ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 4,736.0 4,764.0 28.0 0.6% 4,615.0
High 4,741.0 4,778.0 37.0 0.8% 4,809.0
Low 4,705.0 4,750.0 45.0 1.0% 4,615.0
Close 4,725.0 4,771.0 46.0 1.0% 4,725.0
Range 36.0 28.0 -8.0 -22.2% 194.0
ATR 71.6 70.2 -1.3 -1.9% 0.0
Volume 27,801 18,628 -9,173 -33.0% 146,629
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 4,850.3 4,838.7 4,786.4
R3 4,822.3 4,810.7 4,778.7
R2 4,794.3 4,794.3 4,776.1
R1 4,782.7 4,782.7 4,773.6 4,788.5
PP 4,766.3 4,766.3 4,766.3 4,769.3
S1 4,754.7 4,754.7 4,768.4 4,760.5
S2 4,738.3 4,738.3 4,765.9
S3 4,710.3 4,726.7 4,763.3
S4 4,682.3 4,698.7 4,755.6
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,298.3 5,205.7 4,831.7
R3 5,104.3 5,011.7 4,778.4
R2 4,910.3 4,910.3 4,760.6
R1 4,817.7 4,817.7 4,742.8 4,864.0
PP 4,716.3 4,716.3 4,716.3 4,739.5
S1 4,623.7 4,623.7 4,707.2 4,670.0
S2 4,522.3 4,522.3 4,689.4
S3 4,328.3 4,429.7 4,671.7
S4 4,134.3 4,235.7 4,618.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,809.0 4,705.0 104.0 2.2% 41.0 0.9% 63% False False 26,483
10 4,809.0 4,501.0 308.0 6.5% 49.7 1.0% 88% False False 27,363
20 4,879.0 4,501.0 378.0 7.9% 48.4 1.0% 71% False False 27,947
40 4,900.0 4,501.0 399.0 8.4% 51.2 1.1% 68% False False 25,929
60 4,900.0 4,388.0 512.0 10.7% 49.2 1.0% 75% False False 22,403
80 4,900.0 4,130.0 770.0 16.1% 43.1 0.9% 83% False False 16,829
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 13.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,897.0
2.618 4,851.3
1.618 4,823.3
1.000 4,806.0
0.618 4,795.3
HIGH 4,778.0
0.618 4,767.3
0.500 4,764.0
0.382 4,760.7
LOW 4,750.0
0.618 4,732.7
1.000 4,722.0
1.618 4,704.7
2.618 4,676.7
4.250 4,631.0
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 4,768.7 4,766.3
PP 4,766.3 4,761.7
S1 4,764.0 4,757.0

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

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