ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 3,923.0 3,775.0 -148.0 -3.8% 4,107.0
High 3,994.0 3,812.0 -182.0 -4.6% 4,381.0
Low 3,898.0 3,731.0 -167.0 -4.3% 3,982.0
Close 3,987.0 3,753.0 -234.0 -5.9% 4,123.0
Range 96.0 81.0 -15.0 -15.6% 399.0
ATR 172.3 178.3 6.0 3.5% 0.0
Volume 24,965 33,233 8,268 33.1% 163,938
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,008.3 3,961.7 3,797.6
R3 3,927.3 3,880.7 3,775.3
R2 3,846.3 3,846.3 3,767.9
R1 3,799.7 3,799.7 3,760.4 3,782.5
PP 3,765.3 3,765.3 3,765.3 3,756.8
S1 3,718.7 3,718.7 3,745.6 3,701.5
S2 3,684.3 3,684.3 3,738.2
S3 3,603.3 3,637.7 3,730.7
S4 3,522.3 3,556.7 3,708.5
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 4,207.0 3,731.0 476.0 12.7% 109.6 2.9% 5% False True 32,767
10 4,381.0 3,731.0 650.0 17.3% 109.9 2.9% 3% False True 32,071
20 4,381.0 3,724.0 657.0 17.5% 131.5 3.5% 4% False False 34,247
40 5,097.0 3,724.0 1,373.0 36.6% 137.1 3.7% 2% False False 36,928
60 5,226.0 3,724.0 1,502.0 40.0% 116.7 3.1% 2% False False 29,330
80 5,226.0 3,724.0 1,502.0 40.0% 96.8 2.6% 2% False False 22,022
100 5,362.0 3,724.0 1,638.0 43.6% 87.5 2.3% 2% False False 17,643
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 32.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,156.3
2.618 4,024.1
1.618 3,943.1
1.000 3,893.0
0.618 3,862.1
HIGH 3,812.0
0.618 3,781.1
0.500 3,771.5
0.382 3,761.9
LOW 3,731.0
0.618 3,680.9
1.000 3,650.0
1.618 3,599.9
2.618 3,518.9
4.250 3,386.8
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 3,771.5 3,890.5
PP 3,765.3 3,844.7
S1 3,759.2 3,798.8

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

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