ASX SPI 200 Index Future June 2008


Trading Metrics calculated at close of trading on 12-Jun-2008
Day Change Summary
Previous Current
11-Jun-2008 12-Jun-2008 Change Change % Previous Week
Open 5,426.0 5,362.0 -64.0 -1.2% 5,700.0
High 5,477.0 5,379.0 -98.0 -1.8% 5,717.0
Low 5,403.0 5,329.0 -74.0 -1.4% 5,523.0
Close 5,458.0 5,339.0 -119.0 -2.2% 5,580.0
Range 74.0 50.0 -24.0 -32.4% 194.0
ATR 95.0 97.4 2.4 2.6% 0.0
Volume 28,860 29,498 638 2.2% 136,162
Daily Pivots for day following 12-Jun-2008
Classic Woodie Camarilla DeMark
R4 5,499.0 5,469.0 5,366.5
R3 5,449.0 5,419.0 5,352.8
R2 5,399.0 5,399.0 5,348.2
R1 5,369.0 5,369.0 5,343.6 5,359.0
PP 5,349.0 5,349.0 5,349.0 5,344.0
S1 5,319.0 5,319.0 5,334.4 5,309.0
S2 5,299.0 5,299.0 5,329.8
S3 5,249.0 5,269.0 5,325.3
S4 5,199.0 5,219.0 5,311.5
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 5,639.0 5,329.0 310.0 5.8% 69.0 1.3% 3% False True 27,844
10 5,734.0 5,329.0 405.0 7.6% 73.0 1.4% 2% False True 27,151
20 6,004.0 5,329.0 675.0 12.6% 72.1 1.3% 1% False True 22,904
40 6,004.0 5,329.0 675.0 12.6% 82.8 1.6% 1% False True 22,475
60 6,004.0 5,090.0 914.0 17.1% 82.6 1.5% 27% False False 24,945
80 6,004.0 5,090.0 914.0 17.1% 78.1 1.5% 27% False False 19,099
100 6,004.0 5,090.0 914.0 17.1% 79.0 1.5% 27% False False 15,304
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 20.2
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5,591.5
2.618 5,509.9
1.618 5,459.9
1.000 5,429.0
0.618 5,409.9
HIGH 5,379.0
0.618 5,359.9
0.500 5,354.0
0.382 5,348.1
LOW 5,329.0
0.618 5,298.1
1.000 5,279.0
1.618 5,248.1
2.618 5,198.1
4.250 5,116.5
Fisher Pivots for day following 12-Jun-2008
Pivot 1 day 3 day
R1 5,354.0 5,418.5
PP 5,349.0 5,392.0
S1 5,344.0 5,365.5

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

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