ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 4,600.0 4,585.0 -15.0 -0.3% 4,473.0
High 4,610.0 4,593.0 -17.0 -0.4% 4,610.0
Low 4,584.0 4,519.0 -65.0 -1.4% 4,442.0
Close 4,600.0 4,529.0 -71.0 -1.5% 4,600.0
Range 26.0 74.0 48.0 184.6% 168.0
ATR 65.7 66.8 1.1 1.7% 0.0
Volume 41,514 84,621 43,107 103.8% 143,115
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 4,769.0 4,723.0 4,569.7
R3 4,695.0 4,649.0 4,549.4
R2 4,621.0 4,621.0 4,542.6
R1 4,575.0 4,575.0 4,535.8 4,561.0
PP 4,547.0 4,547.0 4,547.0 4,540.0
S1 4,501.0 4,501.0 4,522.2 4,487.0
S2 4,473.0 4,473.0 4,515.4
S3 4,399.0 4,427.0 4,508.7
S4 4,325.0 4,353.0 4,488.3
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,054.7 4,995.3 4,692.4
R3 4,886.7 4,827.3 4,646.2
R2 4,718.7 4,718.7 4,630.8
R1 4,659.3 4,659.3 4,615.4 4,689.0
PP 4,550.7 4,550.7 4,550.7 4,565.5
S1 4,491.3 4,491.3 4,584.6 4,521.0
S2 4,382.7 4,382.7 4,569.2
S3 4,214.7 4,323.3 4,553.8
S4 4,046.7 4,155.3 4,507.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,610.0 4,477.0 133.0 2.9% 49.6 1.1% 39% False False 41,506
10 4,610.0 4,404.0 206.0 4.5% 49.4 1.1% 61% False False 35,704
20 4,610.0 4,224.0 386.0 8.5% 59.6 1.3% 79% False False 33,157
40 4,610.0 4,007.0 603.0 13.3% 57.5 1.3% 87% False False 29,931
60 4,610.0 3,665.0 945.0 20.9% 54.6 1.2% 91% False False 28,360
80 4,610.0 3,665.0 945.0 20.9% 53.4 1.2% 91% False False 25,406
100 4,610.0 3,640.0 970.0 21.4% 48.9 1.1% 92% False False 20,351
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.0
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,907.5
2.618 4,786.7
1.618 4,712.7
1.000 4,667.0
0.618 4,638.7
HIGH 4,593.0
0.618 4,564.7
0.500 4,556.0
0.382 4,547.3
LOW 4,519.0
0.618 4,473.3
1.000 4,445.0
1.618 4,399.3
2.618 4,325.3
4.250 4,204.5
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 4,556.0 4,564.5
PP 4,547.0 4,552.7
S1 4,538.0 4,540.8

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

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