ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 3,229.0 3,365.0 136.0 4.2% 3,625.0
High 3,398.0 3,411.0 13.0 0.4% 3,652.0
Low 3,229.0 3,365.0 136.0 4.2% 3,229.0
Close 3,388.0 3,417.0 29.0 0.9% 3,388.0
Range 169.0 46.0 -123.0 -72.8% 423.0
ATR 132.8 126.6 -6.2 -4.7% 0.0
Volume 17,326 7,605 -9,721 -56.1% 17,610
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 3,535.7 3,522.3 3,442.3
R3 3,489.7 3,476.3 3,429.7
R2 3,443.7 3,443.7 3,425.4
R1 3,430.3 3,430.3 3,421.2 3,437.0
PP 3,397.7 3,397.7 3,397.7 3,401.0
S1 3,384.3 3,384.3 3,412.8 3,391.0
S2 3,351.7 3,351.7 3,408.6
S3 3,305.7 3,338.3 3,404.4
S4 3,259.7 3,292.3 3,391.7
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,692.0 4,463.0 3,620.7
R3 4,269.0 4,040.0 3,504.3
R2 3,846.0 3,846.0 3,465.6
R1 3,617.0 3,617.0 3,426.8 3,520.0
PP 3,423.0 3,423.0 3,423.0 3,374.5
S1 3,194.0 3,194.0 3,349.2 3,097.0
S2 3,000.0 3,000.0 3,310.5
S3 2,577.0 2,771.0 3,271.7
S4 2,154.0 2,348.0 3,155.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,596.0 3,229.0 367.0 10.7% 78.0 2.3% 51% False False 5,040
10 3,956.0 3,229.0 727.0 21.3% 58.1 1.7% 26% False False 2,529
20 4,326.0 3,229.0 1,097.0 32.1% 44.2 1.3% 17% False False 2,310
40 4,841.0 3,229.0 1,612.0 47.2% 37.3 1.1% 12% False False 2,859
60 5,185.0 3,229.0 1,956.0 57.2% 35.3 1.0% 10% False False 1,926
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,606.5
2.618 3,531.4
1.618 3,485.4
1.000 3,457.0
0.618 3,439.4
HIGH 3,411.0
0.618 3,393.4
0.500 3,388.0
0.382 3,382.6
LOW 3,365.0
0.618 3,336.6
1.000 3,319.0
1.618 3,290.6
2.618 3,244.6
4.250 3,169.5
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 3,407.3 3,384.7
PP 3,397.7 3,352.3
S1 3,388.0 3,320.0

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

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