ASX SPI 200 Index Future December 2009


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 4,631.0 4,649.0 18.0 0.4% 4,740.0
High 4,656.0 4,662.0 6.0 0.1% 4,747.0
Low 4,596.0 4,622.0 26.0 0.6% 4,595.0
Close 4,613.0 4,659.0 46.0 1.0% 4,659.0
Range 60.0 40.0 -20.0 -33.3% 152.0
ATR 71.9 70.3 -1.6 -2.3% 0.0
Volume 25,427 45,324 19,897 78.3% 143,727
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 4,767.7 4,753.3 4,681.0
R3 4,727.7 4,713.3 4,670.0
R2 4,687.7 4,687.7 4,666.3
R1 4,673.3 4,673.3 4,662.7 4,680.5
PP 4,647.7 4,647.7 4,647.7 4,651.3
S1 4,633.3 4,633.3 4,655.3 4,640.5
S2 4,607.7 4,607.7 4,651.7
S3 4,567.7 4,593.3 4,648.0
S4 4,527.7 4,553.3 4,637.0
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,123.0 5,043.0 4,742.6
R3 4,971.0 4,891.0 4,700.8
R2 4,819.0 4,819.0 4,686.9
R1 4,739.0 4,739.0 4,672.9 4,703.0
PP 4,667.0 4,667.0 4,667.0 4,649.0
S1 4,587.0 4,587.0 4,645.1 4,551.0
S2 4,515.0 4,515.0 4,631.1
S3 4,363.0 4,435.0 4,617.2
S4 4,211.0 4,283.0 4,575.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,747.0 4,595.0 152.0 3.3% 57.6 1.2% 42% False False 28,745
10 4,806.0 4,595.0 211.0 4.5% 57.1 1.2% 30% False False 28,022
20 4,820.0 4,567.0 253.0 5.4% 56.1 1.2% 36% False False 25,513
40 4,879.0 4,501.0 378.0 8.1% 53.2 1.1% 42% False False 26,846
60 4,900.0 4,501.0 399.0 8.6% 53.0 1.1% 40% False False 25,712
80 4,900.0 4,350.0 550.0 11.8% 51.5 1.1% 56% False False 22,953
100 4,900.0 4,109.0 791.0 17.0% 45.5 1.0% 70% False False 18,380
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,832.0
2.618 4,766.7
1.618 4,726.7
1.000 4,702.0
0.618 4,686.7
HIGH 4,662.0
0.618 4,646.7
0.500 4,642.0
0.382 4,637.3
LOW 4,622.0
0.618 4,597.3
1.000 4,582.0
1.618 4,557.3
2.618 4,517.3
4.250 4,452.0
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 4,653.3 4,648.8
PP 4,647.7 4,638.7
S1 4,642.0 4,628.5

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

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