ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 4,330.0 4,222.0 -108.0 -2.5% 3,857.0
High 4,381.0 4,222.0 -159.0 -3.6% 4,053.0
Low 4,276.0 4,159.0 -117.0 -2.7% 3,724.0
Close 4,365.0 4,214.0 -151.0 -3.5% 4,035.0
Range 105.0 63.0 -42.0 -40.0% 329.0
ATR 179.6 181.5 1.9 1.1% 0.0
Volume 33,610 31,054 -2,556 -7.6% 179,904
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,387.3 4,363.7 4,248.7
R3 4,324.3 4,300.7 4,231.3
R2 4,261.3 4,261.3 4,225.6
R1 4,237.7 4,237.7 4,219.8 4,218.0
PP 4,198.3 4,198.3 4,198.3 4,188.5
S1 4,174.7 4,174.7 4,208.2 4,155.0
S2 4,135.3 4,135.3 4,202.5
S3 4,072.3 4,111.7 4,196.7
S4 4,009.3 4,048.7 4,179.4
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 3,937.0 444.0 10.5% 110.2 2.6% 62% False False 31,374
10 4,381.0 3,724.0 657.0 15.6% 133.8 3.2% 75% False False 34,264
20 4,500.0 3,724.0 776.0 18.4% 138.8 3.3% 63% False False 37,982
40 5,097.0 3,724.0 1,373.0 32.6% 136.9 3.2% 36% False False 39,686
60 5,226.0 3,724.0 1,502.0 35.6% 109.7 2.6% 33% False False 26,608
80 5,226.0 3,724.0 1,502.0 35.6% 91.8 2.2% 33% False False 19,976
100 5,399.0 3,724.0 1,675.0 39.7% 82.8 2.0% 29% False False 16,009
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 27.6
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 4,489.8
2.618 4,386.9
1.618 4,323.9
1.000 4,285.0
0.618 4,260.9
HIGH 4,222.0
0.618 4,197.9
0.500 4,190.5
0.382 4,183.1
LOW 4,159.0
0.618 4,120.1
1.000 4,096.0
1.618 4,057.1
2.618 3,994.1
4.250 3,891.3
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 4,206.2 4,248.0
PP 4,198.3 4,236.7
S1 4,190.5 4,225.3

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

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