ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 4,850.0 4,733.0 -117.0 -2.4% 5,052.0
High 4,920.0 4,826.0 -94.0 -1.9% 5,125.0
Low 4,817.0 4,728.0 -89.0 -1.8% 4,856.0
Close 4,872.0 4,795.0 -77.0 -1.6% 4,973.0
Range 103.0 98.0 -5.0 -4.9% 269.0
ATR 107.2 109.9 2.6 2.4% 0.0
Volume 69,708 103,358 33,650 48.3% 12,390
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,077.0 5,034.0 4,848.9
R3 4,979.0 4,936.0 4,822.0
R2 4,881.0 4,881.0 4,813.0
R1 4,838.0 4,838.0 4,804.0 4,859.5
PP 4,783.0 4,783.0 4,783.0 4,793.8
S1 4,740.0 4,740.0 4,786.0 4,761.5
S2 4,685.0 4,685.0 4,777.0
S3 4,587.0 4,642.0 4,768.1
S4 4,489.0 4,544.0 4,741.1
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,791.7 5,651.3 5,121.0
R3 5,522.7 5,382.3 5,047.0
R2 5,253.7 5,253.7 5,022.3
R1 5,113.3 5,113.3 4,997.7 5,049.0
PP 4,984.7 4,984.7 4,984.7 4,952.5
S1 4,844.3 4,844.3 4,948.3 4,780.0
S2 4,715.7 4,715.7 4,923.7
S3 4,446.7 4,575.3 4,899.0
S4 4,177.7 4,306.3 4,825.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,975.0 4,728.0 247.0 5.2% 94.8 2.0% 27% False True 36,866
10 5,189.0 4,728.0 461.0 9.6% 98.5 2.1% 15% False True 18,610
20 5,226.0 4,728.0 498.0 10.4% 64.9 1.4% 13% False True 9,416
40 5,226.0 4,728.0 498.0 10.4% 50.9 1.1% 13% False True 4,748
60 5,370.0 4,728.0 642.0 13.4% 50.5 1.1% 10% False True 3,211
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 10.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,242.5
2.618 5,082.6
1.618 4,984.6
1.000 4,924.0
0.618 4,886.6
HIGH 4,826.0
0.618 4,788.6
0.500 4,777.0
0.382 4,765.4
LOW 4,728.0
0.618 4,667.4
1.000 4,630.0
1.618 4,569.4
2.618 4,471.4
4.250 4,311.5
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 4,789.0 4,851.5
PP 4,783.0 4,832.7
S1 4,777.0 4,813.8

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

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