ASX SPI 200 Index Future March 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 3,600.0 3,545.0 -55.0 -1.5% 3,576.0
High 3,626.0 3,779.0 153.0 4.2% 3,652.0
Low 3,531.0 3,478.0 -53.0 -1.5% 3,492.0
Close 3,556.0 3,650.0 94.0 2.6% 3,599.0
Range 95.0 301.0 206.0 216.8% 160.0
ATR 114.2 127.6 13.3 11.7% 0.0
Volume 13,308 15,950 2,642 19.9% 347,559
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,538.7 4,395.3 3,815.6
R3 4,237.7 4,094.3 3,732.8
R2 3,936.7 3,936.7 3,705.2
R1 3,793.3 3,793.3 3,677.6 3,865.0
PP 3,635.7 3,635.7 3,635.7 3,671.5
S1 3,492.3 3,492.3 3,622.4 3,564.0
S2 3,334.7 3,334.7 3,594.8
S3 3,033.7 3,191.3 3,567.2
S4 2,732.7 2,890.3 3,484.5
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 3,779.0 3,478.0 301.0 8.2% 147.0 4.0% 57% True True 39,890
10 3,779.0 3,443.0 336.0 9.2% 123.0 3.4% 62% True False 38,305
20 3,779.0 3,443.0 336.0 9.2% 96.8 2.7% 62% True False 19,302
40 4,326.0 3,229.0 1,097.0 30.1% 70.5 1.9% 38% False False 10,806
60 4,841.0 3,229.0 1,612.0 44.2% 55.7 1.5% 26% False False 8,338
80 5,119.0 3,229.0 1,890.0 51.8% 50.7 1.4% 22% False False 6,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35.5
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 5,058.3
2.618 4,567.0
1.618 4,266.0
1.000 4,080.0
0.618 3,965.0
HIGH 3,779.0
0.618 3,664.0
0.500 3,628.5
0.382 3,593.0
LOW 3,478.0
0.618 3,292.0
1.000 3,177.0
1.618 2,991.0
2.618 2,690.0
4.250 2,198.8
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 3,642.8 3,642.8
PP 3,635.7 3,635.7
S1 3,628.5 3,628.5

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

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