ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 4,532.0 4,545.0 13.0 0.3% 4,825.0
High 4,555.0 4,557.0 2.0 0.0% 4,855.0
Low 4,512.0 4,501.0 -11.0 -0.2% 4,560.0
Close 4,522.0 4,512.0 -10.0 -0.2% 4,624.0
Range 43.0 56.0 13.0 30.2% 295.0
ATR 72.4 71.2 -1.2 -1.6% 0.0
Volume 22,431 28,949 6,518 29.1% 152,136
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 4,691.3 4,657.7 4,542.8
R3 4,635.3 4,601.7 4,527.4
R2 4,579.3 4,579.3 4,522.3
R1 4,545.7 4,545.7 4,517.1 4,534.5
PP 4,523.3 4,523.3 4,523.3 4,517.8
S1 4,489.7 4,489.7 4,506.9 4,478.5
S2 4,467.3 4,467.3 4,501.7
S3 4,411.3 4,433.7 4,496.6
S4 4,355.3 4,377.7 4,481.2
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,564.7 5,389.3 4,786.3
R3 5,269.7 5,094.3 4,705.1
R2 4,974.7 4,974.7 4,678.1
R1 4,799.3 4,799.3 4,651.0 4,739.5
PP 4,679.7 4,679.7 4,679.7 4,649.8
S1 4,504.3 4,504.3 4,597.0 4,444.5
S2 4,384.7 4,384.7 4,569.9
S3 4,089.7 4,209.3 4,542.9
S4 3,794.7 3,914.3 4,461.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,671.0 4,501.0 170.0 3.8% 52.0 1.2% 6% False True 29,140
10 4,875.0 4,501.0 374.0 8.3% 51.8 1.1% 3% False True 28,977
20 4,900.0 4,501.0 399.0 8.8% 50.4 1.1% 3% False True 25,220
40 4,900.0 4,501.0 399.0 8.8% 52.6 1.2% 3% False True 28,473
60 4,900.0 4,260.0 640.0 14.2% 48.6 1.1% 39% False False 19,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,795.0
2.618 4,703.6
1.618 4,647.6
1.000 4,613.0
0.618 4,591.6
HIGH 4,557.0
0.618 4,535.6
0.500 4,529.0
0.382 4,522.4
LOW 4,501.0
0.618 4,466.4
1.000 4,445.0
1.618 4,410.4
2.618 4,354.4
4.250 4,263.0
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 4,529.0 4,538.5
PP 4,523.3 4,529.7
S1 4,517.7 4,520.8

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

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