ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 4,494.0 4,885.0 391.0 8.7% 4,997.0
High 4,760.0 4,885.0 125.0 2.6% 5,097.0
Low 4,494.0 4,755.0 261.0 5.8% 4,875.0
Close 4,686.0 4,846.0 160.0 3.4% 4,956.0
Range 266.0 130.0 -136.0 -51.1% 222.0
ATR 151.0 154.4 3.4 2.3% 0.0
Volume 46,457 34,577 -11,880 -25.6% 175,509
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,218.7 5,162.3 4,917.5
R3 5,088.7 5,032.3 4,881.8
R2 4,958.7 4,958.7 4,869.8
R1 4,902.3 4,902.3 4,857.9 4,865.5
PP 4,828.7 4,828.7 4,828.7 4,810.3
S1 4,772.3 4,772.3 4,834.1 4,735.5
S2 4,698.7 4,698.7 4,822.2
S3 4,568.7 4,642.3 4,810.3
S4 4,438.7 4,512.3 4,774.5
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 5,049.0 4,494.0 555.0 11.5% 165.6 3.4% 63% False False 33,189
10 5,097.0 4,494.0 603.0 12.4% 134.0 2.8% 58% False False 37,988
20 5,154.0 4,494.0 660.0 13.6% 117.9 2.4% 53% False False 30,982
40 5,226.0 4,494.0 732.0 15.1% 78.4 1.6% 48% False False 15,568
60 5,226.0 4,494.0 732.0 15.1% 64.8 1.3% 48% False False 10,409
80 5,495.0 4,494.0 1,001.0 20.7% 58.2 1.2% 35% False False 7,834
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 16.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,437.5
2.618 5,225.3
1.618 5,095.3
1.000 5,015.0
0.618 4,965.3
HIGH 4,885.0
0.618 4,835.3
0.500 4,820.0
0.382 4,804.7
LOW 4,755.0
0.618 4,674.7
1.000 4,625.0
1.618 4,544.7
2.618 4,414.7
4.250 4,202.5
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 4,837.3 4,814.5
PP 4,828.7 4,783.0
S1 4,820.0 4,751.5

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

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