ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 4,157.0 4,330.0 173.0 4.2% 3,857.0
High 4,234.0 4,381.0 147.0 3.5% 4,053.0
Low 4,115.0 4,276.0 161.0 3.9% 3,724.0
Close 4,209.0 4,365.0 156.0 3.7% 4,035.0
Range 119.0 105.0 -14.0 -11.8% 329.0
ATR 180.2 179.6 -0.6 -0.3% 0.0
Volume 28,827 33,610 4,783 16.6% 179,904
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,655.7 4,615.3 4,422.8
R3 4,550.7 4,510.3 4,393.9
R2 4,445.7 4,445.7 4,384.3
R1 4,405.3 4,405.3 4,374.6 4,425.5
PP 4,340.7 4,340.7 4,340.7 4,350.8
S1 4,300.3 4,300.3 4,355.4 4,320.5
S2 4,235.7 4,235.7 4,345.8
S3 4,130.7 4,195.3 4,336.1
S4 4,025.7 4,090.3 4,307.3
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 4,381.0 3,908.0 473.0 10.8% 126.6 2.9% 97% True False 33,316
10 4,381.0 3,724.0 657.0 15.1% 134.7 3.1% 98% True False 34,632
20 4,500.0 3,724.0 776.0 17.8% 141.4 3.2% 83% False False 38,833
40 5,097.0 3,724.0 1,373.0 31.5% 137.8 3.2% 47% False False 39,008
60 5,226.0 3,724.0 1,502.0 34.4% 109.5 2.5% 43% False False 26,092
80 5,226.0 3,724.0 1,502.0 34.4% 91.2 2.1% 43% False False 19,588
100 5,468.0 3,724.0 1,744.0 40.0% 82.7 1.9% 37% False False 15,700
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 29.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,827.3
2.618 4,655.9
1.618 4,550.9
1.000 4,486.0
0.618 4,445.9
HIGH 4,381.0
0.618 4,340.9
0.500 4,328.5
0.382 4,316.1
LOW 4,276.0
0.618 4,211.1
1.000 4,171.0
1.618 4,106.1
2.618 4,001.1
4.250 3,829.8
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 4,352.8 4,319.2
PP 4,340.7 4,273.3
S1 4,328.5 4,227.5

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

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