ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 4,647.0 4,668.0 21.0 0.5% 4,740.0
High 4,691.0 4,693.0 2.0 0.0% 4,747.0
Low 4,647.0 4,664.0 17.0 0.4% 4,595.0
Close 4,653.0 4,688.0 35.0 0.8% 4,659.0
Range 44.0 29.0 -15.0 -34.1% 152.0
ATR 66.0 64.2 -1.9 -2.8% 0.0
Volume 54,299 7,491 -46,808 -86.2% 143,727
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 4,768.7 4,757.3 4,704.0
R3 4,739.7 4,728.3 4,696.0
R2 4,710.7 4,710.7 4,693.3
R1 4,699.3 4,699.3 4,690.7 4,705.0
PP 4,681.7 4,681.7 4,681.7 4,684.5
S1 4,670.3 4,670.3 4,685.3 4,676.0
S2 4,652.7 4,652.7 4,682.7
S3 4,623.7 4,641.3 4,680.0
S4 4,594.7 4,612.3 4,672.1
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 4,611.0 84.0 1.8% 43.4 0.9% 92% False False 56,397
10 4,750.0 4,595.0 155.0 3.3% 52.4 1.1% 60% False False 40,674
20 4,806.0 4,567.0 239.0 5.1% 55.1 1.2% 51% False False 32,937
40 4,875.0 4,501.0 374.0 8.0% 53.1 1.1% 50% False False 30,359
60 4,900.0 4,501.0 399.0 8.5% 53.5 1.1% 47% False False 28,275
80 4,900.0 4,418.0 482.0 10.3% 51.9 1.1% 56% False False 25,900
100 4,900.0 4,185.0 715.0 15.3% 47.1 1.0% 70% False False 20,745
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.4
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4,816.3
2.618 4,768.9
1.618 4,739.9
1.000 4,722.0
0.618 4,710.9
HIGH 4,693.0
0.618 4,681.9
0.500 4,678.5
0.382 4,675.1
LOW 4,664.0
0.618 4,646.1
1.000 4,635.0
1.618 4,617.1
2.618 4,588.1
4.250 4,540.8
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 4,684.8 4,682.3
PP 4,681.7 4,676.7
S1 4,678.5 4,671.0

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

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