ASX SPI 200 Index Future March 2008


Trading Metrics calculated at close of trading on 11-Jan-2008
Day Change Summary
Previous Current
10-Jan-2008 11-Jan-2008 Change Change % Previous Week
Open 6,094.0 6,101.0 7.0 0.1% 6,218.0
High 6,117.0 6,109.0 -8.0 -0.1% 6,231.0
Low 6,055.0 5,985.0 -70.0 -1.2% 5,985.0
Close 6,068.0 6,003.0 -65.0 -1.1% 6,003.0
Range 62.0 124.0 62.0 100.0% 246.0
ATR 92.7 95.0 2.2 2.4% 0.0
Volume 20,170 23,469 3,299 16.4% 113,774
Daily Pivots for day following 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,404.3 6,327.7 6,071.2
R3 6,280.3 6,203.7 6,037.1
R2 6,156.3 6,156.3 6,025.7
R1 6,079.7 6,079.7 6,014.4 6,056.0
PP 6,032.3 6,032.3 6,032.3 6,020.5
S1 5,955.7 5,955.7 5,991.6 5,932.0
S2 5,908.3 5,908.3 5,980.3
S3 5,784.3 5,831.7 5,968.9
S4 5,660.3 5,707.7 5,934.8
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,811.0 6,653.0 6,138.3
R3 6,565.0 6,407.0 6,070.7
R2 6,319.0 6,319.0 6,048.1
R1 6,161.0 6,161.0 6,025.6 6,117.0
PP 6,073.0 6,073.0 6,073.0 6,051.0
S1 5,915.0 5,915.0 5,980.5 5,871.0
S2 5,827.0 5,827.0 5,957.9
S3 5,581.0 5,669.0 5,935.4
S4 5,335.0 5,423.0 5,867.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,231.0 5,985.0 246.0 4.1% 81.0 1.3% 7% False True 22,754
10 6,411.0 5,985.0 426.0 7.1% 76.7 1.3% 4% False True 18,573
20 6,681.0 5,985.0 696.0 11.6% 88.5 1.5% 3% False True 24,882
40 6,725.0 5,985.0 740.0 12.3% 59.8 1.0% 2% False True 12,559
60 6,869.0 5,985.0 884.0 14.7% 51.1 0.9% 2% False True 8,413
80 6,869.0 5,985.0 884.0 14.7% 41.8 0.7% 2% False True 6,319
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 19.1
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 6,636.0
2.618 6,433.6
1.618 6,309.6
1.000 6,233.0
0.618 6,185.6
HIGH 6,109.0
0.618 6,061.6
0.500 6,047.0
0.382 6,032.4
LOW 5,985.0
0.618 5,908.4
1.000 5,861.0
1.618 5,784.4
2.618 5,660.4
4.250 5,458.0
Fisher Pivots for day following 11-Jan-2008
Pivot 1 day 3 day
R1 6,047.0 6,051.0
PP 6,032.3 6,035.0
S1 6,017.7 6,019.0

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

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