ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 3,560.0 3,590.0 30.0 0.8% 3,568.0
High 3,572.0 3,635.0 63.0 1.8% 3,653.0
Low 3,492.0 3,525.0 33.0 0.9% 3,443.0
Close 3,540.0 3,581.0 41.0 1.2% 3,499.0
Range 80.0 110.0 30.0 37.5% 210.0
ATR 116.2 115.8 -0.4 -0.4% 0.0
Volume 127,628 122,349 -5,279 -4.1% 8,431
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,910.3 3,855.7 3,641.5
R3 3,800.3 3,745.7 3,611.3
R2 3,690.3 3,690.3 3,601.2
R1 3,635.7 3,635.7 3,591.1 3,608.0
PP 3,580.3 3,580.3 3,580.3 3,566.5
S1 3,525.7 3,525.7 3,570.9 3,498.0
S2 3,470.3 3,470.3 3,560.8
S3 3,360.3 3,415.7 3,550.8
S4 3,250.3 3,305.7 3,520.5
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,161.7 4,040.3 3,614.5
R3 3,951.7 3,830.3 3,556.8
R2 3,741.7 3,741.7 3,537.5
R1 3,620.3 3,620.3 3,518.3 3,576.0
PP 3,531.7 3,531.7 3,531.7 3,509.5
S1 3,410.3 3,410.3 3,479.8 3,366.0
S2 3,321.7 3,321.7 3,460.5
S3 3,111.7 3,200.3 3,441.3
S4 2,901.7 2,990.3 3,383.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,652.0 3,443.0 209.0 5.8% 99.6 2.8% 66% False False 60,884
10 3,653.0 3,443.0 210.0 5.9% 94.9 2.7% 66% False False 30,828
20 3,719.0 3,229.0 490.0 13.7% 77.1 2.2% 72% False False 16,693
40 4,326.0 3,229.0 1,097.0 30.6% 56.7 1.6% 32% False False 8,884
60 4,996.0 3,229.0 1,767.0 49.3% 49.8 1.4% 20% False False 7,057
80 5,188.0 3,229.0 1,959.0 54.7% 43.0 1.2% 18% False False 5,307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 18.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,102.5
2.618 3,923.0
1.618 3,813.0
1.000 3,745.0
0.618 3,703.0
HIGH 3,635.0
0.618 3,593.0
0.500 3,580.0
0.382 3,567.0
LOW 3,525.0
0.618 3,457.0
1.000 3,415.0
1.618 3,347.0
2.618 3,237.0
4.250 3,057.5
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 3,580.7 3,578.0
PP 3,580.3 3,575.0
S1 3,580.0 3,572.0

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

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