ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 4,770.0 4,764.0 -6.0 -0.1% 4,702.0
High 4,806.0 4,795.0 -11.0 -0.2% 4,780.0
Low 4,762.0 4,761.0 -1.0 0.0% 4,567.0
Close 4,765.0 4,788.0 23.0 0.5% 4,596.0
Range 44.0 34.0 -10.0 -22.7% 213.0
ATR 74.4 71.5 -2.9 -3.9% 0.0
Volume 27,890 19,588 -8,302 -29.8% 124,201
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 4,883.3 4,869.7 4,806.7
R3 4,849.3 4,835.7 4,797.4
R2 4,815.3 4,815.3 4,794.2
R1 4,801.7 4,801.7 4,791.1 4,808.5
PP 4,781.3 4,781.3 4,781.3 4,784.8
S1 4,767.7 4,767.7 4,784.9 4,774.5
S2 4,747.3 4,747.3 4,781.8
S3 4,713.3 4,733.7 4,778.7
S4 4,679.3 4,699.7 4,769.3
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 4,806.0 4,567.0 239.0 5.0% 58.4 1.2% 92% False False 29,372
10 4,806.0 4,567.0 239.0 5.0% 57.8 1.2% 92% False False 25,200
20 4,820.0 4,553.0 267.0 5.6% 54.1 1.1% 88% False False 25,893
40 4,900.0 4,501.0 399.0 8.3% 52.2 1.1% 72% False False 25,557
60 4,900.0 4,501.0 399.0 8.3% 53.1 1.1% 72% False False 27,613
80 4,900.0 4,260.0 640.0 13.4% 50.0 1.0% 83% False False 20,833
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.8
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4,939.5
2.618 4,884.0
1.618 4,850.0
1.000 4,829.0
0.618 4,816.0
HIGH 4,795.0
0.618 4,782.0
0.500 4,778.0
0.382 4,774.0
LOW 4,761.0
0.618 4,740.0
1.000 4,727.0
1.618 4,706.0
2.618 4,672.0
4.250 4,616.5
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 4,784.7 4,772.8
PP 4,781.3 4,757.7
S1 4,778.0 4,742.5

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

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