ASX SPI 200 Index Future June 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
26-May-2008 27-May-2008 Change Change % Previous Week
Open 5,735.0 5,736.0 1.0 0.0% 5,975.0
High 5,769.0 5,755.0 -14.0 -0.2% 6,004.0
Low 5,711.0 5,722.0 11.0 0.2% 5,750.0
Close 5,730.0 5,725.0 -5.0 -0.1% 5,787.0
Range 58.0 33.0 -25.0 -43.1% 254.0
ATR 97.7 93.0 -4.6 -4.7% 0.0
Volume 16,190 8,851 -7,339 -45.3% 103,784
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 5,833.0 5,812.0 5,743.2
R3 5,800.0 5,779.0 5,734.1
R2 5,767.0 5,767.0 5,731.1
R1 5,746.0 5,746.0 5,728.0 5,740.0
PP 5,734.0 5,734.0 5,734.0 5,731.0
S1 5,713.0 5,713.0 5,722.0 5,707.0
S2 5,701.0 5,701.0 5,719.0
S3 5,668.0 5,680.0 5,715.9
S4 5,635.0 5,647.0 5,706.9
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 6,609.0 6,452.0 5,926.7
R3 6,355.0 6,198.0 5,856.9
R2 6,101.0 6,101.0 5,833.6
R1 5,944.0 5,944.0 5,810.3 5,895.5
PP 5,847.0 5,847.0 5,847.0 5,822.8
S1 5,690.0 5,690.0 5,763.7 5,641.5
S2 5,593.0 5,593.0 5,740.4
S3 5,339.0 5,436.0 5,717.2
S4 5,085.0 5,182.0 5,647.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,886.0 5,711.0 175.0 3.1% 77.0 1.3% 8% False False 19,229
10 6,004.0 5,711.0 293.0 5.1% 70.2 1.2% 5% False False 18,526
20 6,004.0 5,548.0 456.0 8.0% 81.0 1.4% 39% False False 21,007
40 6,004.0 5,343.0 661.0 11.5% 85.0 1.5% 58% False False 21,391
60 6,004.0 5,090.0 914.0 16.0% 84.0 1.5% 69% False False 20,584
80 6,004.0 5,090.0 914.0 16.0% 72.9 1.3% 69% False False 15,458
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.9
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 5,895.3
2.618 5,841.4
1.618 5,808.4
1.000 5,788.0
0.618 5,775.4
HIGH 5,755.0
0.618 5,742.4
0.500 5,738.5
0.382 5,734.6
LOW 5,722.0
0.618 5,701.6
1.000 5,689.0
1.618 5,668.6
2.618 5,635.6
4.250 5,581.8
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 5,738.5 5,783.0
PP 5,734.0 5,763.7
S1 5,729.5 5,744.3

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

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