ASX SPI 200 Index Future June 2008


Trading Metrics calculated at close of trading on 20-May-2008
Day Change Summary
Previous Current
19-May-2008 20-May-2008 Change Change % Previous Week
Open 5,975.0 5,969.0 -6.0 -0.1% 5,800.0
High 6,004.0 5,972.0 -32.0 -0.5% 5,989.0
Low 5,949.0 5,910.0 -39.0 -0.7% 5,775.0
Close 5,971.0 5,929.0 -42.0 -0.7% 5,955.0
Range 55.0 62.0 7.0 12.7% 214.0
ATR 98.3 95.7 -2.6 -2.6% 0.0
Volume 15,441 17,236 1,795 11.6% 102,010
Daily Pivots for day following 20-May-2008
Classic Woodie Camarilla DeMark
R4 6,123.0 6,088.0 5,963.1
R3 6,061.0 6,026.0 5,946.1
R2 5,999.0 5,999.0 5,940.4
R1 5,964.0 5,964.0 5,934.7 5,950.5
PP 5,937.0 5,937.0 5,937.0 5,930.3
S1 5,902.0 5,902.0 5,923.3 5,888.5
S2 5,875.0 5,875.0 5,917.6
S3 5,813.0 5,840.0 5,912.0
S4 5,751.0 5,778.0 5,894.9
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 6,004.0 5,815.0 189.0 3.2% 63.4 1.1% 60% False False 17,822
10 6,004.0 5,583.0 421.0 7.1% 89.1 1.5% 82% False False 21,819
20 6,004.0 5,548.0 456.0 7.7% 85.9 1.4% 84% False False 21,297
40 6,004.0 5,328.0 676.0 11.4% 84.5 1.4% 89% False False 21,776
60 6,004.0 5,090.0 914.0 15.4% 81.8 1.4% 92% False False 18,988
80 6,004.0 5,090.0 914.0 15.4% 77.9 1.3% 92% False False 14,271
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,235.5
2.618 6,134.3
1.618 6,072.3
1.000 6,034.0
0.618 6,010.3
HIGH 5,972.0
0.618 5,948.3
0.500 5,941.0
0.382 5,933.7
LOW 5,910.0
0.618 5,871.7
1.000 5,848.0
1.618 5,809.7
2.618 5,747.7
4.250 5,646.5
Fisher Pivots for day following 20-May-2008
Pivot 1 day 3 day
R1 5,941.0 5,957.0
PP 5,937.0 5,947.7
S1 5,933.0 5,938.3

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

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