ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 3,632.0 3,740.0 108.0 3.0% 3,472.0
High 3,763.0 3,748.0 -15.0 -0.4% 3,763.0
Low 3,627.0 3,654.0 27.0 0.7% 3,373.0
Close 3,729.0 3,681.0 -48.0 -1.3% 3,729.0
Range 136.0 94.0 -42.0 -30.9% 390.0
ATR 170.6 165.1 -5.5 -3.2% 0.0
Volume 30,800 23,654 -7,146 -23.2% 159,336
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,976.3 3,922.7 3,732.7
R3 3,882.3 3,828.7 3,706.9
R2 3,788.3 3,788.3 3,698.2
R1 3,734.7 3,734.7 3,689.6 3,714.5
PP 3,694.3 3,694.3 3,694.3 3,684.3
S1 3,640.7 3,640.7 3,672.4 3,620.5
S2 3,600.3 3,600.3 3,663.8
S3 3,506.3 3,546.7 3,655.2
S4 3,412.3 3,452.7 3,629.3
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,791.7 4,650.3 3,943.5
R3 4,401.7 4,260.3 3,836.3
R2 4,011.7 4,011.7 3,800.5
R1 3,870.3 3,870.3 3,764.8 3,941.0
PP 3,621.7 3,621.7 3,621.7 3,657.0
S1 3,480.3 3,480.3 3,693.3 3,551.0
S2 3,231.7 3,231.7 3,657.5
S3 2,841.7 3,090.3 3,621.8
S4 2,451.7 2,700.3 3,514.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,763.0 3,532.0 231.0 6.3% 116.4 3.2% 65% False False 29,634
10 3,763.0 3,234.0 529.0 14.4% 134.1 3.6% 84% False False 34,795
20 4,381.0 3,234.0 1,147.0 31.2% 122.9 3.3% 39% False False 33,468
40 4,708.0 3,234.0 1,474.0 40.0% 137.8 3.7% 30% False False 36,832
60 5,113.0 3,234.0 1,879.0 51.0% 132.0 3.6% 24% False False 36,148
80 5,226.0 3,234.0 1,992.0 54.1% 110.7 3.0% 22% False False 27,160
100 5,226.0 3,234.0 1,992.0 54.1% 96.2 2.6% 22% False False 21,741
120 5,495.0 3,234.0 2,261.0 61.4% 87.5 2.4% 20% False False 18,142
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,147.5
2.618 3,994.1
1.618 3,900.1
1.000 3,842.0
0.618 3,806.1
HIGH 3,748.0
0.618 3,712.1
0.500 3,701.0
0.382 3,689.9
LOW 3,654.0
0.618 3,595.9
1.000 3,560.0
1.618 3,501.9
2.618 3,407.9
4.250 3,254.5
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 3,701.0 3,675.7
PP 3,694.3 3,670.3
S1 3,687.7 3,665.0

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

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