ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 3,240.0 3,472.0 232.0 7.2% 3,695.0
High 3,484.0 3,479.0 -5.0 -0.1% 3,740.0
Low 3,234.0 3,373.0 139.0 4.3% 3,234.0
Close 3,431.0 3,457.0 26.0 0.8% 3,431.0
Range 250.0 106.0 -144.0 -57.6% 506.0
ATR 179.4 174.1 -5.2 -2.9% 0.0
Volume 49,526 34,817 -14,709 -29.7% 195,504
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 3,754.3 3,711.7 3,515.3
R3 3,648.3 3,605.7 3,486.2
R2 3,542.3 3,542.3 3,476.4
R1 3,499.7 3,499.7 3,466.7 3,468.0
PP 3,436.3 3,436.3 3,436.3 3,420.5
S1 3,393.7 3,393.7 3,447.3 3,362.0
S2 3,330.3 3,330.3 3,437.6
S3 3,224.3 3,287.7 3,427.9
S4 3,118.3 3,181.7 3,398.7
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,986.3 4,714.7 3,709.3
R3 4,480.3 4,208.7 3,570.2
R2 3,974.3 3,974.3 3,523.8
R1 3,702.7 3,702.7 3,477.4 3,585.5
PP 3,468.3 3,468.3 3,468.3 3,409.8
S1 3,196.7 3,196.7 3,384.6 3,079.5
S2 2,962.3 2,962.3 3,338.2
S3 2,456.3 2,690.7 3,291.9
S4 1,950.3 2,184.7 3,152.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,683.0 3,234.0 449.0 13.0% 151.8 4.4% 50% False False 39,956
10 4,050.0 3,234.0 816.0 23.6% 132.5 3.8% 27% False False 35,234
20 4,381.0 3,234.0 1,147.0 33.2% 129.7 3.8% 19% False False 35,039
40 4,885.0 3,234.0 1,651.0 47.8% 142.3 4.1% 14% False False 37,079
60 5,226.0 3,234.0 1,992.0 57.6% 130.3 3.8% 11% False False 33,703
80 5,226.0 3,234.0 1,992.0 57.6% 106.3 3.1% 11% False False 25,315
100 5,226.0 3,234.0 1,992.0 57.6% 93.4 2.7% 11% False False 20,269
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,929.5
2.618 3,756.5
1.618 3,650.5
1.000 3,585.0
0.618 3,544.5
HIGH 3,479.0
0.618 3,438.5
0.500 3,426.0
0.382 3,413.5
LOW 3,373.0
0.618 3,307.5
1.000 3,267.0
1.618 3,201.5
2.618 3,095.5
4.250 2,922.5
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 3,446.7 3,424.3
PP 3,436.3 3,391.7
S1 3,426.0 3,359.0

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

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