ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 27-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 27-Nov-2008 Change Change % Previous Week
Open 3,639.0 3,690.0 51.0 1.4% 3,695.0
High 3,661.0 3,690.0 29.0 0.8% 3,740.0
Low 3,532.0 3,567.0 35.0 1.0% 3,234.0
Close 3,565.0 3,567.0 2.0 0.1% 3,431.0
Range 129.0 123.0 -6.0 -4.7% 506.0
ATR 172.0 168.6 -3.4 -2.0% 0.0
Volume 28,127 27,424 -703 -2.5% 195,504
Daily Pivots for day following 27-Nov-2008
Classic Woodie Camarilla DeMark
R4 3,977.0 3,895.0 3,634.7
R3 3,854.0 3,772.0 3,600.8
R2 3,731.0 3,731.0 3,589.6
R1 3,649.0 3,649.0 3,578.3 3,628.5
PP 3,608.0 3,608.0 3,608.0 3,597.8
S1 3,526.0 3,526.0 3,555.7 3,505.5
S2 3,485.0 3,485.0 3,544.5
S3 3,362.0 3,403.0 3,533.2
S4 3,239.0 3,280.0 3,499.4
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 3,690.0 3,234.0 456.0 12.8% 141.6 4.0% 73% True False 35,612
10 3,930.0 3,234.0 696.0 19.5% 139.3 3.9% 48% False False 35,758
20 4,381.0 3,234.0 1,147.0 32.2% 124.6 3.5% 29% False False 33,914
40 4,766.0 3,234.0 1,532.0 42.9% 138.6 3.9% 22% False False 36,615
60 5,125.0 3,234.0 1,891.0 53.0% 130.9 3.7% 18% False False 35,255
80 5,226.0 3,234.0 1,992.0 55.8% 109.0 3.1% 17% False False 26,482
100 5,226.0 3,234.0 1,992.0 55.8% 94.7 2.7% 17% False False 21,201
120 5,495.0 3,234.0 2,261.0 63.4% 85.8 2.4% 15% False False 17,688
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,212.8
2.618 4,012.0
1.618 3,889.0
1.000 3,813.0
0.618 3,766.0
HIGH 3,690.0
0.618 3,643.0
0.500 3,628.5
0.382 3,614.0
LOW 3,567.0
0.618 3,491.0
1.000 3,444.0
1.618 3,368.0
2.618 3,245.0
4.250 3,044.3
Fisher Pivots for day following 27-Nov-2008
Pivot 1 day 3 day
R1 3,628.5 3,611.0
PP 3,608.0 3,596.3
S1 3,587.5 3,581.7

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

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