ASX SPI 200 Index Future March 2008


Trading Metrics calculated at close of trading on 05-Mar-2008
Day Change Summary
Previous Current
04-Mar-2008 05-Mar-2008 Change Change % Previous Week
Open 5,460.0 5,390.0 -70.0 -1.3% 5,590.0
High 5,462.0 5,464.0 2.0 0.0% 5,759.0
Low 5,347.0 5,339.0 -8.0 -0.1% 5,500.0
Close 5,416.0 5,375.0 -41.0 -0.8% 5,564.0
Range 115.0 125.0 10.0 8.7% 259.0
ATR 138.5 137.6 -1.0 -0.7% 0.0
Volume 28,830 35,314 6,484 22.5% 135,476
Daily Pivots for day following 05-Mar-2008
Classic Woodie Camarilla DeMark
R4 5,767.7 5,696.3 5,443.8
R3 5,642.7 5,571.3 5,409.4
R2 5,517.7 5,517.7 5,397.9
R1 5,446.3 5,446.3 5,386.5 5,419.5
PP 5,392.7 5,392.7 5,392.7 5,379.3
S1 5,321.3 5,321.3 5,363.5 5,294.5
S2 5,267.7 5,267.7 5,352.1
S3 5,142.7 5,196.3 5,340.6
S4 5,017.7 5,071.3 5,306.3
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,384.7 6,233.3 5,706.5
R3 6,125.7 5,974.3 5,635.2
R2 5,866.7 5,866.7 5,611.5
R1 5,715.3 5,715.3 5,587.7 5,661.5
PP 5,607.7 5,607.7 5,607.7 5,580.8
S1 5,456.3 5,456.3 5,540.3 5,402.5
S2 5,348.7 5,348.7 5,516.5
S3 5,089.7 5,197.3 5,492.8
S4 4,830.7 4,938.3 5,421.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,714.0 5,339.0 375.0 7.0% 99.0 1.8% 10% False True 29,367
10 5,759.0 5,339.0 420.0 7.8% 91.3 1.7% 9% False True 28,394
20 5,759.0 5,339.0 420.0 7.8% 104.1 1.9% 9% False True 27,235
40 6,117.0 5,183.0 934.0 17.4% 126.3 2.4% 21% False False 31,125
60 6,725.0 5,183.0 1,542.0 28.7% 111.5 2.1% 12% False False 27,906
80 6,725.0 5,183.0 1,542.0 28.7% 91.7 1.7% 12% False False 20,975
100 6,869.0 5,183.0 1,686.0 31.4% 79.6 1.5% 11% False False 16,796
120 6,869.0 5,183.0 1,686.0 31.4% 67.9 1.3% 11% False False 14,001
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.0
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,995.3
2.618 5,791.3
1.618 5,666.3
1.000 5,589.0
0.618 5,541.3
HIGH 5,464.0
0.618 5,416.3
0.500 5,401.5
0.382 5,386.8
LOW 5,339.0
0.618 5,261.8
1.000 5,214.0
1.618 5,136.8
2.618 5,011.8
4.250 4,807.8
Fisher Pivots for day following 05-Mar-2008
Pivot 1 day 3 day
R1 5,401.5 5,401.5
PP 5,392.7 5,392.7
S1 5,383.8 5,383.8

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

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