ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 3,789.0 3,980.0 191.0 5.0% 4,025.0
High 3,831.0 4,005.0 174.0 4.5% 4,340.0
Low 3,724.0 3,804.0 80.0 2.1% 3,835.0
Close 3,801.0 3,849.0 48.0 1.3% 3,877.0
Range 107.0 201.0 94.0 87.9% 505.0
ATR 187.7 188.8 1.2 0.6% 0.0
Volume 32,479 42,972 10,493 32.3% 174,884
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 4,489.0 4,370.0 3,959.6
R3 4,288.0 4,169.0 3,904.3
R2 4,087.0 4,087.0 3,885.9
R1 3,968.0 3,968.0 3,867.4 3,927.0
PP 3,886.0 3,886.0 3,886.0 3,865.5
S1 3,767.0 3,767.0 3,830.6 3,726.0
S2 3,685.0 3,685.0 3,812.2
S3 3,484.0 3,566.0 3,793.7
S4 3,283.0 3,365.0 3,738.5
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,532.3 5,209.7 4,154.8
R3 5,027.3 4,704.7 4,015.9
R2 4,522.3 4,522.3 3,969.6
R1 4,199.7 4,199.7 3,923.3 4,108.5
PP 4,017.3 4,017.3 4,017.3 3,971.8
S1 3,694.7 3,694.7 3,830.7 3,603.5
S2 3,512.3 3,512.3 3,784.4
S3 3,007.3 3,189.7 3,738.1
S4 2,502.3 2,684.7 3,599.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,052.0 3,724.0 328.0 8.5% 142.8 3.7% 38% False False 35,947
10 4,340.0 3,724.0 616.0 16.0% 149.0 3.9% 20% False False 37,229
20 4,878.0 3,724.0 1,154.0 30.0% 150.5 3.9% 11% False False 38,840
40 5,154.0 3,724.0 1,430.0 37.2% 134.2 3.5% 9% False False 34,911
60 5,226.0 3,724.0 1,502.0 39.0% 102.4 2.7% 8% False False 23,326
80 5,226.0 3,724.0 1,502.0 39.0% 86.2 2.2% 8% False False 17,516
100 5,495.0 3,724.0 1,771.0 46.0% 76.6 2.0% 7% False False 14,035
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 28.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,859.3
2.618 4,531.2
1.618 4,330.2
1.000 4,206.0
0.618 4,129.2
HIGH 4,005.0
0.618 3,928.2
0.500 3,904.5
0.382 3,880.8
LOW 3,804.0
0.618 3,679.8
1.000 3,603.0
1.618 3,478.8
2.618 3,277.8
4.250 2,949.8
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 3,904.5 3,864.5
PP 3,886.0 3,859.3
S1 3,867.5 3,854.2

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

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