ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 4,222.0 4,044.0 -178.0 -4.2% 4,107.0
High 4,222.0 4,131.0 -91.0 -2.2% 4,381.0
Low 4,159.0 3,982.0 -177.0 -4.3% 3,982.0
Close 4,214.0 4,123.0 -91.0 -2.2% 4,123.0
Range 63.0 149.0 86.0 136.5% 399.0
ATR 181.5 185.1 3.6 2.0% 0.0
Volume 31,054 36,314 5,260 16.9% 163,938
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,525.7 4,473.3 4,205.0
R3 4,376.7 4,324.3 4,164.0
R2 4,227.7 4,227.7 4,150.3
R1 4,175.3 4,175.3 4,136.7 4,201.5
PP 4,078.7 4,078.7 4,078.7 4,091.8
S1 4,026.3 4,026.3 4,109.3 4,052.5
S2 3,929.7 3,929.7 4,095.7
S3 3,780.7 3,877.3 4,082.0
S4 3,631.7 3,728.3 4,041.1
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,359.0 5,140.0 4,342.5
R3 4,960.0 4,741.0 4,232.7
R2 4,561.0 4,561.0 4,196.2
R1 4,342.0 4,342.0 4,159.6 4,451.5
PP 4,162.0 4,162.0 4,162.0 4,216.8
S1 3,943.0 3,943.0 4,086.4 4,052.5
S2 3,763.0 3,763.0 4,049.9
S3 3,364.0 3,544.0 4,013.3
S4 2,965.0 3,145.0 3,903.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,381.0 3,982.0 399.0 9.7% 119.2 2.9% 35% False True 32,787
10 4,381.0 3,724.0 657.0 15.9% 127.0 3.1% 61% False False 34,384
20 4,500.0 3,724.0 776.0 18.8% 137.1 3.3% 51% False False 37,139
40 5,097.0 3,724.0 1,373.0 33.3% 138.3 3.4% 29% False False 40,436
60 5,226.0 3,724.0 1,502.0 36.4% 112.1 2.7% 27% False False 27,212
80 5,226.0 3,724.0 1,502.0 36.4% 93.6 2.3% 27% False False 20,430
100 5,370.0 3,724.0 1,646.0 39.9% 83.8 2.0% 24% False False 16,371
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 28.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,764.3
2.618 4,521.1
1.618 4,372.1
1.000 4,280.0
0.618 4,223.1
HIGH 4,131.0
0.618 4,074.1
0.500 4,056.5
0.382 4,038.9
LOW 3,982.0
0.618 3,889.9
1.000 3,833.0
1.618 3,740.9
2.618 3,591.9
4.250 3,348.8
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 4,100.8 4,181.5
PP 4,078.7 4,162.0
S1 4,056.5 4,142.5

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

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