ASX SPI 200 Index Future March 2008


Trading Metrics calculated at close of trading on 08-Jan-2008
Day Change Summary
Previous Current
07-Jan-2008 08-Jan-2008 Change Change % Previous Week
Open 6,218.0 6,189.0 -29.0 -0.5% 6,366.0
High 6,231.0 6,210.0 -21.0 -0.3% 6,411.0
Low 6,161.0 6,125.0 -36.0 -0.6% 6,260.0
Close 6,206.0 6,163.0 -43.0 -0.7% 6,342.0
Range 70.0 85.0 15.0 21.4% 151.0
ATR 93.7 93.1 -0.6 -0.7% 0.0
Volume 20,099 23,287 3,188 15.9% 63,069
Daily Pivots for day following 08-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,421.0 6,377.0 6,209.8
R3 6,336.0 6,292.0 6,186.4
R2 6,251.0 6,251.0 6,178.6
R1 6,207.0 6,207.0 6,170.8 6,186.5
PP 6,166.0 6,166.0 6,166.0 6,155.8
S1 6,122.0 6,122.0 6,155.2 6,101.5
S2 6,081.0 6,081.0 6,147.4
S3 5,996.0 6,037.0 6,139.6
S4 5,911.0 5,952.0 6,116.3
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,790.7 6,717.3 6,425.1
R3 6,639.7 6,566.3 6,383.5
R2 6,488.7 6,488.7 6,369.7
R1 6,415.3 6,415.3 6,355.8 6,376.5
PP 6,337.7 6,337.7 6,337.7 6,318.3
S1 6,264.3 6,264.3 6,328.2 6,225.5
S2 6,186.7 6,186.7 6,314.3
S3 6,035.7 6,113.3 6,300.5
S4 5,884.7 5,962.3 6,259.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,411.0 6,125.0 286.0 4.6% 77.8 1.3% 13% False True 19,000
10 6,411.0 6,125.0 286.0 4.6% 75.6 1.2% 13% False True 15,109
20 6,725.0 6,115.0 610.0 9.9% 81.8 1.3% 8% False False 21,468
40 6,725.0 6,115.0 610.0 9.9% 57.1 0.9% 8% False False 10,825
60 6,869.0 6,115.0 754.0 12.2% 48.4 0.8% 6% False False 7,244
80 6,869.0 6,115.0 754.0 12.2% 38.7 0.6% 6% False False 5,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,571.3
2.618 6,432.5
1.618 6,347.5
1.000 6,295.0
0.618 6,262.5
HIGH 6,210.0
0.618 6,177.5
0.500 6,167.5
0.382 6,157.5
LOW 6,125.0
0.618 6,072.5
1.000 6,040.0
1.618 5,987.5
2.618 5,902.5
4.250 5,763.8
Fisher Pivots for day following 08-Jan-2008
Pivot 1 day 3 day
R1 6,167.5 6,245.0
PP 6,166.0 6,217.7
S1 6,164.5 6,190.3

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

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