ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 3,598.0 3,583.0 -15.0 -0.4% 3,565.0
High 3,681.0 3,600.0 -81.0 -2.2% 3,694.0
Low 3,585.0 3,509.0 -76.0 -2.1% 3,476.0
Close 3,605.0 3,553.0 -52.0 -1.4% 3,536.0
Range 96.0 91.0 -5.0 -5.2% 218.0
ATR 147.7 144.0 -3.7 -2.5% 0.0
Volume 70,939 148,097 77,158 108.8% 160,780
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,827.0 3,781.0 3,603.1
R3 3,736.0 3,690.0 3,578.0
R2 3,645.0 3,645.0 3,569.7
R1 3,599.0 3,599.0 3,561.3 3,576.5
PP 3,554.0 3,554.0 3,554.0 3,542.8
S1 3,508.0 3,508.0 3,544.7 3,485.5
S2 3,463.0 3,463.0 3,536.3
S3 3,372.0 3,417.0 3,528.0
S4 3,281.0 3,326.0 3,503.0
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,222.7 4,097.3 3,655.9
R3 4,004.7 3,879.3 3,596.0
R2 3,786.7 3,786.7 3,576.0
R1 3,661.3 3,661.3 3,556.0 3,615.0
PP 3,568.7 3,568.7 3,568.7 3,545.5
S1 3,443.3 3,443.3 3,516.0 3,397.0
S2 3,350.7 3,350.7 3,496.0
S3 3,132.7 3,225.3 3,476.1
S4 2,914.7 3,007.3 3,416.1
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 3,476.0 207.0 5.8% 109.2 3.1% 37% False False 61,858
10 3,694.0 3,472.0 222.0 6.2% 117.6 3.3% 36% False False 46,296
20 3,763.0 3,234.0 529.0 14.9% 123.3 3.5% 60% False False 40,501
40 4,381.0 3,234.0 1,147.0 32.3% 125.4 3.5% 28% False False 37,016
60 5,058.0 3,234.0 1,824.0 51.3% 134.6 3.8% 17% False False 37,374
80 5,226.0 3,234.0 1,992.0 56.1% 122.8 3.5% 16% False False 33,377
100 5,226.0 3,234.0 1,992.0 56.1% 105.2 3.0% 16% False False 26,722
120 5,226.0 3,234.0 1,992.0 56.1% 94.9 2.7% 16% False False 22,288
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 19.7
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3,986.8
2.618 3,838.2
1.618 3,747.2
1.000 3,691.0
0.618 3,656.2
HIGH 3,600.0
0.618 3,565.2
0.500 3,554.5
0.382 3,543.8
LOW 3,509.0
0.618 3,452.8
1.000 3,418.0
1.618 3,361.8
2.618 3,270.8
4.250 3,122.3
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 3,554.5 3,578.5
PP 3,554.0 3,570.0
S1 3,553.5 3,561.5

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

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