ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 3,740.0 3,525.0 -215.0 -5.7% 3,472.0
High 3,748.0 3,632.0 -116.0 -3.1% 3,763.0
Low 3,654.0 3,518.0 -136.0 -3.7% 3,373.0
Close 3,681.0 3,571.0 -110.0 -3.0% 3,729.0
Range 94.0 114.0 20.0 21.3% 390.0
ATR 165.1 165.0 -0.2 -0.1% 0.0
Volume 23,654 35,668 12,014 50.8% 159,336
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,915.7 3,857.3 3,633.7
R3 3,801.7 3,743.3 3,602.4
R2 3,687.7 3,687.7 3,591.9
R1 3,629.3 3,629.3 3,581.5 3,658.5
PP 3,573.7 3,573.7 3,573.7 3,588.3
S1 3,515.3 3,515.3 3,560.6 3,544.5
S2 3,459.7 3,459.7 3,550.1
S3 3,345.7 3,401.3 3,539.7
S4 3,231.7 3,287.3 3,508.3
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 3,518.0 245.0 6.9% 119.2 3.3% 22% False True 29,134
10 3,763.0 3,234.0 529.0 14.8% 128.9 3.6% 64% False False 34,706
20 4,381.0 3,234.0 1,147.0 32.1% 122.7 3.4% 29% False False 33,810
40 4,500.0 3,234.0 1,266.0 35.5% 133.4 3.7% 27% False False 36,512
60 5,097.0 3,234.0 1,863.0 52.2% 132.4 3.7% 18% False False 36,732
80 5,226.0 3,234.0 1,992.0 55.8% 111.9 3.1% 17% False False 27,602
100 5,226.0 3,234.0 1,992.0 55.8% 96.6 2.7% 17% False False 22,097
120 5,495.0 3,234.0 2,261.0 63.3% 88.5 2.5% 15% False False 18,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 15.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,116.5
2.618 3,930.5
1.618 3,816.5
1.000 3,746.0
0.618 3,702.5
HIGH 3,632.0
0.618 3,588.5
0.500 3,575.0
0.382 3,561.5
LOW 3,518.0
0.618 3,447.5
1.000 3,404.0
1.618 3,333.5
2.618 3,219.5
4.250 3,033.5
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 3,575.0 3,640.5
PP 3,573.7 3,617.3
S1 3,572.3 3,594.2

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

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