ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 4,974.0 4,494.0 -480.0 -9.7% 4,997.0
High 5,009.0 4,760.0 -249.0 -5.0% 5,097.0
Low 4,820.0 4,494.0 -326.0 -6.8% 4,875.0
Close 4,848.0 4,686.0 -162.0 -3.3% 4,956.0
Range 189.0 266.0 77.0 40.7% 222.0
ATR 135.4 151.0 15.6 11.5% 0.0
Volume 30,057 46,457 16,400 54.6% 175,509
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,444.7 5,331.3 4,832.3
R3 5,178.7 5,065.3 4,759.2
R2 4,912.7 4,912.7 4,734.8
R1 4,799.3 4,799.3 4,710.4 4,856.0
PP 4,646.7 4,646.7 4,646.7 4,675.0
S1 4,533.3 4,533.3 4,661.6 4,590.0
S2 4,380.7 4,380.7 4,637.2
S3 4,114.7 4,267.3 4,612.9
S4 3,848.7 4,001.3 4,539.7
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 4,494.0 564.0 12.0% 155.4 3.3% 34% False True 31,780
10 5,097.0 4,494.0 603.0 12.9% 134.7 2.9% 32% False True 39,904
20 5,189.0 4,494.0 695.0 14.8% 116.6 2.5% 28% False True 29,257
40 5,226.0 4,494.0 732.0 15.6% 75.8 1.6% 26% False True 14,708
60 5,226.0 4,494.0 732.0 15.6% 63.6 1.4% 26% False True 9,833
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 20.4
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 5,890.5
2.618 5,456.4
1.618 5,190.4
1.000 5,026.0
0.618 4,924.4
HIGH 4,760.0
0.618 4,658.4
0.500 4,627.0
0.382 4,595.6
LOW 4,494.0
0.618 4,329.6
1.000 4,228.0
1.618 4,063.6
2.618 3,797.6
4.250 3,363.5
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 4,666.3 4,771.5
PP 4,646.7 4,743.0
S1 4,627.0 4,714.5

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

View Archives - Comment on this page... - Back to Index of Symbols