ASX SPI 200 Index Future March 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 4,492.0 4,560.0 68.0 1.5% 4,469.0
High 4,534.0 4,565.0 31.0 0.7% 4,565.0
Low 4,476.0 4,508.0 32.0 0.7% 4,428.0
Close 4,522.0 4,534.0 12.0 0.3% 4,534.0
Range 58.0 57.0 -1.0 -1.7% 137.0
ATR 67.0 66.3 -0.7 -1.1% 0.0
Volume 21,404 26,581 5,177 24.2% 132,288
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 4,706.7 4,677.3 4,565.4
R3 4,649.7 4,620.3 4,549.7
R2 4,592.7 4,592.7 4,544.5
R1 4,563.3 4,563.3 4,539.2 4,549.5
PP 4,535.7 4,535.7 4,535.7 4,528.8
S1 4,506.3 4,506.3 4,528.8 4,492.5
S2 4,478.7 4,478.7 4,523.6
S3 4,421.7 4,449.3 4,518.3
S4 4,364.7 4,392.3 4,502.7
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 4,920.0 4,864.0 4,609.4
R3 4,783.0 4,727.0 4,571.7
R2 4,646.0 4,646.0 4,559.1
R1 4,590.0 4,590.0 4,546.6 4,618.0
PP 4,509.0 4,509.0 4,509.0 4,523.0
S1 4,453.0 4,453.0 4,521.4 4,481.0
S2 4,372.0 4,372.0 4,508.9
S3 4,235.0 4,316.0 4,496.3
S4 4,098.0 4,179.0 4,458.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,565.0 4,428.0 137.0 3.0% 57.6 1.3% 77% True False 26,457
10 4,621.0 4,428.0 193.0 4.3% 50.7 1.1% 55% False False 28,957
20 4,911.0 4,428.0 483.0 10.7% 54.5 1.2% 22% False False 31,362
40 4,946.0 4,428.0 518.0 11.4% 50.1 1.1% 20% False False 27,244
60 4,946.0 4,428.0 518.0 11.4% 43.6 1.0% 20% False False 19,596
80 4,946.0 4,428.0 518.0 11.4% 36.7 0.8% 20% False False 14,709
100 4,946.0 4,428.0 518.0 11.4% 31.0 0.7% 20% False False 11,771
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 11.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,807.3
2.618 4,714.2
1.618 4,657.2
1.000 4,622.0
0.618 4,600.2
HIGH 4,565.0
0.618 4,543.2
0.500 4,536.5
0.382 4,529.8
LOW 4,508.0
0.618 4,472.8
1.000 4,451.0
1.618 4,415.8
2.618 4,358.8
4.250 4,265.8
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 4,536.5 4,527.7
PP 4,535.7 4,521.3
S1 4,534.8 4,515.0

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

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