ASX SPI 200 Index Future March 2009


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 3,573.0 3,457.0 -116.0 -3.2% 3,687.0
High 3,573.0 3,533.0 -40.0 -1.1% 3,687.0
Low 3,497.0 3,450.0 -47.0 -1.3% 3,450.0
Close 3,508.0 3,490.0 -18.0 -0.5% 3,490.0
Range 76.0 83.0 7.0 9.2% 237.0
ATR 116.5 114.1 -2.4 -2.1% 0.0
Volume 79 57 -22 -27.8% 583
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,740.0 3,698.0 3,535.7
R3 3,657.0 3,615.0 3,512.8
R2 3,574.0 3,574.0 3,505.2
R1 3,532.0 3,532.0 3,497.6 3,553.0
PP 3,491.0 3,491.0 3,491.0 3,501.5
S1 3,449.0 3,449.0 3,482.4 3,470.0
S2 3,408.0 3,408.0 3,474.8
S3 3,325.0 3,366.0 3,467.2
S4 3,242.0 3,283.0 3,444.4
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,253.3 4,108.7 3,620.4
R3 4,016.3 3,871.7 3,555.2
R2 3,779.3 3,779.3 3,533.5
R1 3,634.7 3,634.7 3,511.7 3,588.5
PP 3,542.3 3,542.3 3,542.3 3,519.3
S1 3,397.7 3,397.7 3,468.3 3,351.5
S2 3,305.3 3,305.3 3,446.6
S3 3,068.3 3,160.7 3,424.8
S4 2,831.3 2,923.7 3,359.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,687.0 3,450.0 237.0 6.8% 66.0 1.9% 17% False True 116
10 3,719.0 3,365.0 354.0 10.1% 56.6 1.6% 35% False False 839
20 4,125.0 3,229.0 896.0 25.7% 55.4 1.6% 29% False False 1,304
40 4,385.0 3,229.0 1,156.0 33.1% 43.1 1.2% 23% False False 2,868
60 5,073.0 3,229.0 1,844.0 52.8% 44.0 1.3% 14% False False 1,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,885.8
2.618 3,750.3
1.618 3,667.3
1.000 3,616.0
0.618 3,584.3
HIGH 3,533.0
0.618 3,501.3
0.500 3,491.5
0.382 3,481.7
LOW 3,450.0
0.618 3,398.7
1.000 3,367.0
1.618 3,315.7
2.618 3,232.7
4.250 3,097.3
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 3,491.5 3,511.5
PP 3,491.0 3,504.3
S1 3,490.5 3,497.2

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

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