ASX SPI 200 Index Future June 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 5,586.0 5,606.0 20.0 0.4% 5,700.0
High 5,595.0 5,639.0 44.0 0.8% 5,717.0
Low 5,523.0 5,579.0 56.0 1.0% 5,523.0
Close 5,542.0 5,580.0 38.0 0.7% 5,580.0
Range 72.0 60.0 -12.0 -16.7% 194.0
ATR 91.2 91.6 0.4 0.5% 0.0
Volume 24,496 20,234 -4,262 -17.4% 136,162
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 5,779.3 5,739.7 5,613.0
R3 5,719.3 5,679.7 5,596.5
R2 5,659.3 5,659.3 5,591.0
R1 5,619.7 5,619.7 5,585.5 5,609.5
PP 5,599.3 5,599.3 5,599.3 5,594.3
S1 5,559.7 5,559.7 5,574.5 5,549.5
S2 5,539.3 5,539.3 5,569.0
S3 5,479.3 5,499.7 5,563.5
S4 5,419.3 5,439.7 5,547.0
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 6,188.7 6,078.3 5,686.7
R3 5,994.7 5,884.3 5,633.4
R2 5,800.7 5,800.7 5,615.6
R1 5,690.3 5,690.3 5,597.8 5,648.5
PP 5,606.7 5,606.7 5,606.7 5,585.8
S1 5,496.3 5,496.3 5,562.2 5,454.5
S2 5,412.7 5,412.7 5,544.4
S3 5,218.7 5,302.3 5,526.7
S4 5,024.7 5,108.3 5,473.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,717.0 5,523.0 194.0 3.5% 78.8 1.4% 29% False False 27,232
10 5,769.0 5,523.0 246.0 4.4% 70.9 1.3% 23% False False 22,270
20 6,004.0 5,523.0 481.0 8.6% 74.9 1.3% 12% False False 21,424
40 6,004.0 5,343.0 661.0 11.8% 82.9 1.5% 36% False False 21,657
60 6,004.0 5,090.0 914.0 16.4% 84.3 1.5% 54% False False 23,788
80 6,004.0 5,090.0 914.0 16.4% 77.2 1.4% 54% False False 17,921
100 6,004.0 5,090.0 914.0 16.4% 78.7 1.4% 54% False False 14,373
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 20.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,894.0
2.618 5,796.1
1.618 5,736.1
1.000 5,699.0
0.618 5,676.1
HIGH 5,639.0
0.618 5,616.1
0.500 5,609.0
0.382 5,601.9
LOW 5,579.0
0.618 5,541.9
1.000 5,519.0
1.618 5,481.9
2.618 5,421.9
4.250 5,324.0
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 5,609.0 5,581.0
PP 5,599.3 5,580.7
S1 5,589.7 5,580.3

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

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