ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 4,721.0 4,794.0 73.0 1.5% 4,593.0
High 4,793.0 4,810.0 17.0 0.4% 4,810.0
Low 4,695.0 4,748.0 53.0 1.1% 4,574.0
Close 4,771.0 4,749.0 -22.0 -0.5% 4,749.0
Range 98.0 62.0 -36.0 -36.7% 236.0
ATR 70.5 69.9 -0.6 -0.9% 0.0
Volume 38,335 29,047 -9,288 -24.2% 138,114
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 4,955.0 4,914.0 4,783.1
R3 4,893.0 4,852.0 4,766.1
R2 4,831.0 4,831.0 4,760.4
R1 4,790.0 4,790.0 4,754.7 4,779.5
PP 4,769.0 4,769.0 4,769.0 4,763.8
S1 4,728.0 4,728.0 4,743.3 4,717.5
S2 4,707.0 4,707.0 4,737.6
S3 4,645.0 4,666.0 4,732.0
S4 4,583.0 4,604.0 4,714.9
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,419.0 5,320.0 4,878.8
R3 5,183.0 5,084.0 4,813.9
R2 4,947.0 4,947.0 4,792.3
R1 4,848.0 4,848.0 4,770.6 4,897.5
PP 4,711.0 4,711.0 4,711.0 4,735.8
S1 4,612.0 4,612.0 4,727.4 4,661.5
S2 4,475.0 4,475.0 4,705.7
S3 4,239.0 4,376.0 4,684.1
S4 4,003.0 4,140.0 4,619.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,810.0 4,574.0 236.0 5.0% 68.8 1.4% 74% True False 27,622
10 4,810.0 4,574.0 236.0 5.0% 56.6 1.2% 74% True False 26,731
20 4,810.0 4,533.0 277.0 5.8% 56.7 1.2% 78% True False 32,494
40 4,810.0 4,260.0 550.0 11.6% 48.4 1.0% 89% True False 16,834
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 13.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,073.5
2.618 4,972.3
1.618 4,910.3
1.000 4,872.0
0.618 4,848.3
HIGH 4,810.0
0.618 4,786.3
0.500 4,779.0
0.382 4,771.7
LOW 4,748.0
0.618 4,709.7
1.000 4,686.0
1.618 4,647.7
2.618 4,585.7
4.250 4,484.5
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 4,779.0 4,743.3
PP 4,769.0 4,737.7
S1 4,759.0 4,732.0

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

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