ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 4,044.0 4,167.0 123.0 3.0% 4,107.0
High 4,131.0 4,207.0 76.0 1.8% 4,381.0
Low 3,982.0 4,092.0 110.0 2.8% 3,982.0
Close 4,123.0 4,097.0 -26.0 -0.6% 4,123.0
Range 149.0 115.0 -34.0 -22.8% 399.0
ATR 185.1 180.1 -5.0 -2.7% 0.0
Volume 36,314 39,047 2,733 7.5% 163,938
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,477.0 4,402.0 4,160.3
R3 4,362.0 4,287.0 4,128.6
R2 4,247.0 4,247.0 4,118.1
R1 4,172.0 4,172.0 4,107.5 4,152.0
PP 4,132.0 4,132.0 4,132.0 4,122.0
S1 4,057.0 4,057.0 4,086.5 4,037.0
S2 4,017.0 4,017.0 4,075.9
S3 3,902.0 3,942.0 4,065.4
S4 3,787.0 3,827.0 4,033.8
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,359.0 5,140.0 4,342.5
R3 4,960.0 4,741.0 4,232.7
R2 4,561.0 4,561.0 4,196.2
R1 4,342.0 4,342.0 4,159.6 4,451.5
PP 4,162.0 4,162.0 4,162.0 4,216.8
S1 3,943.0 3,943.0 4,086.4 4,052.5
S2 3,763.0 3,763.0 4,049.9
S3 3,364.0 3,544.0 4,013.3
S4 2,965.0 3,145.0 3,903.6
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 3,982.0 399.0 9.7% 110.2 2.7% 29% False False 33,770
10 4,381.0 3,724.0 657.0 16.0% 126.8 3.1% 57% False False 34,845
20 4,500.0 3,724.0 776.0 18.9% 135.9 3.3% 48% False False 36,644
40 5,097.0 3,724.0 1,373.0 33.5% 138.6 3.4% 27% False False 39,669
60 5,226.0 3,724.0 1,502.0 36.7% 112.9 2.8% 25% False False 27,863
80 5,226.0 3,724.0 1,502.0 36.7% 94.3 2.3% 25% False False 20,918
100 5,370.0 3,724.0 1,646.0 40.2% 84.7 2.1% 23% False False 16,761
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 True
Stretch 30.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,695.8
2.618 4,508.1
1.618 4,393.1
1.000 4,322.0
0.618 4,278.1
HIGH 4,207.0
0.618 4,163.1
0.500 4,149.5
0.382 4,135.9
LOW 4,092.0
0.618 4,020.9
1.000 3,977.0
1.618 3,905.9
2.618 3,790.9
4.250 3,603.3
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 4,149.5 4,102.0
PP 4,132.0 4,100.3
S1 4,114.5 4,098.7

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

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