ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 4,753.0 4,602.0 -151.0 -3.2% 4,838.0
High 4,769.0 4,618.0 -151.0 -3.2% 4,879.0
Low 4,682.0 4,560.0 -122.0 -2.6% 4,772.0
Close 4,691.0 4,561.0 -130.0 -2.8% 4,853.0
Range 87.0 58.0 -29.0 -33.3% 107.0
ATR 65.0 69.7 4.7 7.3% 0.0
Volume 35,896 34,547 -1,349 -3.8% 119,729
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 4,753.7 4,715.3 4,592.9
R3 4,695.7 4,657.3 4,577.0
R2 4,637.7 4,637.7 4,571.6
R1 4,599.3 4,599.3 4,566.3 4,589.5
PP 4,579.7 4,579.7 4,579.7 4,574.8
S1 4,541.3 4,541.3 4,555.7 4,531.5
S2 4,521.7 4,521.7 4,550.4
S3 4,463.7 4,483.3 4,545.1
S4 4,405.7 4,425.3 4,529.1
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,155.7 5,111.3 4,911.9
R3 5,048.7 5,004.3 4,882.4
R2 4,941.7 4,941.7 4,872.6
R1 4,897.3 4,897.3 4,862.8 4,919.5
PP 4,834.7 4,834.7 4,834.7 4,845.8
S1 4,790.3 4,790.3 4,843.2 4,812.5
S2 4,727.7 4,727.7 4,833.4
S3 4,620.7 4,683.3 4,823.6
S4 4,513.7 4,576.3 4,794.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,875.0 4,560.0 315.0 6.9% 51.6 1.1% 0% False True 28,815
10 4,888.0 4,560.0 328.0 7.2% 49.1 1.1% 0% False True 25,686
20 4,900.0 4,560.0 340.0 7.5% 53.0 1.2% 0% False True 24,835
40 4,900.0 4,426.0 474.0 10.4% 51.7 1.1% 28% False False 25,016
60 4,900.0 4,260.0 640.0 14.0% 46.6 1.0% 47% False False 16,730
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 9.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,864.5
2.618 4,769.8
1.618 4,711.8
1.000 4,676.0
0.618 4,653.8
HIGH 4,618.0
0.618 4,595.8
0.500 4,589.0
0.382 4,582.2
LOW 4,560.0
0.618 4,524.2
1.000 4,502.0
1.618 4,466.2
2.618 4,408.2
4.250 4,313.5
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 4,589.0 4,677.0
PP 4,579.7 4,638.3
S1 4,570.3 4,599.7

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

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