ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 3,492.0 3,565.0 73.0 2.1% 3,740.0
High 3,571.0 3,666.0 95.0 2.7% 3,748.0
Low 3,472.0 3,549.0 77.0 2.2% 3,472.0
Close 3,522.0 3,642.0 120.0 3.4% 3,522.0
Range 99.0 117.0 18.0 18.2% 276.0
ATR 156.6 155.7 -0.9 -0.6% 0.0
Volume 25,587 34,055 8,468 33.1% 142,471
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,970.0 3,923.0 3,706.4
R3 3,853.0 3,806.0 3,674.2
R2 3,736.0 3,736.0 3,663.5
R1 3,689.0 3,689.0 3,652.7 3,712.5
PP 3,619.0 3,619.0 3,619.0 3,630.8
S1 3,572.0 3,572.0 3,631.3 3,595.5
S2 3,502.0 3,502.0 3,620.6
S3 3,385.0 3,455.0 3,609.8
S4 3,268.0 3,338.0 3,577.7
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,408.7 4,241.3 3,673.8
R3 4,132.7 3,965.3 3,597.9
R2 3,856.7 3,856.7 3,572.6
R1 3,689.3 3,689.3 3,547.3 3,635.0
PP 3,580.7 3,580.7 3,580.7 3,553.5
S1 3,413.3 3,413.3 3,496.7 3,359.0
S2 3,304.7 3,304.7 3,471.4
S3 3,028.7 3,137.3 3,446.1
S4 2,752.7 2,861.3 3,370.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,666.0 3,472.0 194.0 5.3% 120.6 3.3% 88% True False 30,574
10 3,763.0 3,472.0 291.0 8.0% 118.5 3.3% 58% False False 30,104
20 4,050.0 3,234.0 816.0 22.4% 125.5 3.4% 50% False False 32,669
40 4,500.0 3,234.0 1,266.0 34.8% 130.7 3.6% 32% False False 34,656
60 5,097.0 3,234.0 1,863.0 51.2% 134.2 3.7% 22% False False 37,336
80 5,226.0 3,234.0 1,992.0 54.7% 116.1 3.2% 20% False False 29,064
100 5,226.0 3,234.0 1,992.0 54.7% 100.6 2.8% 20% False False 23,268
120 5,370.0 3,234.0 2,136.0 58.6% 91.5 2.5% 19% False False 19,413
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 12.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,163.3
2.618 3,972.3
1.618 3,855.3
1.000 3,783.0
0.618 3,738.3
HIGH 3,666.0
0.618 3,621.3
0.500 3,607.5
0.382 3,593.7
LOW 3,549.0
0.618 3,476.7
1.000 3,432.0
1.618 3,359.7
2.618 3,242.7
4.250 3,051.8
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 3,630.5 3,617.7
PP 3,619.0 3,593.3
S1 3,607.5 3,569.0

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

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