ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 4,624.0 4,695.0 71.0 1.5% 4,702.0
High 4,720.0 4,729.0 9.0 0.2% 4,780.0
Low 4,624.0 4,679.0 55.0 1.2% 4,567.0
Close 4,695.0 4,726.0 31.0 0.7% 4,596.0
Range 96.0 50.0 -46.0 -47.9% 213.0
ATR 75.8 74.0 -1.8 -2.4% 0.0
Volume 36,951 25,718 -11,233 -30.4% 124,201
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 4,861.3 4,843.7 4,753.5
R3 4,811.3 4,793.7 4,739.8
R2 4,761.3 4,761.3 4,735.2
R1 4,743.7 4,743.7 4,730.6 4,752.5
PP 4,711.3 4,711.3 4,711.3 4,715.8
S1 4,693.7 4,693.7 4,721.4 4,702.5
S2 4,661.3 4,661.3 4,716.8
S3 4,611.3 4,643.7 4,712.3
S4 4,561.3 4,593.7 4,698.5
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,286.7 5,154.3 4,713.2
R3 5,073.7 4,941.3 4,654.6
R2 4,860.7 4,860.7 4,635.1
R1 4,728.3 4,728.3 4,615.5 4,688.0
PP 4,647.7 4,647.7 4,647.7 4,627.5
S1 4,515.3 4,515.3 4,576.5 4,475.0
S2 4,434.7 4,434.7 4,557.0
S3 4,221.7 4,302.3 4,537.4
S4 4,008.7 4,089.3 4,478.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,761.0 4,567.0 194.0 4.1% 64.8 1.4% 82% False False 28,801
10 4,797.0 4,567.0 230.0 4.9% 59.2 1.3% 69% False False 24,805
20 4,820.0 4,501.0 319.0 6.7% 55.1 1.2% 71% False False 26,088
40 4,900.0 4,501.0 399.0 8.4% 54.4 1.2% 56% False False 26,016
60 4,900.0 4,501.0 399.0 8.4% 53.3 1.1% 56% False False 26,923
80 4,900.0 4,260.0 640.0 13.5% 50.2 1.1% 73% False False 20,244
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 10.0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,941.5
2.618 4,859.9
1.618 4,809.9
1.000 4,779.0
0.618 4,759.9
HIGH 4,729.0
0.618 4,709.9
0.500 4,704.0
0.382 4,698.1
LOW 4,679.0
0.618 4,648.1
1.000 4,629.0
1.618 4,598.1
2.618 4,548.1
4.250 4,466.5
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 4,718.7 4,700.0
PP 4,711.3 4,674.0
S1 4,704.0 4,648.0

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

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