ASX SPI 200 Index Future March 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 4,753.0 4,839.0 86.0 1.8% 4,666.0
High 4,814.0 4,858.0 44.0 0.9% 4,814.0
Low 4,749.0 4,821.0 72.0 1.5% 4,617.0
Close 4,814.0 4,857.0 43.0 0.9% 4,814.0
Range 65.0 37.0 -28.0 -43.1% 197.0
ATR 59.6 58.5 -1.1 -1.9% 0.0
Volume 10,925 15,151 4,226 38.7% 63,127
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 4,956.3 4,943.7 4,877.4
R3 4,919.3 4,906.7 4,867.2
R2 4,882.3 4,882.3 4,863.8
R1 4,869.7 4,869.7 4,860.4 4,876.0
PP 4,845.3 4,845.3 4,845.3 4,848.5
S1 4,832.7 4,832.7 4,853.6 4,839.0
S2 4,808.3 4,808.3 4,850.2
S3 4,771.3 4,795.7 4,846.8
S4 4,734.3 4,758.7 4,836.7
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,339.3 5,273.7 4,922.4
R3 5,142.3 5,076.7 4,868.2
R2 4,945.3 4,945.3 4,850.1
R1 4,879.7 4,879.7 4,832.1 4,912.5
PP 4,748.3 4,748.3 4,748.3 4,764.8
S1 4,682.7 4,682.7 4,795.9 4,715.5
S2 4,551.3 4,551.3 4,777.9
S3 4,354.3 4,485.7 4,759.8
S4 4,157.3 4,288.7 4,705.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,858.0 4,617.0 241.0 5.0% 55.4 1.1% 100% True False 15,655
10 4,858.0 4,589.0 269.0 5.5% 57.1 1.2% 100% True False 33,045
20 4,858.0 4,582.0 276.0 5.7% 48.2 1.0% 100% True False 18,038
40 4,858.0 4,506.0 352.0 7.2% 31.0 0.6% 100% True False 9,043
60 4,878.0 4,506.0 372.0 7.7% 26.4 0.5% 94% False False 6,042
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.1
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,015.3
2.618 4,954.9
1.618 4,917.9
1.000 4,895.0
0.618 4,880.9
HIGH 4,858.0
0.618 4,843.9
0.500 4,839.5
0.382 4,835.1
LOW 4,821.0
0.618 4,798.1
1.000 4,784.0
1.618 4,761.1
2.618 4,724.1
4.250 4,663.8
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 4,851.2 4,828.5
PP 4,845.3 4,800.0
S1 4,839.5 4,771.5

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

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