ASX SPI 200 Index Future June 2008


Trading Metrics calculated at close of trading on 16-May-2008
Day Change Summary
Previous Current
15-May-2008 16-May-2008 Change Change % Previous Week
Open 5,914.0 5,950.0 36.0 0.6% 5,800.0
High 5,932.0 5,989.0 57.0 1.0% 5,989.0
Low 5,878.0 5,935.0 57.0 1.0% 5,775.0
Close 5,909.0 5,955.0 46.0 0.8% 5,955.0
Range 54.0 54.0 0.0 0.0% 214.0
ATR 103.3 101.6 -1.7 -1.6% 0.0
Volume 18,373 18,738 365 2.0% 102,010
Daily Pivots for day following 16-May-2008
Classic Woodie Camarilla DeMark
R4 6,121.7 6,092.3 5,984.7
R3 6,067.7 6,038.3 5,969.9
R2 6,013.7 6,013.7 5,964.9
R1 5,984.3 5,984.3 5,960.0 5,999.0
PP 5,959.7 5,959.7 5,959.7 5,967.0
S1 5,930.3 5,930.3 5,950.1 5,945.0
S2 5,905.7 5,905.7 5,945.1
S3 5,851.7 5,876.3 5,940.2
S4 5,797.7 5,822.3 5,925.3
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 6,548.3 6,465.7 6,072.7
R3 6,334.3 6,251.7 6,013.9
R2 6,120.3 6,120.3 5,994.2
R1 6,037.7 6,037.7 5,974.6 6,079.0
PP 5,906.3 5,906.3 5,906.3 5,927.0
S1 5,823.7 5,823.7 5,935.4 5,865.0
S2 5,692.3 5,692.3 5,915.8
S3 5,478.3 5,609.7 5,896.2
S4 5,264.3 5,395.7 5,837.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,989.0 5,775.0 214.0 3.6% 75.4 1.3% 84% True False 20,402
10 5,989.0 5,583.0 406.0 6.8% 87.5 1.5% 92% True False 22,335
20 5,989.0 5,423.0 566.0 9.5% 92.5 1.6% 94% True False 22,401
40 5,989.0 5,173.0 816.0 13.7% 85.5 1.4% 96% True False 22,890
60 5,989.0 5,090.0 899.0 15.1% 81.4 1.4% 96% True False 18,447
80 5,989.0 5,090.0 899.0 15.1% 79.1 1.3% 96% True False 13,865
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 14.1
Fibonacci Retracements and Extensions
4.250 6,218.5
2.618 6,130.4
1.618 6,076.4
1.000 6,043.0
0.618 6,022.4
HIGH 5,989.0
0.618 5,968.4
0.500 5,962.0
0.382 5,955.6
LOW 5,935.0
0.618 5,901.6
1.000 5,881.0
1.618 5,847.6
2.618 5,793.6
4.250 5,705.5
Fisher Pivots for day following 16-May-2008
Pivot 1 day 3 day
R1 5,962.0 5,937.3
PP 5,959.7 5,919.7
S1 5,957.3 5,902.0

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

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