ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 4,900.0 4,955.0 55.0 1.1% 5,164.0
High 4,975.0 4,955.0 -20.0 -0.4% 5,226.0
Low 4,894.0 4,856.0 -38.0 -0.8% 4,845.0
Close 4,947.0 4,874.0 -73.0 -1.5% 4,915.0
Range 81.0 99.0 18.0 22.2% 381.0
ATR 104.0 103.7 -0.4 -0.3% 0.0
Volume 1,005 3,934 2,929 291.4% 1,106
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,192.0 5,132.0 4,928.5
R3 5,093.0 5,033.0 4,901.2
R2 4,994.0 4,994.0 4,892.2
R1 4,934.0 4,934.0 4,883.1 4,914.5
PP 4,895.0 4,895.0 4,895.0 4,885.3
S1 4,835.0 4,835.0 4,864.9 4,815.5
S2 4,796.0 4,796.0 4,855.9
S3 4,697.0 4,736.0 4,846.8
S4 4,598.0 4,637.0 4,819.6
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,138.3 5,907.7 5,124.6
R3 5,757.3 5,526.7 5,019.8
R2 5,376.3 5,376.3 4,984.9
R1 5,145.7 5,145.7 4,949.9 5,070.5
PP 4,995.3 4,995.3 4,995.3 4,957.8
S1 4,764.7 4,764.7 4,880.1 4,689.5
S2 4,614.3 4,614.3 4,845.2
S3 4,233.3 4,383.7 4,810.2
S4 3,852.3 4,002.7 4,705.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,125.0 4,845.0 280.0 5.7% 86.8 1.8% 10% False False 1,290
10 5,226.0 4,845.0 381.0 7.8% 83.0 1.7% 8% False False 756
20 5,226.0 4,845.0 381.0 7.8% 55.3 1.1% 8% False False 450
40 5,226.0 4,780.0 446.0 9.2% 46.6 1.0% 21% False False 266
60 5,399.0 4,780.0 619.0 12.7% 46.8 1.0% 15% False False 224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,375.8
2.618 5,214.2
1.618 5,115.2
1.000 5,054.0
0.618 5,016.2
HIGH 4,955.0
0.618 4,917.2
0.500 4,905.5
0.382 4,893.8
LOW 4,856.0
0.618 4,794.8
1.000 4,757.0
1.618 4,695.8
2.618 4,596.8
4.250 4,435.3
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 4,905.5 4,984.5
PP 4,895.0 4,947.7
S1 4,884.5 4,910.8

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

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