ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 3,655.0 3,492.0 -163.0 -4.5% 3,740.0
High 3,655.0 3,571.0 -84.0 -2.3% 3,748.0
Low 3,519.0 3,472.0 -47.0 -1.3% 3,472.0
Close 3,540.0 3,522.0 -18.0 -0.5% 3,522.0
Range 136.0 99.0 -37.0 -27.2% 276.0
ATR 161.0 156.6 -4.4 -2.8% 0.0
Volume 25,362 25,587 225 0.9% 142,471
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,818.7 3,769.3 3,576.5
R3 3,719.7 3,670.3 3,549.2
R2 3,620.7 3,620.7 3,540.2
R1 3,571.3 3,571.3 3,531.1 3,596.0
PP 3,521.7 3,521.7 3,521.7 3,534.0
S1 3,472.3 3,472.3 3,512.9 3,497.0
S2 3,422.7 3,422.7 3,503.9
S3 3,323.7 3,373.3 3,494.8
S4 3,224.7 3,274.3 3,467.6
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,408.7 4,241.3 3,673.8
R3 4,132.7 3,965.3 3,597.9
R2 3,856.7 3,856.7 3,572.6
R1 3,689.3 3,689.3 3,547.3 3,635.0
PP 3,580.7 3,580.7 3,580.7 3,553.5
S1 3,413.3 3,413.3 3,496.7 3,359.0
S2 3,304.7 3,304.7 3,471.4
S3 3,028.7 3,137.3 3,446.1
S4 2,752.7 2,861.3 3,370.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,748.0 3,472.0 276.0 7.8% 116.0 3.3% 18% False True 28,494
10 3,763.0 3,373.0 390.0 11.1% 117.4 3.3% 38% False False 30,180
20 4,207.0 3,234.0 973.0 27.6% 125.4 3.6% 30% False False 32,918
40 4,500.0 3,234.0 1,266.0 35.9% 131.3 3.7% 23% False False 35,029
60 5,097.0 3,234.0 1,863.0 52.9% 134.0 3.8% 15% False False 37,930
80 5,226.0 3,234.0 1,992.0 56.6% 115.4 3.3% 14% False False 28,639
100 5,226.0 3,234.0 1,992.0 56.6% 100.0 2.8% 14% False False 22,928
120 5,370.0 3,234.0 2,136.0 60.6% 90.7 2.6% 13% False False 19,129
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,991.8
2.618 3,830.2
1.618 3,731.2
1.000 3,670.0
0.618 3,632.2
HIGH 3,571.0
0.618 3,533.2
0.500 3,521.5
0.382 3,509.8
LOW 3,472.0
0.618 3,410.8
1.000 3,373.0
1.618 3,311.8
2.618 3,212.8
4.250 3,051.3
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 3,521.8 3,563.5
PP 3,521.7 3,549.7
S1 3,521.5 3,535.8

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

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