ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 4,810.0 4,858.0 48.0 1.0% 4,838.0
High 4,851.0 4,875.0 24.0 0.5% 4,879.0
Low 4,804.0 4,851.0 47.0 1.0% 4,772.0
Close 4,819.0 4,853.0 34.0 0.7% 4,853.0
Range 47.0 24.0 -23.0 -48.9% 107.0
ATR 63.0 62.5 -0.5 -0.8% 0.0
Volume 27,447 23,612 -3,835 -14.0% 119,729
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 4,931.7 4,916.3 4,866.2
R3 4,907.7 4,892.3 4,859.6
R2 4,883.7 4,883.7 4,857.4
R1 4,868.3 4,868.3 4,855.2 4,864.0
PP 4,859.7 4,859.7 4,859.7 4,857.5
S1 4,844.3 4,844.3 4,850.8 4,840.0
S2 4,835.7 4,835.7 4,848.6
S3 4,811.7 4,820.3 4,846.4
S4 4,787.7 4,796.3 4,839.8
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,155.7 5,111.3 4,911.9
R3 5,048.7 5,004.3 4,882.4
R2 4,941.7 4,941.7 4,872.6
R1 4,897.3 4,897.3 4,862.8 4,919.5
PP 4,834.7 4,834.7 4,834.7 4,845.8
S1 4,790.3 4,790.3 4,843.2 4,812.5
S2 4,727.7 4,727.7 4,833.4
S3 4,620.7 4,683.3 4,823.6
S4 4,513.7 4,576.3 4,794.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,879.0 4,772.0 107.0 2.2% 41.0 0.8% 76% False False 23,945
10 4,900.0 4,741.0 159.0 3.3% 45.1 0.9% 70% False False 20,920
20 4,900.0 4,574.0 326.0 6.7% 50.9 1.0% 86% False False 23,825
40 4,900.0 4,418.0 482.0 9.9% 50.5 1.0% 90% False False 22,024
60 4,900.0 4,227.0 673.0 13.9% 43.0 0.9% 93% False False 14,728
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.2
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 4,977.0
2.618 4,937.8
1.618 4,913.8
1.000 4,899.0
0.618 4,889.8
HIGH 4,875.0
0.618 4,865.8
0.500 4,863.0
0.382 4,860.2
LOW 4,851.0
0.618 4,836.2
1.000 4,827.0
1.618 4,812.2
2.618 4,788.2
4.250 4,749.0
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 4,863.0 4,848.5
PP 4,859.7 4,844.0
S1 4,856.3 4,839.5

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

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