ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 27-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 27-Nov-2008 Change Change % Previous Week
Open 3,591.0 3,600.0 9.0 0.3% 3,625.0
High 3,591.0 3,600.0 9.0 0.3% 3,652.0
Low 3,550.0 3,565.0 15.0 0.4% 3,229.0
Close 3,527.0 3,534.0 7.0 0.2% 3,388.0
Range 41.0 35.0 -6.0 -14.6% 423.0
ATR 123.0 119.4 -3.6 -2.9% 0.0
Volume 4 75 71 1,775.0% 17,610
Daily Pivots for day following 27-Nov-2008
Classic Woodie Camarilla DeMark
R4 3,671.3 3,637.7 3,553.3
R3 3,636.3 3,602.7 3,543.6
R2 3,601.3 3,601.3 3,540.4
R1 3,567.7 3,567.7 3,537.2 3,567.0
PP 3,566.3 3,566.3 3,566.3 3,566.0
S1 3,532.7 3,532.7 3,530.8 3,532.0
S2 3,531.3 3,531.3 3,527.6
S3 3,496.3 3,497.7 3,524.4
S4 3,461.3 3,462.7 3,514.8
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,692.0 4,463.0 3,620.7
R3 4,269.0 4,040.0 3,504.3
R2 3,846.0 3,846.0 3,465.6
R1 3,617.0 3,617.0 3,426.8 3,520.0
PP 3,423.0 3,423.0 3,423.0 3,374.5
S1 3,194.0 3,194.0 3,349.2 3,097.0
S2 3,000.0 3,000.0 3,310.5
S3 2,577.0 2,771.0 3,271.7
S4 2,154.0 2,348.0 3,155.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,600.0 3,229.0 371.0 10.5% 58.2 1.6% 82% True False 5,002
10 3,800.0 3,229.0 571.0 16.2% 56.5 1.6% 53% False False 2,530
20 4,326.0 3,229.0 1,097.0 31.0% 42.3 1.2% 28% False False 2,311
40 4,708.0 3,229.0 1,479.0 41.9% 37.1 1.0% 21% False False 2,858
60 5,119.0 3,229.0 1,890.0 53.5% 36.6 1.0% 16% False False 1,927
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,748.8
2.618 3,691.6
1.618 3,656.6
1.000 3,635.0
0.618 3,621.6
HIGH 3,600.0
0.618 3,586.6
0.500 3,582.5
0.382 3,578.4
LOW 3,565.0
0.618 3,543.4
1.000 3,530.0
1.618 3,508.4
2.618 3,473.4
4.250 3,416.3
Fisher Pivots for day following 27-Nov-2008
Pivot 1 day 3 day
R1 3,582.5 3,575.0
PP 3,566.3 3,561.3
S1 3,550.2 3,547.7

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

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