ASX SPI 200 Index Future June 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 5,393.0 5,358.0 -35.0 -0.6% 5,500.0
High 5,447.0 5,388.0 -59.0 -1.1% 5,508.0
Low 5,373.0 5,357.0 -16.0 -0.3% 5,296.0
Close 5,434.0 5,383.0 -51.0 -0.9% 5,367.0
Range 74.0 31.0 -43.0 -58.1% 212.0
ATR 95.2 93.9 -1.3 -1.4% 0.0
Volume 85,029 7,124 -77,905 -91.6% 131,303
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 5,469.0 5,457.0 5,400.1
R3 5,438.0 5,426.0 5,391.5
R2 5,407.0 5,407.0 5,388.7
R1 5,395.0 5,395.0 5,385.8 5,401.0
PP 5,376.0 5,376.0 5,376.0 5,379.0
S1 5,364.0 5,364.0 5,380.2 5,370.0
S2 5,345.0 5,345.0 5,377.3
S3 5,314.0 5,333.0 5,374.5
S4 5,283.0 5,302.0 5,366.0
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 6,026.3 5,908.7 5,483.6
R3 5,814.3 5,696.7 5,425.3
R2 5,602.3 5,602.3 5,405.9
R1 5,484.7 5,484.7 5,386.4 5,437.5
PP 5,390.3 5,390.3 5,390.3 5,366.8
S1 5,272.7 5,272.7 5,347.6 5,225.5
S2 5,178.3 5,178.3 5,328.1
S3 4,966.3 5,060.7 5,308.7
S4 4,754.3 4,848.7 5,250.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,447.0 5,296.0 151.0 2.8% 77.2 1.4% 58% False False 64,363
10 5,639.0 5,296.0 343.0 6.4% 73.1 1.4% 25% False False 46,104
20 5,885.0 5,296.0 589.0 10.9% 76.9 1.4% 15% False False 34,490
40 6,004.0 5,296.0 708.0 13.2% 80.8 1.5% 12% False False 27,938
60 6,004.0 5,296.0 708.0 13.2% 82.1 1.5% 12% False False 25,882
80 6,004.0 5,090.0 914.0 17.0% 81.3 1.5% 32% False False 23,117
100 6,004.0 5,090.0 914.0 17.0% 77.1 1.4% 32% False False 18,514
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 20.1
Narrowest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 5,519.8
2.618 5,469.2
1.618 5,438.2
1.000 5,419.0
0.618 5,407.2
HIGH 5,388.0
0.618 5,376.2
0.500 5,372.5
0.382 5,368.8
LOW 5,357.0
0.618 5,337.8
1.000 5,326.0
1.618 5,306.8
2.618 5,275.8
4.250 5,225.3
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 5,379.5 5,381.8
PP 5,376.0 5,380.7
S1 5,372.5 5,379.5

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

View Archives - Comment on this page... - Back to Index of Symbols