ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 4,745.0 4,731.0 -14.0 -0.3% 4,691.0
High 4,777.0 4,768.0 -9.0 -0.2% 4,749.0
Low 4,739.0 4,703.0 -36.0 -0.8% 4,649.0
Close 4,746.0 4,720.0 -26.0 -0.5% 4,725.0
Range 38.0 65.0 27.0 71.1% 100.0
ATR 60.5 60.8 0.3 0.5% 0.0
Volume 26,561 28,797 2,236 8.4% 112,125
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 4,925.3 4,887.7 4,755.8
R3 4,860.3 4,822.7 4,737.9
R2 4,795.3 4,795.3 4,731.9
R1 4,757.7 4,757.7 4,726.0 4,744.0
PP 4,730.3 4,730.3 4,730.3 4,723.5
S1 4,692.7 4,692.7 4,714.0 4,679.0
S2 4,665.3 4,665.3 4,708.1
S3 4,600.3 4,627.7 4,702.1
S4 4,535.3 4,562.7 4,684.3
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,007.7 4,966.3 4,780.0
R3 4,907.7 4,866.3 4,752.5
R2 4,807.7 4,807.7 4,743.3
R1 4,766.3 4,766.3 4,734.2 4,787.0
PP 4,707.7 4,707.7 4,707.7 4,718.0
S1 4,666.3 4,666.3 4,715.8 4,687.0
S2 4,607.7 4,607.7 4,706.7
S3 4,507.7 4,566.3 4,697.5
S4 4,407.7 4,466.3 4,670.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,779.0 4,649.0 130.0 2.8% 57.2 1.2% 55% False False 25,894
10 4,779.0 4,649.0 130.0 2.8% 47.8 1.0% 55% False False 24,609
20 4,779.0 4,426.0 353.0 7.5% 50.4 1.1% 83% False False 25,198
40 4,779.0 4,260.0 519.0 11.0% 43.4 0.9% 89% False False 12,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 12.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,044.3
2.618 4,938.2
1.618 4,873.2
1.000 4,833.0
0.618 4,808.2
HIGH 4,768.0
0.618 4,743.2
0.500 4,735.5
0.382 4,727.8
LOW 4,703.0
0.618 4,662.8
1.000 4,638.0
1.618 4,597.8
2.618 4,532.8
4.250 4,426.8
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 4,735.5 4,741.0
PP 4,730.3 4,734.0
S1 4,725.2 4,727.0

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

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