ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 4,695.0 4,770.0 75.0 1.6% 4,702.0
High 4,729.0 4,806.0 77.0 1.6% 4,780.0
Low 4,679.0 4,762.0 83.0 1.8% 4,567.0
Close 4,726.0 4,765.0 39.0 0.8% 4,596.0
Range 50.0 44.0 -6.0 -12.0% 213.0
ATR 74.0 74.4 0.4 0.6% 0.0
Volume 25,718 27,890 2,172 8.4% 124,201
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 4,909.7 4,881.3 4,789.2
R3 4,865.7 4,837.3 4,777.1
R2 4,821.7 4,821.7 4,773.1
R1 4,793.3 4,793.3 4,769.0 4,785.5
PP 4,777.7 4,777.7 4,777.7 4,773.8
S1 4,749.3 4,749.3 4,761.0 4,741.5
S2 4,733.7 4,733.7 4,756.9
S3 4,689.7 4,705.3 4,752.9
S4 4,645.7 4,661.3 4,740.8
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,286.7 5,154.3 4,713.2
R3 5,073.7 4,941.3 4,654.6
R2 4,860.7 4,860.7 4,635.1
R1 4,728.3 4,728.3 4,615.5 4,688.0
PP 4,647.7 4,647.7 4,647.7 4,627.5
S1 4,515.3 4,515.3 4,576.5 4,475.0
S2 4,434.7 4,434.7 4,557.0
S3 4,221.7 4,302.3 4,537.4
S4 4,008.7 4,089.3 4,478.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,806.0 4,567.0 239.0 5.0% 62.8 1.3% 83% True False 29,108
10 4,806.0 4,567.0 239.0 5.0% 58.4 1.2% 83% True False 25,182
20 4,820.0 4,501.0 319.0 6.7% 55.2 1.2% 83% False False 26,361
40 4,900.0 4,501.0 399.0 8.4% 53.8 1.1% 66% False False 26,025
60 4,900.0 4,501.0 399.0 8.4% 53.2 1.1% 66% False False 27,351
80 4,900.0 4,260.0 640.0 13.4% 50.3 1.1% 79% False False 20,593
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,993.0
2.618 4,921.2
1.618 4,877.2
1.000 4,850.0
0.618 4,833.2
HIGH 4,806.0
0.618 4,789.2
0.500 4,784.0
0.382 4,778.8
LOW 4,762.0
0.618 4,734.8
1.000 4,718.0
1.618 4,690.8
2.618 4,646.8
4.250 4,575.0
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 4,784.0 4,748.3
PP 4,777.7 4,731.7
S1 4,771.3 4,715.0

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

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