ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 3,674.0 3,538.0 -136.0 -3.7% 3,565.0
High 3,683.0 3,582.0 -101.0 -2.7% 3,694.0
Low 3,552.0 3,476.0 -76.0 -2.1% 3,476.0
Close 3,586.0 3,536.0 -50.0 -1.4% 3,536.0
Range 131.0 106.0 -25.0 -19.1% 218.0
ATR 150.8 147.9 -2.9 -1.9% 0.0
Volume 26,717 34,196 7,479 28.0% 160,780
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,849.3 3,798.7 3,594.3
R3 3,743.3 3,692.7 3,565.2
R2 3,637.3 3,637.3 3,555.4
R1 3,586.7 3,586.7 3,545.7 3,559.0
PP 3,531.3 3,531.3 3,531.3 3,517.5
S1 3,480.7 3,480.7 3,526.3 3,453.0
S2 3,425.3 3,425.3 3,516.6
S3 3,319.3 3,374.7 3,506.9
S4 3,213.3 3,268.7 3,477.7
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,222.7 4,097.3 3,655.9
R3 4,004.7 3,879.3 3,596.0
R2 3,786.7 3,786.7 3,576.0
R1 3,661.3 3,661.3 3,556.0 3,615.0
PP 3,568.7 3,568.7 3,568.7 3,545.5
S1 3,443.3 3,443.3 3,516.0 3,397.0
S2 3,350.7 3,350.7 3,496.0
S3 3,132.7 3,225.3 3,476.1
S4 2,914.7 3,007.3 3,416.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,694.0 3,476.0 218.0 6.2% 123.4 3.5% 28% False True 32,156
10 3,748.0 3,472.0 276.0 7.8% 119.7 3.4% 23% False False 30,325
20 3,763.0 3,234.0 529.0 15.0% 127.2 3.6% 57% False False 32,904
40 4,381.0 3,234.0 1,147.0 32.4% 128.0 3.6% 26% False False 33,447
60 5,097.0 3,234.0 1,863.0 52.7% 134.9 3.8% 16% False False 35,275
80 5,226.0 3,234.0 1,992.0 56.3% 121.6 3.4% 15% False False 30,642
100 5,226.0 3,234.0 1,992.0 56.3% 104.1 2.9% 15% False False 24,533
120 5,362.0 3,234.0 2,128.0 60.2% 94.7 2.7% 14% False False 20,464
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 True
Bear Hook False
Bull Hook False
Stretch 18.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,032.5
2.618 3,859.5
1.618 3,753.5
1.000 3,688.0
0.618 3,647.5
HIGH 3,582.0
0.618 3,541.5
0.500 3,529.0
0.382 3,516.5
LOW 3,476.0
0.618 3,410.5
1.000 3,370.0
1.618 3,304.5
2.618 3,198.5
4.250 3,025.5
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 3,533.7 3,579.5
PP 3,531.3 3,565.0
S1 3,529.0 3,550.5

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

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