ASX SPI 200 Index Future March 2008


Trading Metrics calculated at close of trading on 21-Jan-2008
Day Change Summary
Previous Current
18-Jan-2008 21-Jan-2008 Change Change % Previous Week
Open 5,612.0 5,700.0 88.0 1.6% 5,962.0
High 5,771.0 5,722.0 -49.0 -0.8% 6,043.0
Low 5,607.0 5,560.0 -47.0 -0.8% 5,607.0
Close 5,763.0 5,595.0 -168.0 -2.9% 5,763.0
Range 164.0 162.0 -2.0 -1.2% 436.0
ATR 106.5 113.4 6.9 6.5% 0.0
Volume 34,047 37,261 3,214 9.4% 154,012
Daily Pivots for day following 21-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,111.7 6,015.3 5,684.1
R3 5,949.7 5,853.3 5,639.6
R2 5,787.7 5,787.7 5,624.7
R1 5,691.3 5,691.3 5,609.9 5,658.5
PP 5,625.7 5,625.7 5,625.7 5,609.3
S1 5,529.3 5,529.3 5,580.2 5,496.5
S2 5,463.7 5,463.7 5,565.3
S3 5,301.7 5,367.3 5,550.5
S4 5,139.7 5,205.3 5,505.9
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 7,112.3 6,873.7 6,002.8
R3 6,676.3 6,437.7 5,882.9
R2 6,240.3 6,240.3 5,842.9
R1 6,001.7 6,001.7 5,803.0 5,903.0
PP 5,804.3 5,804.3 5,804.3 5,755.0
S1 5,565.7 5,565.7 5,723.0 5,467.0
S2 5,368.3 5,368.3 5,683.1
S3 4,932.3 5,129.7 5,643.1
S4 4,496.3 4,693.7 5,523.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,043.0 5,560.0 483.0 8.6% 117.0 2.1% 7% False True 33,502
10 6,210.0 5,560.0 650.0 11.6% 103.5 1.8% 5% False True 28,494
20 6,411.0 5,560.0 851.0 15.2% 90.1 1.6% 4% False True 22,012
40 6,725.0 5,560.0 1,165.0 20.8% 75.2 1.3% 3% False True 17,323
60 6,869.0 5,560.0 1,309.0 23.4% 58.2 1.0% 3% False True 11,593
80 6,869.0 5,560.0 1,309.0 23.4% 48.9 0.9% 3% False True 8,708
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 20.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,410.5
2.618 6,146.1
1.618 5,984.1
1.000 5,884.0
0.618 5,822.1
HIGH 5,722.0
0.618 5,660.1
0.500 5,641.0
0.382 5,621.9
LOW 5,560.0
0.618 5,459.9
1.000 5,398.0
1.618 5,297.9
2.618 5,135.9
4.250 4,871.5
Fisher Pivots for day following 21-Jan-2008
Pivot 1 day 3 day
R1 5,641.0 5,707.0
PP 5,625.7 5,669.7
S1 5,610.3 5,632.3

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

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