ASX SPI 200 Index Future March 2008


Trading Metrics calculated at close of trading on 11-Mar-2008
Day Change Summary
Previous Current
10-Mar-2008 11-Mar-2008 Change Change % Previous Week
Open 5,201.0 5,120.0 -81.0 -1.6% 5,439.0
High 5,239.0 5,148.0 -91.0 -1.7% 5,464.0
Low 5,147.0 5,087.0 -60.0 -1.2% 5,242.0
Close 5,208.0 5,115.0 -93.0 -1.8% 5,269.0
Range 92.0 61.0 -31.0 -33.7% 222.0
ATR 137.6 136.4 -1.2 -0.9% 0.0
Volume 29,302 28,281 -1,021 -3.5% 139,768
Daily Pivots for day following 11-Mar-2008
Classic Woodie Camarilla DeMark
R4 5,299.7 5,268.3 5,148.6
R3 5,238.7 5,207.3 5,131.8
R2 5,177.7 5,177.7 5,126.2
R1 5,146.3 5,146.3 5,120.6 5,131.5
PP 5,116.7 5,116.7 5,116.7 5,109.3
S1 5,085.3 5,085.3 5,109.4 5,070.5
S2 5,055.7 5,055.7 5,103.8
S3 4,994.7 5,024.3 5,098.2
S4 4,933.7 4,963.3 5,081.5
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 5,991.0 5,852.0 5,391.1
R3 5,769.0 5,630.0 5,330.1
R2 5,547.0 5,547.0 5,309.7
R1 5,408.0 5,408.0 5,289.4 5,366.5
PP 5,325.0 5,325.0 5,325.0 5,304.3
S1 5,186.0 5,186.0 5,248.7 5,144.5
S2 5,103.0 5,103.0 5,228.3
S3 4,881.0 4,964.0 5,208.0
S4 4,659.0 4,742.0 5,146.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,464.0 5,087.0 377.0 7.4% 92.4 1.8% 7% False True 28,460
10 5,759.0 5,087.0 672.0 13.1% 90.5 1.8% 4% False True 27,810
20 5,759.0 5,087.0 672.0 13.1% 97.9 1.9% 4% False True 27,577
40 6,043.0 5,087.0 956.0 18.7% 125.6 2.5% 3% False True 31,446
60 6,681.0 5,087.0 1,594.0 31.2% 114.3 2.2% 2% False True 29,593
80 6,725.0 5,087.0 1,638.0 32.0% 94.1 1.8% 2% False True 22,296
100 6,869.0 5,087.0 1,782.0 34.8% 81.6 1.6% 2% False True 17,863
120 6,869.0 5,087.0 1,782.0 34.8% 70.7 1.4% 2% False True 14,892
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 17.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,407.3
2.618 5,307.7
1.618 5,246.7
1.000 5,209.0
0.618 5,185.7
HIGH 5,148.0
0.618 5,124.7
0.500 5,117.5
0.382 5,110.3
LOW 5,087.0
0.618 5,049.3
1.000 5,026.0
1.618 4,988.3
2.618 4,927.3
4.250 4,827.8
Fisher Pivots for day following 11-Mar-2008
Pivot 1 day 3 day
R1 5,117.5 5,212.5
PP 5,116.7 5,180.0
S1 5,115.8 5,147.5

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

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