ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 4,560.0 4,532.0 -28.0 -0.6% 4,825.0
High 4,576.0 4,555.0 -21.0 -0.5% 4,855.0
Low 4,512.0 4,512.0 0.0 0.0% 4,560.0
Close 4,517.0 4,522.0 5.0 0.1% 4,624.0
Range 64.0 43.0 -21.0 -32.8% 295.0
ATR 74.7 72.4 -2.3 -3.0% 0.0
Volume 25,941 22,431 -3,510 -13.5% 152,136
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 4,658.7 4,633.3 4,545.7
R3 4,615.7 4,590.3 4,533.8
R2 4,572.7 4,572.7 4,529.9
R1 4,547.3 4,547.3 4,525.9 4,538.5
PP 4,529.7 4,529.7 4,529.7 4,525.3
S1 4,504.3 4,504.3 4,518.1 4,495.5
S2 4,486.7 4,486.7 4,514.1
S3 4,443.7 4,461.3 4,510.2
S4 4,400.7 4,418.3 4,498.4
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,564.7 5,389.3 4,786.3
R3 5,269.7 5,094.3 4,705.1
R2 4,974.7 4,974.7 4,678.1
R1 4,799.3 4,799.3 4,651.0 4,739.5
PP 4,679.7 4,679.7 4,679.7 4,649.8
S1 4,504.3 4,504.3 4,597.0 4,444.5
S2 4,384.7 4,384.7 4,569.9
S3 4,089.7 4,209.3 4,542.9
S4 3,794.7 3,914.3 4,461.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,671.0 4,511.0 160.0 3.5% 52.4 1.2% 7% False False 30,259
10 4,875.0 4,511.0 364.0 8.0% 50.9 1.1% 3% False False 28,827
20 4,900.0 4,511.0 389.0 8.6% 52.5 1.2% 3% False False 25,690
40 4,900.0 4,511.0 389.0 8.6% 52.2 1.2% 3% False False 27,845
60 4,900.0 4,260.0 640.0 14.2% 48.7 1.1% 41% False False 18,670
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.5
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,737.8
2.618 4,667.6
1.618 4,624.6
1.000 4,598.0
0.618 4,581.6
HIGH 4,555.0
0.618 4,538.6
0.500 4,533.5
0.382 4,528.4
LOW 4,512.0
0.618 4,485.4
1.000 4,469.0
1.618 4,442.4
2.618 4,399.4
4.250 4,329.3
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 4,533.5 4,543.5
PP 4,529.7 4,536.3
S1 4,525.8 4,529.2

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

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