ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 4,000.0 3,857.0 -143.0 -3.6% 4,025.0
High 4,052.0 3,878.0 -174.0 -4.3% 4,340.0
Low 3,835.0 3,761.0 -74.0 -1.9% 3,835.0
Close 3,877.0 3,791.0 -86.0 -2.2% 3,877.0
Range 217.0 117.0 -100.0 -46.1% 505.0
ATR 199.8 193.9 -5.9 -3.0% 0.0
Volume 35,119 34,439 -680 -1.9% 174,884
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 4,161.0 4,093.0 3,855.4
R3 4,044.0 3,976.0 3,823.2
R2 3,927.0 3,927.0 3,812.5
R1 3,859.0 3,859.0 3,801.7 3,834.5
PP 3,810.0 3,810.0 3,810.0 3,797.8
S1 3,742.0 3,742.0 3,780.3 3,717.5
S2 3,693.0 3,693.0 3,769.6
S3 3,576.0 3,625.0 3,758.8
S4 3,459.0 3,508.0 3,726.7
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,532.3 5,209.7 4,154.8
R3 5,027.3 4,704.7 4,015.9
R2 4,522.3 4,522.3 3,969.6
R1 4,199.7 4,199.7 3,923.3 4,108.5
PP 4,017.3 4,017.3 4,017.3 3,971.8
S1 3,694.7 3,694.7 3,830.7 3,603.5
S2 3,512.3 3,512.3 3,784.4
S3 3,007.3 3,189.7 3,738.1
S4 2,502.3 2,684.7 3,599.3
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 3,761.0 579.0 15.3% 133.8 3.5% 5% False True 33,673
10 4,500.0 3,761.0 739.0 19.5% 144.9 3.8% 4% False True 38,443
20 4,885.0 3,761.0 1,124.0 29.6% 154.9 4.1% 3% False True 39,120
40 5,226.0 3,761.0 1,465.0 38.6% 130.7 3.4% 2% False True 33,035
60 5,226.0 3,761.0 1,465.0 38.6% 98.5 2.6% 2% False True 22,073
80 5,226.0 3,761.0 1,465.0 38.6% 84.3 2.2% 2% False True 16,576
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 23.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,375.3
2.618 4,184.3
1.618 4,067.3
1.000 3,995.0
0.618 3,950.3
HIGH 3,878.0
0.618 3,833.3
0.500 3,819.5
0.382 3,805.7
LOW 3,761.0
0.618 3,688.7
1.000 3,644.0
1.618 3,571.7
2.618 3,454.7
4.250 3,263.8
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 3,819.5 3,906.5
PP 3,810.0 3,868.0
S1 3,800.5 3,829.5

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

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