ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 3,538.0 3,598.0 60.0 1.7% 3,565.0
High 3,582.0 3,681.0 99.0 2.8% 3,694.0
Low 3,476.0 3,585.0 109.0 3.1% 3,476.0
Close 3,536.0 3,605.0 69.0 2.0% 3,536.0
Range 106.0 96.0 -10.0 -9.4% 218.0
ATR 147.9 147.7 -0.2 -0.1% 0.0
Volume 34,196 70,939 36,743 107.4% 160,780
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,911.7 3,854.3 3,657.8
R3 3,815.7 3,758.3 3,631.4
R2 3,719.7 3,719.7 3,622.6
R1 3,662.3 3,662.3 3,613.8 3,691.0
PP 3,623.7 3,623.7 3,623.7 3,638.0
S1 3,566.3 3,566.3 3,596.2 3,595.0
S2 3,527.7 3,527.7 3,587.4
S3 3,431.7 3,470.3 3,578.6
S4 3,335.7 3,374.3 3,552.2
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 6.0% 119.2 3.3% 59% False False 39,532
10 3,694.0 3,472.0 222.0 6.2% 119.9 3.3% 60% False False 35,053
20 3,763.0 3,234.0 529.0 14.7% 127.0 3.5% 70% False False 34,924
40 4,381.0 3,234.0 1,147.0 31.8% 126.1 3.5% 32% False False 34,196
60 5,058.0 3,234.0 1,824.0 50.6% 134.6 3.7% 20% False False 35,514
80 5,226.0 3,234.0 1,992.0 55.3% 122.8 3.4% 19% False False 31,529
100 5,226.0 3,234.0 1,992.0 55.3% 104.8 2.9% 19% False False 25,243
120 5,289.0 3,234.0 2,055.0 57.0% 94.7 2.6% 18% False False 21,054
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 18.7
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,089.0
2.618 3,932.3
1.618 3,836.3
1.000 3,777.0
0.618 3,740.3
HIGH 3,681.0
0.618 3,644.3
0.500 3,633.0
0.382 3,621.7
LOW 3,585.0
0.618 3,525.7
1.000 3,489.0
1.618 3,429.7
2.618 3,333.7
4.250 3,177.0
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 3,633.0 3,596.5
PP 3,623.7 3,588.0
S1 3,614.3 3,579.5

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

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