ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 3,548.0 3,600.0 52.0 1.5% 3,576.0
High 3,633.0 3,626.0 -7.0 -0.2% 3,652.0
Low 3,498.0 3,531.0 33.0 0.9% 3,492.0
Close 3,599.0 3,556.0 -43.0 -1.2% 3,599.0
Range 135.0 95.0 -40.0 -29.6% 160.0
ATR 115.7 114.2 -1.5 -1.3% 0.0
Volume 21,329 13,308 -8,021 -37.6% 347,559
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 3,856.0 3,801.0 3,608.3
R3 3,761.0 3,706.0 3,582.1
R2 3,666.0 3,666.0 3,573.4
R1 3,611.0 3,611.0 3,564.7 3,591.0
PP 3,571.0 3,571.0 3,571.0 3,561.0
S1 3,516.0 3,516.0 3,547.3 3,496.0
S2 3,476.0 3,476.0 3,538.6
S3 3,381.0 3,421.0 3,529.9
S4 3,286.0 3,326.0 3,503.8
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,061.0 3,990.0 3,687.0
R3 3,901.0 3,830.0 3,643.0
R2 3,741.0 3,741.0 3,628.3
R1 3,670.0 3,670.0 3,613.7 3,705.5
PP 3,581.0 3,581.0 3,581.0 3,598.8
S1 3,510.0 3,510.0 3,584.3 3,545.5
S2 3,421.0 3,421.0 3,569.7
S3 3,261.0 3,350.0 3,555.0
S4 3,101.0 3,190.0 3,511.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,635.0 3,492.0 143.0 4.0% 102.8 2.9% 45% False False 62,226
10 3,653.0 3,443.0 210.0 5.9% 105.9 3.0% 54% False False 36,869
20 3,719.0 3,443.0 276.0 7.8% 81.7 2.3% 41% False False 18,504
40 4,326.0 3,229.0 1,097.0 30.8% 62.9 1.8% 30% False False 10,407
60 4,841.0 3,229.0 1,612.0 45.3% 52.1 1.5% 20% False False 8,074
80 5,185.0 3,229.0 1,956.0 55.0% 46.9 1.3% 17% False False 6,071
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 29.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,029.8
2.618 3,874.7
1.618 3,779.7
1.000 3,721.0
0.618 3,684.7
HIGH 3,626.0
0.618 3,589.7
0.500 3,578.5
0.382 3,567.3
LOW 3,531.0
0.618 3,472.3
1.000 3,436.0
1.618 3,377.3
2.618 3,282.3
4.250 3,127.3
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 3,578.5 3,565.5
PP 3,571.0 3,562.3
S1 3,563.5 3,559.2

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

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