ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 5,047.0 4,974.0 -73.0 -1.4% 4,997.0
High 5,049.0 5,009.0 -40.0 -0.8% 5,097.0
Low 4,875.0 4,820.0 -55.0 -1.1% 4,875.0
Close 4,956.0 4,848.0 -108.0 -2.2% 4,956.0
Range 174.0 189.0 15.0 8.6% 222.0
ATR 131.2 135.4 4.1 3.1% 0.0
Volume 28,110 30,057 1,947 6.9% 175,509
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,459.3 5,342.7 4,952.0
R3 5,270.3 5,153.7 4,900.0
R2 5,081.3 5,081.3 4,882.7
R1 4,964.7 4,964.7 4,865.3 4,928.5
PP 4,892.3 4,892.3 4,892.3 4,874.3
S1 4,775.7 4,775.7 4,830.7 4,739.5
S2 4,703.3 4,703.3 4,813.4
S3 4,514.3 4,586.7 4,796.0
S4 4,325.3 4,397.7 4,744.1
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,642.0 5,521.0 5,078.1
R3 5,420.0 5,299.0 5,017.1
R2 5,198.0 5,198.0 4,996.7
R1 5,077.0 5,077.0 4,976.4 5,026.5
PP 4,976.0 4,976.0 4,976.0 4,950.8
S1 4,855.0 4,855.0 4,935.7 4,804.5
S2 4,754.0 4,754.0 4,915.3
S3 4,532.0 4,633.0 4,895.0
S4 4,310.0 4,411.0 4,833.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,058.0 4,820.0 238.0 4.9% 120.8 2.5% 12% False True 29,792
10 5,097.0 4,576.0 521.0 10.7% 117.9 2.4% 52% False False 45,594
20 5,226.0 4,576.0 650.0 13.4% 106.5 2.2% 42% False False 26,951
40 5,226.0 4,576.0 650.0 13.4% 70.3 1.4% 42% False False 13,550
60 5,226.0 4,576.0 650.0 13.4% 60.8 1.3% 42% False False 9,061
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.9
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 5,812.3
2.618 5,503.8
1.618 5,314.8
1.000 5,198.0
0.618 5,125.8
HIGH 5,009.0
0.618 4,936.8
0.500 4,914.5
0.382 4,892.2
LOW 4,820.0
0.618 4,703.2
1.000 4,631.0
1.618 4,514.2
2.618 4,325.2
4.250 4,016.8
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 4,914.5 4,934.5
PP 4,892.3 4,905.7
S1 4,870.2 4,876.8

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

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