ASX SPI 200 Index Future September 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 4,585.0 4,574.0 -11.0 -0.2% 4,473.0
High 4,587.0 4,664.0 77.0 1.7% 4,610.0
Low 4,526.0 4,574.0 48.0 1.1% 4,442.0
Close 4,547.0 4,661.0 114.0 2.5% 4,600.0
Range 61.0 90.0 29.0 47.5% 168.0
ATR 66.4 70.0 3.6 5.4% 0.0
Volume 119,289 78,358 -40,931 -34.3% 143,115
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 4,903.0 4,872.0 4,710.5
R3 4,813.0 4,782.0 4,685.8
R2 4,723.0 4,723.0 4,677.5
R1 4,692.0 4,692.0 4,669.3 4,707.5
PP 4,633.0 4,633.0 4,633.0 4,640.8
S1 4,602.0 4,602.0 4,652.8 4,617.5
S2 4,543.0 4,543.0 4,644.5
S3 4,453.0 4,512.0 4,636.3
S4 4,363.0 4,422.0 4,611.5
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 4,664.0 4,519.0 145.0 3.1% 58.2 1.2% 98% True False 69,453
10 4,664.0 4,404.0 260.0 5.6% 53.4 1.1% 99% True False 47,657
20 4,664.0 4,224.0 440.0 9.4% 60.1 1.3% 99% True False 40,020
40 4,664.0 4,012.0 652.0 14.0% 59.5 1.3% 100% True False 33,866
60 4,664.0 3,665.0 999.0 21.4% 55.3 1.2% 100% True False 30,722
80 4,664.0 3,665.0 999.0 21.4% 54.1 1.2% 100% True False 27,872
100 4,664.0 3,661.0 1,003.0 21.5% 48.5 1.0% 100% True False 22,327
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 8.9
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5,046.5
2.618 4,899.6
1.618 4,809.6
1.000 4,754.0
0.618 4,719.6
HIGH 4,664.0
0.618 4,629.6
0.500 4,619.0
0.382 4,608.4
LOW 4,574.0
0.618 4,518.4
1.000 4,484.0
1.618 4,428.4
2.618 4,338.4
4.250 4,191.5
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 4,647.0 4,637.8
PP 4,633.0 4,614.7
S1 4,619.0 4,591.5

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

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