ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 4,300.0 4,240.0 -60.0 -1.4% 4,125.0
High 4,340.0 4,275.0 -65.0 -1.5% 4,500.0
Low 4,220.0 4,132.0 -88.0 -2.1% 3,992.0
Close 4,336.0 4,158.0 -178.0 -4.1% 4,051.0
Range 120.0 143.0 23.0 19.2% 508.0
ATR 199.7 200.0 0.3 0.2% 0.0
Volume 35,310 28,772 -6,538 -18.5% 224,064
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 4,617.3 4,530.7 4,236.7
R3 4,474.3 4,387.7 4,197.3
R2 4,331.3 4,331.3 4,184.2
R1 4,244.7 4,244.7 4,171.1 4,216.5
PP 4,188.3 4,188.3 4,188.3 4,174.3
S1 4,101.7 4,101.7 4,144.9 4,073.5
S2 4,045.3 4,045.3 4,131.8
S3 3,902.3 3,958.7 4,118.7
S4 3,759.3 3,815.7 4,079.4
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,705.0 5,386.0 4,330.4
R3 5,197.0 4,878.0 4,190.7
R2 4,689.0 4,689.0 4,144.1
R1 4,370.0 4,370.0 4,097.6 4,275.5
PP 4,181.0 4,181.0 4,181.0 4,133.8
S1 3,862.0 3,862.0 4,004.4 3,767.5
S2 3,673.0 3,673.0 3,957.9
S3 3,165.0 3,354.0 3,911.3
S4 2,657.0 2,846.0 3,771.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,340.0 3,992.0 348.0 8.4% 155.2 3.7% 48% False False 38,510
10 4,500.0 3,961.0 539.0 13.0% 148.0 3.6% 37% False False 43,034
20 5,049.0 3,961.0 1,088.0 26.2% 156.2 3.8% 18% False False 38,151
40 5,226.0 3,961.0 1,265.0 30.4% 122.8 3.0% 16% False False 30,445
60 5,226.0 3,961.0 1,265.0 30.4% 93.6 2.3% 16% False False 20,339
80 5,226.0 3,961.0 1,265.0 30.4% 80.8 1.9% 16% False False 15,282
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 26.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,882.8
2.618 4,649.4
1.618 4,506.4
1.000 4,418.0
0.618 4,363.4
HIGH 4,275.0
0.618 4,220.4
0.500 4,203.5
0.382 4,186.6
LOW 4,132.0
0.618 4,043.6
1.000 3,989.0
1.618 3,900.6
2.618 3,757.6
4.250 3,524.3
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 4,203.5 4,182.0
PP 4,188.3 4,174.0
S1 4,173.2 4,166.0

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

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