ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 3,775.0 3,929.0 154.0 4.1% 4,167.0
High 3,812.0 3,930.0 118.0 3.1% 4,207.0
Low 3,731.0 3,747.0 16.0 0.4% 3,731.0
Close 3,753.0 3,757.0 4.0 0.1% 3,757.0
Range 81.0 183.0 102.0 125.9% 476.0
ATR 178.3 178.6 0.3 0.2% 0.0
Volume 33,233 33,545 312 0.9% 161,068
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,360.3 4,241.7 3,857.7
R3 4,177.3 4,058.7 3,807.3
R2 3,994.3 3,994.3 3,790.6
R1 3,875.7 3,875.7 3,773.8 3,843.5
PP 3,811.3 3,811.3 3,811.3 3,795.3
S1 3,692.7 3,692.7 3,740.2 3,660.5
S2 3,628.3 3,628.3 3,723.5
S3 3,445.3 3,509.7 3,706.7
S4 3,262.3 3,326.7 3,656.4
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,326.3 5,017.7 4,018.8
R3 4,850.3 4,541.7 3,887.9
R2 4,374.3 4,374.3 3,844.3
R1 4,065.7 4,065.7 3,800.6 3,982.0
PP 3,898.3 3,898.3 3,898.3 3,856.5
S1 3,589.7 3,589.7 3,713.4 3,506.0
S2 3,422.3 3,422.3 3,669.7
S3 2,946.3 3,113.7 3,626.1
S4 2,470.3 2,637.7 3,495.2
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% 116.4 3.1% 5% False False 32,213
10 4,381.0 3,731.0 650.0 17.3% 117.8 3.1% 4% False False 32,500
20 4,381.0 3,724.0 657.0 17.5% 128.8 3.4% 5% False False 33,989
40 5,097.0 3,724.0 1,373.0 36.5% 138.8 3.7% 2% False False 36,460
60 5,226.0 3,724.0 1,502.0 40.0% 119.7 3.2% 2% False False 29,888
80 5,226.0 3,724.0 1,502.0 40.0% 98.3 2.6% 2% False False 22,441
100 5,362.0 3,724.0 1,638.0 43.6% 88.2 2.3% 2% False False 17,976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.3
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,707.8
2.618 4,409.1
1.618 4,226.1
1.000 4,113.0
0.618 4,043.1
HIGH 3,930.0
0.618 3,860.1
0.500 3,838.5
0.382 3,816.9
LOW 3,747.0
0.618 3,633.9
1.000 3,564.0
1.618 3,450.9
2.618 3,267.9
4.250 2,969.3
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 3,838.5 3,862.5
PP 3,811.3 3,827.3
S1 3,784.2 3,792.2

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

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