ASX SPI 200 Index Future March 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 4,620.0 4,614.0 -6.0 -0.1% 4,845.0
High 4,698.0 4,641.0 -57.0 -1.2% 4,911.0
Low 4,620.0 4,586.0 -34.0 -0.7% 4,669.0
Close 4,677.0 4,591.0 -86.0 -1.8% 4,707.0
Range 78.0 55.0 -23.0 -29.5% 242.0
ATR 62.3 64.4 2.0 3.3% 0.0
Volume 27,497 42,796 15,299 55.6% 163,653
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 4,771.0 4,736.0 4,621.3
R3 4,716.0 4,681.0 4,606.1
R2 4,661.0 4,661.0 4,601.1
R1 4,626.0 4,626.0 4,596.0 4,616.0
PP 4,606.0 4,606.0 4,606.0 4,601.0
S1 4,571.0 4,571.0 4,586.0 4,561.0
S2 4,551.0 4,551.0 4,580.9
S3 4,496.0 4,516.0 4,575.9
S4 4,441.0 4,461.0 4,560.8
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,488.3 5,339.7 4,840.1
R3 5,246.3 5,097.7 4,773.6
R2 5,004.3 5,004.3 4,751.4
R1 4,855.7 4,855.7 4,729.2 4,809.0
PP 4,762.3 4,762.3 4,762.3 4,739.0
S1 4,613.7 4,613.7 4,684.8 4,567.0
S2 4,520.3 4,520.3 4,662.6
S3 4,278.3 4,371.7 4,640.5
S4 4,036.3 4,129.7 4,573.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,892.0 4,586.0 306.0 6.7% 56.8 1.2% 2% False True 34,571
10 4,911.0 4,586.0 325.0 7.1% 53.3 1.2% 2% False True 30,067
20 4,946.0 4,586.0 360.0 7.8% 46.0 1.0% 1% False True 23,230
40 4,946.0 4,567.0 379.0 8.3% 47.3 1.0% 6% False False 20,258
60 4,946.0 4,506.0 440.0 9.6% 35.5 0.8% 19% False False 13,520
80 4,946.0 4,506.0 440.0 9.6% 30.8 0.7% 19% False False 10,150
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 12.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,874.8
2.618 4,785.0
1.618 4,730.0
1.000 4,696.0
0.618 4,675.0
HIGH 4,641.0
0.618 4,620.0
0.500 4,613.5
0.382 4,607.0
LOW 4,586.0
0.618 4,552.0
1.000 4,531.0
1.618 4,497.0
2.618 4,442.0
4.250 4,352.3
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 4,613.5 4,657.0
PP 4,606.0 4,635.0
S1 4,598.5 4,613.0

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

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