ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 3,610.0 3,674.0 64.0 1.8% 3,740.0
High 3,675.0 3,683.0 8.0 0.2% 3,748.0
Low 3,553.0 3,552.0 -1.0 0.0% 3,472.0
Close 3,621.0 3,586.0 -35.0 -1.0% 3,522.0
Range 122.0 131.0 9.0 7.4% 276.0
ATR 152.3 150.8 -1.5 -1.0% 0.0
Volume 29,341 26,717 -2,624 -8.9% 142,471
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,000.0 3,924.0 3,658.1
R3 3,869.0 3,793.0 3,622.0
R2 3,738.0 3,738.0 3,610.0
R1 3,662.0 3,662.0 3,598.0 3,634.5
PP 3,607.0 3,607.0 3,607.0 3,593.3
S1 3,531.0 3,531.0 3,574.0 3,503.5
S2 3,476.0 3,476.0 3,562.0
S3 3,345.0 3,400.0 3,550.0
S4 3,214.0 3,269.0 3,514.0
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 3,694.0 3,472.0 222.0 6.2% 122.0 3.4% 51% False False 30,434
10 3,763.0 3,472.0 291.0 8.1% 122.7 3.4% 39% False False 29,985
20 3,930.0 3,234.0 696.0 19.4% 131.0 3.7% 51% False False 32,872
40 4,381.0 3,234.0 1,147.0 32.0% 131.2 3.7% 31% False False 33,559
60 5,097.0 3,234.0 1,863.0 52.0% 135.1 3.8% 19% False False 35,576
80 5,226.0 3,234.0 1,992.0 55.5% 120.3 3.4% 18% False False 30,216
100 5,226.0 3,234.0 1,992.0 55.5% 103.6 2.9% 18% False False 24,192
120 5,362.0 3,234.0 2,128.0 59.3% 94.8 2.6% 17% False False 20,181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 14.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,239.8
2.618 4,026.0
1.618 3,895.0
1.000 3,814.0
0.618 3,764.0
HIGH 3,683.0
0.618 3,633.0
0.500 3,617.5
0.382 3,602.0
LOW 3,552.0
0.618 3,471.0
1.000 3,421.0
1.618 3,340.0
2.618 3,209.0
4.250 2,995.3
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 3,617.5 3,623.0
PP 3,607.0 3,610.7
S1 3,596.5 3,598.3

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

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