ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 4,567.0 4,615.0 48.0 1.1% 4,530.0
High 4,604.0 4,693.0 89.0 1.9% 4,604.0
Low 4,553.0 4,615.0 62.0 1.4% 4,501.0
Close 4,601.0 4,684.0 83.0 1.8% 4,601.0
Range 51.0 78.0 27.0 52.9% 103.0
ATR 72.7 74.1 1.4 1.9% 0.0
Volume 31,061 32,842 1,781 5.7% 145,089
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 4,898.0 4,869.0 4,726.9
R3 4,820.0 4,791.0 4,705.5
R2 4,742.0 4,742.0 4,698.3
R1 4,713.0 4,713.0 4,691.2 4,727.5
PP 4,664.0 4,664.0 4,664.0 4,671.3
S1 4,635.0 4,635.0 4,676.9 4,649.5
S2 4,586.0 4,586.0 4,669.7
S3 4,508.0 4,557.0 4,662.6
S4 4,430.0 4,479.0 4,641.1
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 4,877.7 4,842.3 4,657.7
R3 4,774.7 4,739.3 4,629.3
R2 4,671.7 4,671.7 4,619.9
R1 4,636.3 4,636.3 4,610.4 4,654.0
PP 4,568.7 4,568.7 4,568.7 4,577.5
S1 4,533.3 4,533.3 4,591.6 4,551.0
S2 4,465.7 4,465.7 4,582.1
S3 4,362.7 4,430.3 4,572.7
S4 4,259.7 4,327.3 4,544.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,693.0 4,501.0 192.0 4.1% 58.4 1.2% 95% True False 28,244
10 4,794.0 4,501.0 293.0 6.3% 57.9 1.2% 62% False False 31,199
20 4,900.0 4,501.0 399.0 8.5% 50.8 1.1% 46% False False 26,249
40 4,900.0 4,501.0 399.0 8.5% 53.4 1.1% 46% False False 28,251
60 4,900.0 4,260.0 640.0 13.7% 49.2 1.1% 66% False False 20,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.4
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,024.5
2.618 4,897.2
1.618 4,819.2
1.000 4,771.0
0.618 4,741.2
HIGH 4,693.0
0.618 4,663.2
0.500 4,654.0
0.382 4,644.8
LOW 4,615.0
0.618 4,566.8
1.000 4,537.0
1.618 4,488.8
2.618 4,410.8
4.250 4,283.5
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 4,674.0 4,655.0
PP 4,664.0 4,626.0
S1 4,654.0 4,597.0

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

View Archives - Comment on this page... - Back to Index of Symbols