ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 4,996.0 5,020.0 24.0 0.5% 4,850.0
High 5,058.0 5,036.0 -22.0 -0.4% 4,920.0
Low 4,979.0 4,967.0 -12.0 -0.2% 4,576.0
Close 5,050.0 4,993.0 -57.0 -1.1% 4,794.0
Range 79.0 69.0 -10.0 -12.7% 344.0
ATR 131.4 127.9 -3.5 -2.6% 0.0
Volume 27,534 26,745 -789 -2.9% 320,089
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,205.7 5,168.3 5,031.0
R3 5,136.7 5,099.3 5,012.0
R2 5,067.7 5,067.7 5,005.7
R1 5,030.3 5,030.3 4,999.3 5,014.5
PP 4,998.7 4,998.7 4,998.7 4,990.8
S1 4,961.3 4,961.3 4,986.7 4,945.5
S2 4,929.7 4,929.7 4,980.4
S3 4,860.7 4,892.3 4,974.0
S4 4,791.7 4,823.3 4,955.1
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,795.3 5,638.7 4,983.2
R3 5,451.3 5,294.7 4,888.6
R2 5,107.3 5,107.3 4,857.1
R1 4,950.7 4,950.7 4,825.5 4,857.0
PP 4,763.3 4,763.3 4,763.3 4,716.5
S1 4,606.7 4,606.7 4,762.5 4,513.0
S2 4,419.3 4,419.3 4,730.9
S3 4,075.3 4,262.7 4,699.4
S4 3,731.3 3,918.7 4,604.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,097.0 4,761.0 336.0 6.7% 94.4 1.9% 69% False False 39,930
10 5,097.0 4,576.0 521.0 10.4% 101.2 2.0% 80% False False 47,381
20 5,226.0 4,576.0 650.0 13.0% 92.1 1.8% 64% False False 24,069
40 5,226.0 4,576.0 650.0 13.0% 63.3 1.3% 64% False False 12,099
60 5,226.0 4,576.0 650.0 13.0% 56.4 1.1% 64% False False 8,103
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24.3
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5,329.3
2.618 5,216.6
1.618 5,147.6
1.000 5,105.0
0.618 5,078.6
HIGH 5,036.0
0.618 5,009.6
0.500 5,001.5
0.382 4,993.4
LOW 4,967.0
0.618 4,924.4
1.000 4,898.0
1.618 4,855.4
2.618 4,786.4
4.250 4,673.8
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 5,001.5 4,991.8
PP 4,998.7 4,990.7
S1 4,995.8 4,989.5

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

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