ASX SPI 200 Index Future June 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 4,902.0 4,895.0 -7.0 -0.1% 4,845.0
High 4,912.0 4,927.0 15.0 0.3% 4,936.0
Low 4,892.0 4,854.0 -38.0 -0.8% 4,842.0
Close 4,902.0 4,926.0 24.0 0.5% 4,926.0
Range 20.0 73.0 53.0 265.0% 94.0
ATR 41.8 44.1 2.2 5.3% 0.0
Volume 17,485 29,250 11,765 67.3% 102,154
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,121.3 5,096.7 4,966.2
R3 5,048.3 5,023.7 4,946.1
R2 4,975.3 4,975.3 4,939.4
R1 4,950.7 4,950.7 4,932.7 4,963.0
PP 4,902.3 4,902.3 4,902.3 4,908.5
S1 4,877.7 4,877.7 4,919.3 4,890.0
S2 4,829.3 4,829.3 4,912.6
S3 4,756.3 4,804.7 4,905.9
S4 4,683.3 4,731.7 4,885.9
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,183.3 5,148.7 4,977.7
R3 5,089.3 5,054.7 4,951.9
R2 4,995.3 4,995.3 4,943.2
R1 4,960.7 4,960.7 4,934.6 4,978.0
PP 4,901.3 4,901.3 4,901.3 4,910.0
S1 4,866.7 4,866.7 4,917.4 4,884.0
S2 4,807.3 4,807.3 4,908.8
S3 4,713.3 4,772.7 4,900.2
S4 4,619.3 4,678.7 4,874.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,936.0 4,842.0 94.0 1.9% 36.8 0.7% 89% False False 20,430
10 4,936.0 4,808.0 128.0 2.6% 37.5 0.8% 92% False False 34,255
20 4,936.0 4,674.0 262.0 5.3% 32.5 0.7% 96% False False 17,833
40 4,936.0 4,456.0 480.0 9.7% 29.3 0.6% 98% False False 8,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.1
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 5,237.3
2.618 5,118.1
1.618 5,045.1
1.000 5,000.0
0.618 4,972.1
HIGH 4,927.0
0.618 4,899.1
0.500 4,890.5
0.382 4,881.9
LOW 4,854.0
0.618 4,808.9
1.000 4,781.0
1.618 4,735.9
2.618 4,662.9
4.250 4,543.8
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 4,914.2 4,915.7
PP 4,902.3 4,905.3
S1 4,890.5 4,895.0

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

View Archives - Comment on this page... - Back to Index of Symbols