ASX SPI 200 Index Future September 2008

Trading Metrics calculated at close of trading on 17-Sep-2008

Day Change Summary
	Previous	Current
	16-Sep-2008	17-Sep-2008	Change	Change %	Previous Week
Open	4,690.0	4,809.0	119.0	2.5%	4,981.0
High	4,781.0	4,837.0	56.0	1.2%	5,093.0
Low	4,683.0	4,699.0	16.0	0.3%	4,813.0
Close	4,749.0	4,730.0	-19.0	-0.4%	4,926.0
Range	98.0	138.0	40.0	40.8%	280.0
ATR	125.1	126.0	0.9	0.7%	0.0
Volume	127,264	81,862	-45,402	-35.7%	162,768

Daily Pivots for day following 17-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,169.3	5,087.7	4,805.9
R3	5,031.3	4,949.7	4,768.0
R2	4,893.3	4,893.3	4,755.3
R1	4,811.7	4,811.7	4,742.7	4,783.5
PP	4,755.3	4,755.3	4,755.3	4,741.3
S1	4,673.7	4,673.7	4,717.4	4,645.5
S2	4,617.3	4,617.3	4,704.7
S3	4,479.3	4,535.7	4,692.1
S4	4,341.3	4,397.7	4,654.1

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,784.0	5,635.0	5,080.0
R3	5,504.0	5,355.0	5,003.0
R2	5,224.0	5,224.0	4,977.3
R1	5,075.0	5,075.0	4,951.7	5,009.5
PP	4,944.0	4,944.0	4,944.0	4,911.3
S1	4,795.0	4,795.0	4,900.3	4,729.5
S2	4,664.0	4,664.0	4,874.7
S3	4,384.0	4,515.0	4,849.0
S4	4,104.0	4,235.0	4,772.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,932.0	4,683.0	249.0	5.3%	113.2	2.4%	19%	False	False	74,948
10	5,109.0	4,683.0	426.0	9.0%	112.9	2.4%	11%	False	False	55,381
20	5,186.0	4,683.0	503.0	10.6%	97.7	2.1%	9%	False	False	40,597
40	5,186.0	4,683.0	503.0	10.6%	92.1	1.9%	9%	False	False	33,158
60	5,357.0	4,683.0	674.0	14.2%	90.8	1.9%	7%	False	False	31,202
80	5,745.0	4,683.0	1,062.0	22.5%	86.7	1.8%	4%	False	False	27,972
100	6,006.0	4,683.0	1,323.0	28.0%	77.2	1.6%	4%	False	False	22,400
120	6,006.0	4,683.0	1,323.0	28.0%	69.4	1.5%	4%	False	False	18,674

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	16.3
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5,423.5
2.618	5,198.3
1.618	5,060.3
1.000	4,975.0
0.618	4,922.3
HIGH	4,837.0
0.618	4,784.3
0.500	4,768.0
0.382	4,751.7
LOW	4,699.0
0.618	4,613.7
1.000	4,561.0
1.618	4,475.7
2.618	4,337.7
4.250	4,112.5

Fisher Pivots for day following 17-Sep-2008
Pivot	1 day	3 day
R1	4,768.0	4,782.5
PP	4,755.3	4,765.0
S1	4,742.7	4,747.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols