ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 3,457.0 3,568.0 111.0 3.2% 3,687.0
High 3,533.0 3,623.0 90.0 2.5% 3,687.0
Low 3,450.0 3,568.0 118.0 3.4% 3,450.0
Close 3,490.0 3,623.0 133.0 3.8% 3,490.0
Range 83.0 55.0 -28.0 -33.7% 237.0
ATR 114.1 115.5 1.3 1.2% 0.0
Volume 57 607 550 964.9% 583
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,769.7 3,751.3 3,653.3
R3 3,714.7 3,696.3 3,638.1
R2 3,659.7 3,659.7 3,633.1
R1 3,641.3 3,641.3 3,628.0 3,650.5
PP 3,604.7 3,604.7 3,604.7 3,609.3
S1 3,586.3 3,586.3 3,618.0 3,595.5
S2 3,549.7 3,549.7 3,612.9
S3 3,494.7 3,531.3 3,607.9
S4 3,439.7 3,476.3 3,592.8
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 3,623.0 3,450.0 173.0 4.8% 63.6 1.8% 100% True False 190
10 3,719.0 3,450.0 269.0 7.4% 57.5 1.6% 64% False False 139
20 3,956.0 3,229.0 727.0 20.1% 57.8 1.6% 54% False False 1,334
40 4,385.0 3,229.0 1,156.0 31.9% 43.1 1.2% 34% False False 2,883
60 5,073.0 3,229.0 1,844.0 50.9% 43.6 1.2% 21% False False 1,946
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,856.8
2.618 3,767.0
1.618 3,712.0
1.000 3,678.0
0.618 3,657.0
HIGH 3,623.0
0.618 3,602.0
0.500 3,595.5
0.382 3,589.0
LOW 3,568.0
0.618 3,534.0
1.000 3,513.0
1.618 3,479.0
2.618 3,424.0
4.250 3,334.3
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 3,613.8 3,594.2
PP 3,604.7 3,565.3
S1 3,595.5 3,536.5

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

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