ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 4,365.0 4,080.0 -285.0 -6.5% 4,682.0
High 4,404.0 4,143.0 -261.0 -5.9% 4,708.0
Low 4,289.0 3,961.0 -328.0 -7.6% 3,961.0
Close 4,299.0 4,051.0 -248.0 -5.8% 4,051.0
Range 115.0 182.0 67.0 58.3% 747.0
ATR 172.2 184.0 11.8 6.9% 0.0
Volume 48,074 53,169 5,095 10.6% 210,522
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 4,597.7 4,506.3 4,151.1
R3 4,415.7 4,324.3 4,101.1
R2 4,233.7 4,233.7 4,084.4
R1 4,142.3 4,142.3 4,067.7 4,097.0
PP 4,051.7 4,051.7 4,051.7 4,029.0
S1 3,960.3 3,960.3 4,034.3 3,915.0
S2 3,869.7 3,869.7 4,017.6
S3 3,687.7 3,778.3 4,001.0
S4 3,505.7 3,596.3 3,950.9
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 6,481.0 6,013.0 4,461.9
R3 5,734.0 5,266.0 4,256.4
R2 4,987.0 4,987.0 4,188.0
R1 4,519.0 4,519.0 4,119.5 4,379.5
PP 4,240.0 4,240.0 4,240.0 4,170.3
S1 3,772.0 3,772.0 3,982.5 3,632.5
S2 3,493.0 3,493.0 3,914.1
S3 2,746.0 3,025.0 3,845.6
S4 1,999.0 2,278.0 3,640.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,708.0 3,961.0 747.0 18.4% 179.6 4.4% 12% False True 42,104
10 5,009.0 3,961.0 1,048.0 25.9% 169.7 4.2% 9% False True 37,907
20 5,097.0 3,961.0 1,136.0 28.0% 139.5 3.4% 8% False True 43,733
40 5,226.0 3,961.0 1,265.0 31.2% 99.6 2.5% 7% False True 22,249
60 5,226.0 3,961.0 1,265.0 31.2% 79.1 2.0% 7% False True 14,860
80 5,370.0 3,961.0 1,409.0 34.8% 70.4 1.7% 6% False True 11,179
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 20.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,916.5
2.618 4,619.5
1.618 4,437.5
1.000 4,325.0
0.618 4,255.5
HIGH 4,143.0
0.618 4,073.5
0.500 4,052.0
0.382 4,030.5
LOW 3,961.0
0.618 3,848.5
1.000 3,779.0
1.618 3,666.5
2.618 3,484.5
4.250 3,187.5
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 4,052.0 4,227.0
PP 4,051.7 4,168.3
S1 4,051.3 4,109.7

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

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