ASX SPI 200 Index Future March 2010


Trading Metrics calculated at close of trading on 15-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 15-Feb-2010 Change Change % Previous Week
Open 4,560.0 4,523.0 -37.0 -0.8% 4,469.0
High 4,565.0 4,542.0 -23.0 -0.5% 4,565.0
Low 4,508.0 4,509.0 1.0 0.0% 4,428.0
Close 4,534.0 4,527.0 -7.0 -0.2% 4,534.0
Range 57.0 33.0 -24.0 -42.1% 137.0
ATR 66.3 63.9 -2.4 -3.6% 0.0
Volume 26,581 17,453 -9,128 -34.3% 132,288
Daily Pivots for day following 15-Feb-2010
Classic Woodie Camarilla DeMark
R4 4,625.0 4,609.0 4,545.2
R3 4,592.0 4,576.0 4,536.1
R2 4,559.0 4,559.0 4,533.1
R1 4,543.0 4,543.0 4,530.0 4,551.0
PP 4,526.0 4,526.0 4,526.0 4,530.0
S1 4,510.0 4,510.0 4,524.0 4,518.0
S2 4,493.0 4,493.0 4,521.0
S3 4,460.0 4,477.0 4,517.9
S4 4,427.0 4,444.0 4,508.9
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% 54.0 1.2% 72% False False 24,161
10 4,621.0 4,428.0 193.0 4.3% 47.8 1.1% 51% False False 27,097
20 4,911.0 4,428.0 483.0 10.7% 53.2 1.2% 20% False False 30,822
40 4,946.0 4,428.0 518.0 11.4% 49.9 1.1% 19% False False 25,636
60 4,946.0 4,428.0 518.0 11.4% 43.3 1.0% 19% False False 19,887
80 4,946.0 4,428.0 518.0 11.4% 36.9 0.8% 19% False False 14,924
100 4,946.0 4,428.0 518.0 11.4% 31.3 0.7% 19% False False 11,946
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.9
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4,682.3
2.618 4,628.4
1.618 4,595.4
1.000 4,575.0
0.618 4,562.4
HIGH 4,542.0
0.618 4,529.4
0.500 4,525.5
0.382 4,521.6
LOW 4,509.0
0.618 4,488.6
1.000 4,476.0
1.618 4,455.6
2.618 4,422.6
4.250 4,368.8
Fisher Pivots for day following 15-Feb-2010
Pivot 1 day 3 day
R1 4,526.5 4,524.8
PP 4,526.0 4,522.7
S1 4,525.5 4,520.5

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

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