ASX SPI 200 Index Future June 2008


Trading Metrics calculated at close of trading on 26-Mar-2008
Day Change Summary
Previous Current
25-Mar-2008 26-Mar-2008 Change Change % Previous Week
Open 5,410.0 5,399.0 -11.0 -0.2% 5,164.0
High 5,415.0 5,462.0 47.0 0.9% 5,361.0
Low 5,362.0 5,381.0 19.0 0.4% 5,090.0
Close 5,388.0 5,456.0 68.0 1.3% 5,178.0
Range 53.0 81.0 28.0 52.8% 271.0
ATR 137.0 133.0 -4.0 -2.9% 0.0
Volume 28,221 23,256 -4,965 -17.6% 237,333
Daily Pivots for day following 26-Mar-2008
Classic Woodie Camarilla DeMark
R4 5,676.0 5,647.0 5,500.6
R3 5,595.0 5,566.0 5,478.3
R2 5,514.0 5,514.0 5,470.9
R1 5,485.0 5,485.0 5,463.4 5,499.5
PP 5,433.0 5,433.0 5,433.0 5,440.3
S1 5,404.0 5,404.0 5,448.6 5,418.5
S2 5,352.0 5,352.0 5,441.2
S3 5,271.0 5,323.0 5,433.7
S4 5,190.0 5,242.0 5,411.5
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,022.7 5,871.3 5,327.1
R3 5,751.7 5,600.3 5,252.5
R2 5,480.7 5,480.7 5,227.7
R1 5,329.3 5,329.3 5,202.8 5,405.0
PP 5,209.7 5,209.7 5,209.7 5,247.5
S1 5,058.3 5,058.3 5,153.2 5,134.0
S2 4,938.7 4,938.7 5,128.3
S3 4,667.7 4,787.3 5,103.5
S4 4,396.7 4,516.3 5,029.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,462.0 5,114.0 348.0 6.4% 69.6 1.3% 98% True False 47,135
10 5,462.0 5,090.0 372.0 6.8% 86.4 1.6% 98% True False 31,510
20 5,816.0 5,090.0 726.0 13.3% 80.3 1.5% 50% False False 15,983
40 5,880.0 5,090.0 790.0 14.5% 68.4 1.3% 46% False False 8,032
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,806.3
2.618 5,674.1
1.618 5,593.1
1.000 5,543.0
0.618 5,512.1
HIGH 5,462.0
0.618 5,431.1
0.500 5,421.5
0.382 5,411.9
LOW 5,381.0
0.618 5,330.9
1.000 5,300.0
1.618 5,249.9
2.618 5,168.9
4.250 5,036.8
Fisher Pivots for day following 26-Mar-2008
Pivot 1 day 3 day
R1 5,444.5 5,409.8
PP 5,433.0 5,363.7
S1 5,421.5 5,317.5

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

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