ASX SPI 200 Index Future June 2008


Trading Metrics calculated at close of trading on 21-May-2008
Day Change Summary
Previous Current
20-May-2008 21-May-2008 Change Change % Previous Week
Open 5,969.0 5,854.0 -115.0 -1.9% 5,800.0
High 5,972.0 5,886.0 -86.0 -1.4% 5,989.0
Low 5,910.0 5,822.0 -88.0 -1.5% 5,775.0
Close 5,929.0 5,854.0 -75.0 -1.3% 5,955.0
Range 62.0 64.0 2.0 3.2% 214.0
ATR 95.7 96.5 0.8 0.8% 0.0
Volume 17,236 20,305 3,069 17.8% 102,010
Daily Pivots for day following 21-May-2008
Classic Woodie Camarilla DeMark
R4 6,046.0 6,014.0 5,889.2
R3 5,982.0 5,950.0 5,871.6
R2 5,918.0 5,918.0 5,865.7
R1 5,886.0 5,886.0 5,859.9 5,886.0
PP 5,854.0 5,854.0 5,854.0 5,854.0
S1 5,822.0 5,822.0 5,848.1 5,822.0
S2 5,790.0 5,790.0 5,842.3
S3 5,726.0 5,758.0 5,836.4
S4 5,662.0 5,694.0 5,818.8
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 5,822.0 182.0 3.1% 57.8 1.0% 18% False True 18,018
10 6,004.0 5,583.0 421.0 7.2% 84.1 1.4% 64% False False 21,419
20 6,004.0 5,548.0 456.0 7.8% 84.6 1.4% 67% False False 21,386
40 6,004.0 5,328.0 676.0 11.5% 84.7 1.4% 78% False False 21,578
60 6,004.0 5,090.0 914.0 15.6% 82.8 1.4% 84% False False 19,326
80 6,004.0 5,090.0 914.0 15.6% 77.1 1.3% 84% False False 14,519
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,158.0
2.618 6,053.6
1.618 5,989.6
1.000 5,950.0
0.618 5,925.6
HIGH 5,886.0
0.618 5,861.6
0.500 5,854.0
0.382 5,846.4
LOW 5,822.0
0.618 5,782.4
1.000 5,758.0
1.618 5,718.4
2.618 5,654.4
4.250 5,550.0
Fisher Pivots for day following 21-May-2008
Pivot 1 day 3 day
R1 5,854.0 5,913.0
PP 5,854.0 5,893.3
S1 5,854.0 5,873.7

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

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