ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 3,917.0 4,040.0 123.0 3.1% 3,857.0
High 4,053.0 4,041.0 -12.0 -0.3% 4,053.0
Low 3,908.0 3,937.0 29.0 0.7% 3,724.0
Close 4,017.0 4,035.0 18.0 0.4% 4,035.0
Range 145.0 104.0 -41.0 -28.3% 329.0
ATR 189.9 183.8 -6.1 -3.2% 0.0
Volume 40,764 29,250 -11,514 -28.2% 179,904
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 4,316.3 4,279.7 4,092.2
R3 4,212.3 4,175.7 4,063.6
R2 4,108.3 4,108.3 4,054.1
R1 4,071.7 4,071.7 4,044.5 4,038.0
PP 4,004.3 4,004.3 4,004.3 3,987.5
S1 3,967.7 3,967.7 4,025.5 3,934.0
S2 3,900.3 3,900.3 4,015.9
S3 3,796.3 3,863.7 4,006.4
S4 3,692.3 3,759.7 3,977.8
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 4,924.3 4,808.7 4,216.0
R3 4,595.3 4,479.7 4,125.5
R2 4,266.3 4,266.3 4,095.3
R1 4,150.7 4,150.7 4,065.2 4,208.5
PP 3,937.3 3,937.3 3,937.3 3,966.3
S1 3,821.7 3,821.7 4,004.8 3,879.5
S2 3,608.3 3,608.3 3,974.7
S3 3,279.3 3,492.7 3,944.5
S4 2,950.3 3,163.7 3,854.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,053.0 3,724.0 329.0 8.2% 134.8 3.3% 95% False False 35,980
10 4,340.0 3,724.0 616.0 15.3% 139.7 3.5% 50% False False 35,478
20 4,708.0 3,724.0 984.0 24.4% 152.2 3.8% 32% False False 39,468
40 5,125.0 3,724.0 1,401.0 34.7% 134.4 3.3% 22% False False 36,647
60 5,226.0 3,724.0 1,502.0 37.2% 104.8 2.6% 21% False False 24,492
80 5,226.0 3,724.0 1,502.0 37.2% 88.1 2.2% 21% False False 18,384
100 5,495.0 3,724.0 1,771.0 43.9% 78.9 2.0% 18% False False 14,735
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,483.0
2.618 4,313.3
1.618 4,209.3
1.000 4,145.0
0.618 4,105.3
HIGH 4,041.0
0.618 4,001.3
0.500 3,989.0
0.382 3,976.7
LOW 3,937.0
0.618 3,872.7
1.000 3,833.0
1.618 3,768.7
2.618 3,664.7
4.250 3,495.0
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 4,019.7 3,999.5
PP 4,004.3 3,964.0
S1 3,989.0 3,928.5

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

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