ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
27-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 3,690.0 3,632.0 -58.0 -1.6% 3,472.0
High 3,690.0 3,763.0 73.0 2.0% 3,763.0
Low 3,567.0 3,627.0 60.0 1.7% 3,373.0
Close 3,567.0 3,729.0 162.0 4.5% 3,729.0
Range 123.0 136.0 13.0 10.6% 390.0
ATR 168.6 170.6 2.0 1.2% 0.0
Volume 27,424 30,800 3,376 12.3% 159,336
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,114.3 4,057.7 3,803.8
R3 3,978.3 3,921.7 3,766.4
R2 3,842.3 3,842.3 3,753.9
R1 3,785.7 3,785.7 3,741.5 3,814.0
PP 3,706.3 3,706.3 3,706.3 3,720.5
S1 3,649.7 3,649.7 3,716.5 3,678.0
S2 3,570.3 3,570.3 3,704.1
S3 3,434.3 3,513.7 3,691.6
S4 3,298.3 3,377.7 3,654.2
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,791.7 4,650.3 3,943.5
R3 4,401.7 4,260.3 3,836.3
R2 4,011.7 4,011.7 3,800.5
R1 3,870.3 3,870.3 3,764.8 3,941.0
PP 3,621.7 3,621.7 3,621.7 3,657.0
S1 3,480.3 3,480.3 3,693.3 3,551.0
S2 3,231.7 3,231.7 3,657.5
S3 2,841.7 3,090.3 3,621.8
S4 2,451.7 2,700.3 3,514.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,763.0 3,373.0 390.0 10.5% 118.8 3.2% 91% True False 31,867
10 3,763.0 3,234.0 529.0 14.2% 134.6 3.6% 94% True False 35,484
20 4,381.0 3,234.0 1,147.0 30.8% 126.2 3.4% 43% False False 33,992
40 4,708.0 3,234.0 1,474.0 39.5% 139.2 3.7% 34% False False 36,730
60 5,125.0 3,234.0 1,891.0 50.7% 131.6 3.5% 26% False False 35,762
80 5,226.0 3,234.0 1,992.0 53.4% 110.1 3.0% 25% False False 26,867
100 5,226.0 3,234.0 1,992.0 53.4% 95.8 2.6% 25% False False 21,506
120 5,495.0 3,234.0 2,261.0 60.6% 86.8 2.3% 22% False False 17,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,341.0
2.618 4,119.0
1.618 3,983.0
1.000 3,899.0
0.618 3,847.0
HIGH 3,763.0
0.618 3,711.0
0.500 3,695.0
0.382 3,679.0
LOW 3,627.0
0.618 3,543.0
1.000 3,491.0
1.618 3,407.0
2.618 3,271.0
4.250 3,049.0
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 3,717.7 3,701.8
PP 3,706.3 3,674.7
S1 3,695.0 3,647.5

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

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