ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 5,044.0 4,979.0 -65.0 -1.3% 5,073.0
High 5,076.0 4,983.0 -93.0 -1.8% 5,081.0
Low 5,024.0 4,978.0 -46.0 -0.9% 4,950.0
Close 4,972.0 4,981.0 9.0 0.2% 4,981.0
Range 52.0 5.0 -47.0 -90.4% 131.0
ATR 85.1 79.8 -5.3 -6.2% 0.0
Volume 143 40 -103 -72.0% 709
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 4,995.7 4,993.3 4,983.8
R3 4,990.7 4,988.3 4,982.4
R2 4,985.7 4,985.7 4,981.9
R1 4,983.3 4,983.3 4,981.5 4,984.5
PP 4,980.7 4,980.7 4,980.7 4,981.3
S1 4,978.3 4,978.3 4,980.5 4,979.5
S2 4,975.7 4,975.7 4,980.1
S3 4,970.7 4,973.3 4,979.6
S4 4,965.7 4,968.3 4,978.3
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,397.0 5,320.0 5,053.1
R3 5,266.0 5,189.0 5,017.0
R2 5,135.0 5,135.0 5,005.0
R1 5,058.0 5,058.0 4,993.0 5,031.0
PP 5,004.0 5,004.0 5,004.0 4,990.5
S1 4,927.0 4,927.0 4,969.0 4,900.0
S2 4,873.0 4,873.0 4,957.0
S3 4,742.0 4,796.0 4,945.0
S4 4,611.0 4,665.0 4,909.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,081.0 4,950.0 131.0 2.6% 31.2 0.6% 24% False False 141
10 5,081.0 4,780.0 301.0 6.0% 36.7 0.7% 67% False False 111
20 5,183.0 4,780.0 403.0 8.1% 38.2 0.8% 50% False False 83
40 5,370.0 4,780.0 590.0 11.8% 41.3 0.8% 34% False False 110
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 False
3BNR False
4BNR False
8BNR True
Bear Hook True
Bull Hook False
Stretch 4.7
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5,004.3
2.618 4,996.1
1.618 4,991.1
1.000 4,988.0
0.618 4,986.1
HIGH 4,983.0
0.618 4,981.1
0.500 4,980.5
0.382 4,979.9
LOW 4,978.0
0.618 4,974.9
1.000 4,973.0
1.618 4,969.9
2.618 4,964.9
4.250 4,956.8
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 4,980.8 5,013.0
PP 4,980.7 5,002.3
S1 4,980.5 4,991.7

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

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