ASX SPI 200 Index Future March 2008


Trading Metrics calculated at close of trading on 18-Mar-2008
Day Change Summary
Previous Current
17-Mar-2008 18-Mar-2008 Change Change % Previous Week
Open 5,110.0 5,095.0 -15.0 -0.3% 5,201.0
High 5,191.0 5,119.0 -72.0 -1.4% 5,375.0
Low 5,039.0 5,063.0 24.0 0.5% 5,087.0
Close 5,115.0 5,098.0 -17.0 -0.3% 5,160.0
Range 152.0 56.0 -96.0 -63.2% 288.0
ATR 139.5 133.6 -6.0 -4.3% 0.0
Volume 89,322 129,713 40,391 45.2% 170,479
Daily Pivots for day following 18-Mar-2008
Classic Woodie Camarilla DeMark
R4 5,261.3 5,235.7 5,128.8
R3 5,205.3 5,179.7 5,113.4
R2 5,149.3 5,149.3 5,108.3
R1 5,123.7 5,123.7 5,103.1 5,136.5
PP 5,093.3 5,093.3 5,093.3 5,099.8
S1 5,067.7 5,067.7 5,092.9 5,080.5
S2 5,037.3 5,037.3 5,087.7
S3 4,981.3 5,011.7 5,082.6
S4 4,925.3 4,955.7 5,067.2
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,071.3 5,903.7 5,318.4
R3 5,783.3 5,615.7 5,239.2
R2 5,495.3 5,495.3 5,212.8
R1 5,327.7 5,327.7 5,186.4 5,267.5
PP 5,207.3 5,207.3 5,207.3 5,177.3
S1 5,039.7 5,039.7 5,133.6 4,979.5
S2 4,919.3 4,919.3 5,107.2
S3 4,631.3 4,751.7 5,080.8
S4 4,343.3 4,463.7 5,001.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,375.0 5,039.0 336.0 6.6% 109.6 2.1% 18% False False 66,386
10 5,464.0 5,039.0 425.0 8.3% 101.0 2.0% 14% False False 47,423
20 5,759.0 5,039.0 720.0 14.1% 98.9 1.9% 8% False False 37,641
40 6,009.0 5,039.0 970.0 19.0% 124.7 2.4% 6% False False 35,557
60 6,411.0 5,039.0 1,372.0 26.9% 113.2 2.2% 4% False False 31,042
80 6,725.0 5,039.0 1,686.0 33.1% 99.9 2.0% 3% False False 26,440
100 6,869.0 5,039.0 1,830.0 35.9% 84.8 1.7% 3% False False 21,178
120 6,869.0 5,039.0 1,830.0 35.9% 74.1 1.5% 3% False False 17,657
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36.8
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5,357.0
2.618 5,265.6
1.618 5,209.6
1.000 5,175.0
0.618 5,153.6
HIGH 5,119.0
0.618 5,097.6
0.500 5,091.0
0.382 5,084.4
LOW 5,063.0
0.618 5,028.4
1.000 5,007.0
1.618 4,972.4
2.618 4,916.4
4.250 4,825.0
Fisher Pivots for day following 18-Mar-2008
Pivot 1 day 3 day
R1 5,095.7 5,130.5
PP 5,093.3 5,119.7
S1 5,091.0 5,108.8

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

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