ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 4,167.0 4,018.0 -149.0 -3.6% 4,107.0
High 4,207.0 4,050.0 -157.0 -3.7% 4,381.0
Low 4,092.0 3,943.0 -149.0 -3.6% 3,982.0
Close 4,097.0 3,994.0 -103.0 -2.5% 4,123.0
Range 115.0 107.0 -8.0 -7.0% 399.0
ATR 180.1 178.2 -1.9 -1.0% 0.0
Volume 39,047 30,278 -8,769 -22.5% 163,938
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,316.7 4,262.3 4,052.9
R3 4,209.7 4,155.3 4,023.4
R2 4,102.7 4,102.7 4,013.6
R1 4,048.3 4,048.3 4,003.8 4,022.0
PP 3,995.7 3,995.7 3,995.7 3,982.5
S1 3,941.3 3,941.3 3,984.2 3,915.0
S2 3,888.7 3,888.7 3,974.4
S3 3,781.7 3,834.3 3,964.6
S4 3,674.7 3,727.3 3,935.2
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 3,943.0 438.0 11.0% 107.8 2.7% 12% False True 34,060
10 4,381.0 3,804.0 577.0 14.4% 126.8 3.2% 33% False False 34,624
20 4,390.0 3,724.0 666.0 16.7% 132.8 3.3% 41% False False 35,893
40 5,097.0 3,724.0 1,373.0 34.4% 138.8 3.5% 20% False False 37,842
60 5,226.0 3,724.0 1,502.0 37.6% 114.2 2.9% 18% False False 28,367
80 5,226.0 3,724.0 1,502.0 37.6% 94.9 2.4% 18% False False 21,295
100 5,370.0 3,724.0 1,646.0 41.2% 85.8 2.1% 16% False False 17,064
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 29.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,504.8
2.618 4,330.1
1.618 4,223.1
1.000 4,157.0
0.618 4,116.1
HIGH 4,050.0
0.618 4,009.1
0.500 3,996.5
0.382 3,983.9
LOW 3,943.0
0.618 3,876.9
1.000 3,836.0
1.618 3,769.9
2.618 3,662.9
4.250 3,488.3
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 3,996.5 4,075.0
PP 3,995.7 4,048.0
S1 3,994.8 4,021.0

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

View Archives - Comment on this page... - Back to Index of Symbols