ASX SPI 200 Index Future March 2008


Trading Metrics calculated at close of trading on 26-Feb-2008
Day Change Summary
Previous Current
25-Feb-2008 26-Feb-2008 Change Change % Previous Week
Open 5,590.0 5,670.0 80.0 1.4% 5,577.0
High 5,627.0 5,695.0 68.0 1.2% 5,656.0
Low 5,553.0 5,632.0 79.0 1.4% 5,445.0
Close 5,608.0 5,656.0 48.0 0.9% 5,520.0
Range 74.0 63.0 -11.0 -14.9% 211.0
ATR 144.1 140.0 -4.1 -2.8% 0.0
Volume 24,454 30,266 5,812 23.8% 132,551
Daily Pivots for day following 26-Feb-2008
Classic Woodie Camarilla DeMark
R4 5,850.0 5,816.0 5,690.7
R3 5,787.0 5,753.0 5,673.3
R2 5,724.0 5,724.0 5,667.6
R1 5,690.0 5,690.0 5,661.8 5,675.5
PP 5,661.0 5,661.0 5,661.0 5,653.8
S1 5,627.0 5,627.0 5,650.2 5,612.5
S2 5,598.0 5,598.0 5,644.5
S3 5,535.0 5,564.0 5,638.7
S4 5,472.0 5,501.0 5,621.4
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,173.3 6,057.7 5,636.1
R3 5,962.3 5,846.7 5,578.0
R2 5,751.3 5,751.3 5,558.7
R1 5,635.7 5,635.7 5,539.3 5,588.0
PP 5,540.3 5,540.3 5,540.3 5,516.5
S1 5,424.7 5,424.7 5,500.7 5,377.0
S2 5,329.3 5,329.3 5,481.3
S3 5,118.3 5,213.7 5,462.0
S4 4,907.3 5,002.7 5,404.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,695.0 5,445.0 250.0 4.4% 104.8 1.9% 84% True False 28,559
10 5,695.0 5,445.0 250.0 4.4% 105.3 1.9% 84% True False 27,343
20 6,009.0 5,426.0 583.0 10.3% 128.3 2.3% 39% False False 29,662
40 6,411.0 5,183.0 1,228.0 21.7% 123.1 2.2% 39% False False 29,509
60 6,725.0 5,183.0 1,542.0 27.3% 105.2 1.9% 31% False False 25,076
80 6,869.0 5,183.0 1,686.0 29.8% 87.1 1.5% 28% False False 18,839
100 6,869.0 5,183.0 1,686.0 29.8% 74.1 1.3% 28% False False 15,086
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 32.6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,962.8
2.618 5,859.9
1.618 5,796.9
1.000 5,758.0
0.618 5,733.9
HIGH 5,695.0
0.618 5,670.9
0.500 5,663.5
0.382 5,656.1
LOW 5,632.0
0.618 5,593.1
1.000 5,569.0
1.618 5,530.1
2.618 5,467.1
4.250 5,364.3
Fisher Pivots for day following 26-Feb-2008
Pivot 1 day 3 day
R1 5,663.5 5,629.8
PP 5,661.0 5,603.7
S1 5,658.5 5,577.5

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

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