ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 4,309.0 4,055.0 -254.0 -5.9% 4,682.0
High 4,390.0 4,118.0 -272.0 -6.2% 4,708.0
Low 4,292.0 4,013.0 -279.0 -6.5% 3,961.0
Close 4,385.0 4,028.0 -357.0 -8.1% 4,051.0
Range 98.0 105.0 7.0 7.1% 747.0
ATR 187.5 200.7 13.2 7.0% 0.0
Volume 42,310 48,817 6,507 15.4% 210,522
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 4,368.0 4,303.0 4,085.8
R3 4,263.0 4,198.0 4,056.9
R2 4,158.0 4,158.0 4,047.3
R1 4,093.0 4,093.0 4,037.6 4,073.0
PP 4,053.0 4,053.0 4,053.0 4,043.0
S1 3,988.0 3,988.0 4,018.4 3,968.0
S2 3,948.0 3,948.0 4,008.8
S3 3,843.0 3,883.0 3,999.1
S4 3,738.0 3,778.0 3,970.3
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 6,481.0 6,013.0 4,461.9
R3 5,734.0 5,266.0 4,256.4
R2 4,987.0 4,987.0 4,188.0
R1 4,519.0 4,519.0 4,119.5 4,379.5
PP 4,240.0 4,240.0 4,240.0 4,170.3
S1 3,772.0 3,772.0 3,982.5 3,632.5
S2 3,493.0 3,493.0 3,914.1
S3 2,746.0 3,025.0 3,845.6
S4 1,999.0 2,278.0 3,640.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,500.0 3,961.0 539.0 13.4% 138.8 3.4% 12% False False 47,706
10 4,766.0 3,961.0 805.0 20.0% 152.0 3.8% 8% False False 42,209
20 5,097.0 3,961.0 1,136.0 28.2% 142.8 3.5% 6% False False 39,609
40 5,226.0 3,961.0 1,265.0 31.4% 109.3 2.7% 5% False False 26,872
60 5,226.0 3,961.0 1,265.0 31.4% 85.3 2.1% 5% False False 17,947
80 5,362.0 3,961.0 1,401.0 34.8% 76.6 1.9% 5% False False 13,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 24.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,564.3
2.618 4,392.9
1.618 4,287.9
1.000 4,223.0
0.618 4,182.9
HIGH 4,118.0
0.618 4,077.9
0.500 4,065.5
0.382 4,053.1
LOW 4,013.0
0.618 3,948.1
1.000 3,908.0
1.618 3,843.1
2.618 3,738.1
4.250 3,566.8
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 4,065.5 4,256.5
PP 4,053.0 4,180.3
S1 4,040.5 4,104.2

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

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