ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 3,980.0 3,917.0 -63.0 -1.6% 4,025.0
High 4,005.0 4,053.0 48.0 1.2% 4,340.0
Low 3,804.0 3,908.0 104.0 2.7% 3,835.0
Close 3,849.0 4,017.0 168.0 4.4% 3,877.0
Range 201.0 145.0 -56.0 -27.9% 505.0
ATR 188.8 189.9 1.1 0.6% 0.0
Volume 42,972 40,764 -2,208 -5.1% 174,884
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 4,427.7 4,367.3 4,096.8
R3 4,282.7 4,222.3 4,056.9
R2 4,137.7 4,137.7 4,043.6
R1 4,077.3 4,077.3 4,030.3 4,107.5
PP 3,992.7 3,992.7 3,992.7 4,007.8
S1 3,932.3 3,932.3 4,003.7 3,962.5
S2 3,847.7 3,847.7 3,990.4
S3 3,702.7 3,787.3 3,977.1
S4 3,557.7 3,642.3 3,937.3
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 4,053.0 3,724.0 329.0 8.2% 157.4 3.9% 89% True False 37,154
10 4,340.0 3,724.0 616.0 15.3% 153.0 3.8% 48% False False 36,423
20 4,766.0 3,724.0 1,042.0 25.9% 152.5 3.8% 28% False False 39,316
40 5,125.0 3,724.0 1,401.0 34.9% 134.0 3.3% 21% False False 35,926
60 5,226.0 3,724.0 1,502.0 37.4% 103.8 2.6% 20% False False 24,005
80 5,226.0 3,724.0 1,502.0 37.4% 87.3 2.2% 20% False False 18,023
100 5,495.0 3,724.0 1,771.0 44.1% 78.1 1.9% 17% False False 14,443
Crabel Price Patterns
NR True
NR4 False
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 25.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,669.3
2.618 4,432.6
1.618 4,287.6
1.000 4,198.0
0.618 4,142.6
HIGH 4,053.0
0.618 3,997.6
0.500 3,980.5
0.382 3,963.4
LOW 3,908.0
0.618 3,818.4
1.000 3,763.0
1.618 3,673.4
2.618 3,528.4
4.250 3,291.8
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 4,004.8 3,974.2
PP 3,992.7 3,931.3
S1 3,980.5 3,888.5

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

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