ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 4,765.0 4,710.0 -55.0 -1.2% 4,764.0
High 4,780.0 4,736.0 -44.0 -0.9% 4,820.0
Low 4,693.0 4,682.0 -11.0 -0.2% 4,682.0
Close 4,703.0 4,734.0 31.0 0.7% 4,701.0
Range 87.0 54.0 -33.0 -37.9% 138.0
ATR 67.8 66.8 -1.0 -1.5% 0.0
Volume 26,237 26,352 115 0.4% 105,832
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 4,879.3 4,860.7 4,763.7
R3 4,825.3 4,806.7 4,748.9
R2 4,771.3 4,771.3 4,743.9
R1 4,752.7 4,752.7 4,739.0 4,762.0
PP 4,717.3 4,717.3 4,717.3 4,722.0
S1 4,698.7 4,698.7 4,729.1 4,708.0
S2 4,663.3 4,663.3 4,724.1
S3 4,609.3 4,644.7 4,719.2
S4 4,555.3 4,590.7 4,704.3
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,148.3 5,062.7 4,776.9
R3 5,010.3 4,924.7 4,739.0
R2 4,872.3 4,872.3 4,726.3
R1 4,786.7 4,786.7 4,713.7 4,760.5
PP 4,734.3 4,734.3 4,734.3 4,721.3
S1 4,648.7 4,648.7 4,688.4 4,622.5
S2 4,596.3 4,596.3 4,675.7
S3 4,458.3 4,510.7 4,663.1
S4 4,320.3 4,372.7 4,625.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,781.0 4,682.0 99.0 2.1% 54.0 1.1% 53% False True 21,257
10 4,820.0 4,682.0 138.0 2.9% 52.1 1.1% 38% False True 22,655
20 4,820.0 4,501.0 319.0 6.7% 52.6 1.1% 73% False False 26,649
40 4,900.0 4,501.0 399.0 8.4% 52.9 1.1% 58% False False 25,598
60 4,900.0 4,418.0 482.0 10.2% 51.5 1.1% 66% False False 24,989
80 4,900.0 4,254.0 646.0 13.6% 47.5 1.0% 74% False False 18,780
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 11.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,965.5
2.618 4,877.4
1.618 4,823.4
1.000 4,790.0
0.618 4,769.4
HIGH 4,736.0
0.618 4,715.4
0.500 4,709.0
0.382 4,702.6
LOW 4,682.0
0.618 4,648.6
1.000 4,628.0
1.618 4,594.6
2.618 4,540.6
4.250 4,452.5
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 4,725.7 4,733.0
PP 4,717.3 4,732.0
S1 4,709.0 4,731.0

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

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