ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 3,405.0 3,240.0 -165.0 -4.8% 3,695.0
High 3,440.0 3,484.0 44.0 1.3% 3,740.0
Low 3,361.0 3,234.0 -127.0 -3.8% 3,234.0
Close 3,398.0 3,431.0 33.0 1.0% 3,431.0
Range 79.0 250.0 171.0 216.5% 506.0
ATR 174.0 179.4 5.4 3.1% 0.0
Volume 43,159 49,526 6,367 14.8% 195,504
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,133.0 4,032.0 3,568.5
R3 3,883.0 3,782.0 3,499.8
R2 3,633.0 3,633.0 3,476.8
R1 3,532.0 3,532.0 3,453.9 3,582.5
PP 3,383.0 3,383.0 3,383.0 3,408.3
S1 3,282.0 3,282.0 3,408.1 3,332.5
S2 3,133.0 3,133.0 3,385.2
S3 2,883.0 3,032.0 3,362.3
S4 2,633.0 2,782.0 3,293.5
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,986.3 4,714.7 3,709.3
R3 4,480.3 4,208.7 3,570.2
R2 3,974.3 3,974.3 3,523.8
R1 3,702.7 3,702.7 3,477.4 3,585.5
PP 3,468.3 3,468.3 3,468.3 3,409.8
S1 3,196.7 3,196.7 3,384.6 3,079.5
S2 2,962.3 2,962.3 3,338.2
S3 2,456.3 2,690.7 3,291.9
S4 1,950.3 2,184.7 3,152.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,740.0 3,234.0 506.0 14.7% 150.4 4.4% 39% False True 39,100
10 4,207.0 3,234.0 973.0 28.4% 133.4 3.9% 20% False True 35,657
20 4,381.0 3,234.0 1,147.0 33.4% 130.2 3.8% 17% False True 35,020
40 5,009.0 3,234.0 1,775.0 51.7% 144.3 4.2% 11% False True 36,960
60 5,226.0 3,234.0 1,992.0 58.1% 129.0 3.8% 10% False True 33,125
80 5,226.0 3,234.0 1,992.0 58.1% 105.3 3.1% 10% False True 24,880
100 5,226.0 3,234.0 1,992.0 58.1% 92.8 2.7% 10% False True 19,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31.3
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 4,546.5
2.618 4,138.5
1.618 3,888.5
1.000 3,734.0
0.618 3,638.5
HIGH 3,484.0
0.618 3,388.5
0.500 3,359.0
0.382 3,329.5
LOW 3,234.0
0.618 3,079.5
1.000 2,984.0
1.618 2,829.5
2.618 2,579.5
4.250 2,171.5
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 3,407.0 3,428.8
PP 3,383.0 3,426.7
S1 3,359.0 3,424.5

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

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