ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 4,964.0 4,928.0 -36.0 -0.7% 4,916.0
High 5,024.0 5,006.0 -18.0 -0.4% 5,019.0
Low 4,964.0 4,872.0 -92.0 -1.9% 4,830.0
Close 5,001.0 4,985.0 -16.0 -0.3% 4,901.0
Range 60.0 134.0 74.0 123.3% 189.0
ATR 107.7 109.6 1.9 1.7% 0.0
Volume 26,274 31,017 4,743 18.1% 123,911
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,356.3 5,304.7 5,058.7
R3 5,222.3 5,170.7 5,021.9
R2 5,088.3 5,088.3 5,009.6
R1 5,036.7 5,036.7 4,997.3 5,062.5
PP 4,954.3 4,954.3 4,954.3 4,967.3
S1 4,902.7 4,902.7 4,972.7 4,928.5
S2 4,820.3 4,820.3 4,960.4
S3 4,686.3 4,768.7 4,948.2
S4 4,552.3 4,634.7 4,911.3
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,483.7 5,381.3 5,005.0
R3 5,294.7 5,192.3 4,953.0
R2 5,105.7 5,105.7 4,935.7
R1 5,003.3 5,003.3 4,918.3 4,960.0
PP 4,916.7 4,916.7 4,916.7 4,895.0
S1 4,814.3 4,814.3 4,883.7 4,771.0
S2 4,727.7 4,727.7 4,866.4
S3 4,538.7 4,625.3 4,849.0
S4 4,349.7 4,436.3 4,797.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,024.0 4,831.0 193.0 3.9% 86.0 1.7% 80% False False 25,482
10 5,041.0 4,830.0 211.0 4.2% 91.9 1.8% 73% False False 26,079
20 5,056.0 4,728.0 328.0 6.6% 85.1 1.7% 78% False False 25,450
40 5,152.0 4,728.0 424.0 8.5% 84.9 1.7% 61% False False 25,939
60 5,677.0 4,728.0 949.0 19.0% 83.0 1.7% 27% False False 25,499
80 6,006.0 4,728.0 1,278.0 25.6% 74.8 1.5% 20% False False 19,159
100 6,006.0 4,728.0 1,278.0 25.6% 65.5 1.3% 20% False False 15,336
120 6,006.0 4,728.0 1,278.0 25.6% 57.8 1.2% 20% False False 12,786
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.2
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,575.5
2.618 5,356.8
1.618 5,222.8
1.000 5,140.0
0.618 5,088.8
HIGH 5,006.0
0.618 4,954.8
0.500 4,939.0
0.382 4,923.2
LOW 4,872.0
0.618 4,789.2
1.000 4,738.0
1.618 4,655.2
2.618 4,521.2
4.250 4,302.5
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 4,969.7 4,971.3
PP 4,954.3 4,957.7
S1 4,939.0 4,944.0

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

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