ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 4,885.0 4,875.0 -10.0 -0.2% 4,997.0
High 4,885.0 4,878.0 -7.0 -0.1% 5,097.0
Low 4,755.0 4,774.0 19.0 0.4% 4,875.0
Close 4,846.0 4,774.0 -72.0 -1.5% 4,956.0
Range 130.0 104.0 -26.0 -20.0% 222.0
ATR 154.4 150.8 -3.6 -2.3% 0.0
Volume 34,577 31,249 -3,328 -9.6% 175,509
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,120.7 5,051.3 4,831.2
R3 5,016.7 4,947.3 4,802.6
R2 4,912.7 4,912.7 4,793.1
R1 4,843.3 4,843.3 4,783.5 4,826.0
PP 4,808.7 4,808.7 4,808.7 4,800.0
S1 4,739.3 4,739.3 4,764.5 4,722.0
S2 4,704.7 4,704.7 4,754.9
S3 4,600.7 4,635.3 4,745.4
S4 4,496.7 4,531.3 4,716.8
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 11.6% 172.6 3.6% 50% False False 34,090
10 5,097.0 4,494.0 603.0 12.6% 133.5 2.8% 46% False False 37,010
20 5,125.0 4,494.0 631.0 13.2% 115.5 2.4% 44% False False 32,535
40 5,226.0 4,494.0 732.0 15.3% 79.5 1.7% 38% False False 16,349
60 5,226.0 4,494.0 732.0 15.3% 65.5 1.4% 38% False False 10,925
80 5,495.0 4,494.0 1,001.0 21.0% 59.5 1.2% 28% False False 8,225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,320.0
2.618 5,150.3
1.618 5,046.3
1.000 4,982.0
0.618 4,942.3
HIGH 4,878.0
0.618 4,838.3
0.500 4,826.0
0.382 4,813.7
LOW 4,774.0
0.618 4,709.7
1.000 4,670.0
1.618 4,605.7
2.618 4,501.7
4.250 4,332.0
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 4,826.0 4,745.8
PP 4,808.7 4,717.7
S1 4,791.3 4,689.5

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

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