ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 3,605.0 3,687.0 82.0 2.3% 3,365.0
High 3,719.0 3,687.0 -32.0 -0.9% 3,719.0
Low 3,605.0 3,620.0 15.0 0.4% 3,365.0
Close 3,694.0 3,645.0 -49.0 -1.3% 3,694.0
Range 114.0 67.0 -47.0 -41.2% 354.0
ATR 124.1 120.5 -3.6 -2.9% 0.0
Volume 130 238 108 83.1% 7,814
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,851.7 3,815.3 3,681.9
R3 3,784.7 3,748.3 3,663.4
R2 3,717.7 3,717.7 3,657.3
R1 3,681.3 3,681.3 3,651.1 3,666.0
PP 3,650.7 3,650.7 3,650.7 3,643.0
S1 3,614.3 3,614.3 3,638.9 3,599.0
S2 3,583.7 3,583.7 3,632.7
S3 3,516.7 3,547.3 3,626.6
S4 3,449.7 3,480.3 3,608.2
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,654.7 4,528.3 3,888.7
R3 4,300.7 4,174.3 3,791.4
R2 3,946.7 3,946.7 3,758.9
R1 3,820.3 3,820.3 3,726.5 3,883.5
PP 3,592.7 3,592.7 3,592.7 3,624.3
S1 3,466.3 3,466.3 3,661.6 3,529.5
S2 3,238.7 3,238.7 3,629.1
S3 2,884.7 3,112.3 3,596.7
S4 2,530.7 2,758.3 3,499.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,719.0 3,550.0 169.0 4.6% 51.4 1.4% 56% False False 89
10 3,719.0 3,229.0 490.0 13.4% 64.7 1.8% 85% False False 2,564
20 4,326.0 3,229.0 1,097.0 30.1% 51.3 1.4% 38% False False 1,737
40 4,465.0 3,229.0 1,236.0 33.9% 37.9 1.0% 34% False False 2,864
60 5,073.0 3,229.0 1,844.0 50.6% 39.6 1.1% 23% False False 1,933
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,971.8
2.618 3,862.4
1.618 3,795.4
1.000 3,754.0
0.618 3,728.4
HIGH 3,687.0
0.618 3,661.4
0.500 3,653.5
0.382 3,645.6
LOW 3,620.0
0.618 3,578.6
1.000 3,553.0
1.618 3,511.6
2.618 3,444.6
4.250 3,335.3
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 3,653.5 3,644.0
PP 3,650.7 3,643.0
S1 3,647.8 3,642.0

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

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