ASX SPI 200 Index Future March 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 4,839.0 4,865.0 26.0 0.5% 4,666.0
High 4,858.0 4,870.0 12.0 0.2% 4,814.0
Low 4,821.0 4,827.0 6.0 0.1% 4,617.0
Close 4,857.0 4,828.0 -29.0 -0.6% 4,814.0
Range 37.0 43.0 6.0 16.2% 197.0
ATR 58.5 57.4 -1.1 -1.9% 0.0
Volume 15,151 11,648 -3,503 -23.1% 63,127
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 4,970.7 4,942.3 4,851.7
R3 4,927.7 4,899.3 4,839.8
R2 4,884.7 4,884.7 4,835.9
R1 4,856.3 4,856.3 4,831.9 4,849.0
PP 4,841.7 4,841.7 4,841.7 4,838.0
S1 4,813.3 4,813.3 4,824.1 4,806.0
S2 4,798.7 4,798.7 4,820.1
S3 4,755.7 4,770.3 4,816.2
S4 4,712.7 4,727.3 4,804.4
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 4,870.0 4,647.0 223.0 4.6% 50.0 1.0% 81% True False 13,994
10 4,870.0 4,589.0 281.0 5.8% 55.0 1.1% 85% True False 28,692
20 4,870.0 4,582.0 288.0 6.0% 49.3 1.0% 85% True False 18,615
40 4,870.0 4,506.0 364.0 7.5% 32.1 0.7% 88% True False 9,333
60 4,878.0 4,506.0 372.0 7.7% 27.1 0.6% 87% False False 6,236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,052.8
2.618 4,982.6
1.618 4,939.6
1.000 4,913.0
0.618 4,896.6
HIGH 4,870.0
0.618 4,853.6
0.500 4,848.5
0.382 4,843.4
LOW 4,827.0
0.618 4,800.4
1.000 4,784.0
1.618 4,757.4
2.618 4,714.4
4.250 4,644.3
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 4,848.5 4,821.8
PP 4,841.7 4,815.7
S1 4,834.8 4,809.5

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

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