ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 4,682.0 4,420.0 -262.0 -5.6% 4,974.0
High 4,692.0 4,708.0 16.0 0.3% 5,009.0
Low 4,542.0 4,418.0 -124.0 -2.7% 4,494.0
Close 4,568.0 4,688.0 120.0 2.6% 4,754.0
Range 150.0 290.0 140.0 93.3% 515.0
ATR 153.0 162.8 9.8 6.4% 0.0
Volume 19,568 48,486 28,918 147.8% 168,550
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,474.7 5,371.3 4,847.5
R3 5,184.7 5,081.3 4,767.8
R2 4,894.7 4,894.7 4,741.2
R1 4,791.3 4,791.3 4,714.6 4,843.0
PP 4,604.7 4,604.7 4,604.7 4,630.5
S1 4,501.3 4,501.3 4,661.4 4,553.0
S2 4,314.7 4,314.7 4,634.8
S3 4,024.7 4,211.3 4,608.3
S4 3,734.7 3,921.3 4,528.5
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 6,297.3 6,040.7 5,037.3
R3 5,782.3 5,525.7 4,895.6
R2 5,267.3 5,267.3 4,848.4
R1 5,010.7 5,010.7 4,801.2 4,881.5
PP 4,752.3 4,752.3 4,752.3 4,687.8
S1 4,495.7 4,495.7 4,706.8 4,366.5
S2 4,237.3 4,237.3 4,659.6
S3 3,722.3 3,980.7 4,612.4
S4 3,207.3 3,465.7 4,470.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,885.0 4,418.0 467.0 10.0% 156.8 3.3% 58% False True 32,018
10 5,058.0 4,418.0 640.0 13.7% 156.1 3.3% 42% False True 31,899
20 5,097.0 4,418.0 679.0 14.5% 130.3 2.8% 40% False True 37,173
40 5,226.0 4,418.0 808.0 17.2% 90.3 1.9% 33% False True 18,692
60 5,226.0 4,418.0 808.0 17.2% 72.0 1.5% 33% False True 12,487
80 5,495.0 4,418.0 1,077.0 23.0% 66.0 1.4% 25% False True 9,402
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.9
Widest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 5,940.5
2.618 5,467.2
1.618 5,177.2
1.000 4,998.0
0.618 4,887.2
HIGH 4,708.0
0.618 4,597.2
0.500 4,563.0
0.382 4,528.8
LOW 4,418.0
0.618 4,238.8
1.000 4,128.0
1.618 3,948.8
2.618 3,658.8
4.250 3,185.5
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 4,646.3 4,656.0
PP 4,604.7 4,624.0
S1 4,563.0 4,592.0

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

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