ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 4,661.0 4,647.0 -14.0 -0.3% 4,740.0
High 4,695.0 4,691.0 -4.0 -0.1% 4,747.0
Low 4,654.0 4,647.0 -7.0 -0.2% 4,595.0
Close 4,663.0 4,653.0 -10.0 -0.2% 4,659.0
Range 41.0 44.0 3.0 7.3% 152.0
ATR 67.7 66.0 -1.7 -2.5% 0.0
Volume 96,367 54,299 -42,068 -43.7% 143,727
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 4,795.7 4,768.3 4,677.2
R3 4,751.7 4,724.3 4,665.1
R2 4,707.7 4,707.7 4,661.1
R1 4,680.3 4,680.3 4,657.0 4,694.0
PP 4,663.7 4,663.7 4,663.7 4,670.5
S1 4,636.3 4,636.3 4,649.0 4,650.0
S2 4,619.7 4,619.7 4,644.9
S3 4,575.7 4,592.3 4,640.9
S4 4,531.7 4,548.3 4,628.8
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,123.0 5,043.0 4,742.6
R3 4,971.0 4,891.0 4,700.8
R2 4,819.0 4,819.0 4,686.9
R1 4,739.0 4,739.0 4,672.9 4,703.0
PP 4,667.0 4,667.0 4,667.0 4,649.0
S1 4,587.0 4,587.0 4,645.1 4,551.0
S2 4,515.0 4,515.0 4,631.1
S3 4,363.0 4,435.0 4,617.2
S4 4,211.0 4,283.0 4,575.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,695.0 4,596.0 99.0 2.1% 49.6 1.1% 58% False False 59,984
10 4,795.0 4,595.0 200.0 4.3% 52.9 1.1% 29% False False 41,884
20 4,806.0 4,567.0 239.0 5.1% 55.7 1.2% 36% False False 33,533
40 4,875.0 4,501.0 374.0 8.0% 53.5 1.2% 41% False False 30,858
60 4,900.0 4,501.0 399.0 8.6% 53.7 1.2% 38% False False 28,637
80 4,900.0 4,418.0 482.0 10.4% 51.7 1.1% 49% False False 25,808
100 4,900.0 4,153.0 747.0 16.1% 46.8 1.0% 67% False False 20,670
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 11.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,878.0
2.618 4,806.2
1.618 4,762.2
1.000 4,735.0
0.618 4,718.2
HIGH 4,691.0
0.618 4,674.2
0.500 4,669.0
0.382 4,663.8
LOW 4,647.0
0.618 4,619.8
1.000 4,603.0
1.618 4,575.8
2.618 4,531.8
4.250 4,460.0
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 4,669.0 4,653.0
PP 4,663.7 4,653.0
S1 4,658.3 4,653.0

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

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