ASX SPI 200 Index Future March 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 4,836.0 4,807.0 -29.0 -0.6% 4,635.0
High 4,839.0 4,832.0 -7.0 -0.1% 4,787.0
Low 4,793.0 4,793.0 0.0 0.0% 4,635.0
Close 4,801.0 4,819.0 18.0 0.4% 4,775.0
Range 46.0 39.0 -7.0 -15.2% 152.0
ATR 63.2 61.5 -1.7 -2.7% 0.0
Volume 32,339 25,326 -7,013 -21.7% 131,731
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 4,931.7 4,914.3 4,840.5
R3 4,892.7 4,875.3 4,829.7
R2 4,853.7 4,853.7 4,826.2
R1 4,836.3 4,836.3 4,822.6 4,845.0
PP 4,814.7 4,814.7 4,814.7 4,819.0
S1 4,797.3 4,797.3 4,815.4 4,806.0
S2 4,775.7 4,775.7 4,811.9
S3 4,736.7 4,758.3 4,808.3
S4 4,697.7 4,719.3 4,797.6
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,188.3 5,133.7 4,858.6
R3 5,036.3 4,981.7 4,816.8
R2 4,884.3 4,884.3 4,802.9
R1 4,829.7 4,829.7 4,788.9 4,857.0
PP 4,732.3 4,732.3 4,732.3 4,746.0
S1 4,677.7 4,677.7 4,761.1 4,705.0
S2 4,580.3 4,580.3 4,747.1
S3 4,428.3 4,525.7 4,733.2
S4 4,276.3 4,373.7 4,691.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,839.0 4,714.0 125.0 2.6% 38.8 0.8% 84% False False 27,192
10 4,839.0 4,573.0 266.0 5.5% 48.1 1.0% 92% False False 28,870
20 4,839.0 4,465.0 374.0 7.8% 49.9 1.0% 95% False False 27,453
40 4,935.0 4,428.0 507.0 10.5% 50.4 1.0% 77% False False 28,990
60 4,946.0 4,428.0 518.0 10.7% 49.5 1.0% 75% False False 27,390
80 4,946.0 4,428.0 518.0 10.7% 43.7 0.9% 75% False False 20,599
100 4,946.0 4,428.0 518.0 10.7% 37.8 0.8% 75% False False 16,487
120 4,946.0 4,428.0 518.0 10.7% 32.7 0.7% 75% False False 13,743
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,997.8
2.618 4,934.1
1.618 4,895.1
1.000 4,871.0
0.618 4,856.1
HIGH 4,832.0
0.618 4,817.1
0.500 4,812.5
0.382 4,807.9
LOW 4,793.0
0.618 4,768.9
1.000 4,754.0
1.618 4,729.9
2.618 4,690.9
4.250 4,627.3
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 4,816.8 4,811.7
PP 4,814.7 4,804.3
S1 4,812.5 4,797.0

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

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