8
1.000 4,420.0
1.618 4,384.8
2.618 4,327.8
4.250 4,234.8
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 4,524.5 4,513.8
PP 4,515.0 4,493.7
S1 4,505.5 4,473.5

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

View Archives - Comment on this page... - Back to Index of Symbols