ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 5,404.0 5,368.0 -36.0 -0.7% 5,508.0
High 5,419.0 5,445.0 26.0 0.5% 5,509.0
Low 5,366.0 5,319.0 -47.0 -0.9% 5,298.0
Close 5,386.0 5,425.0 39.0 0.7% 5,371.0
Range 53.0 126.0 73.0 137.7% 211.0
ATR 81.0 84.2 3.2 4.0% 0.0
Volume 46,735 106,280 59,545 127.4% 19,676
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 5,774.3 5,725.7 5,494.3
R3 5,648.3 5,599.7 5,459.7
R2 5,522.3 5,522.3 5,448.1
R1 5,473.7 5,473.7 5,436.6 5,498.0
PP 5,396.3 5,396.3 5,396.3 5,408.5
S1 5,347.7 5,347.7 5,413.5 5,372.0
S2 5,270.3 5,270.3 5,401.9
S3 5,144.3 5,221.7 5,390.4
S4 5,018.3 5,095.7 5,355.7
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 6,025.7 5,909.3 5,487.1
R3 5,814.7 5,698.3 5,429.0
R2 5,603.7 5,603.7 5,409.7
R1 5,487.3 5,487.3 5,390.3 5,440.0
PP 5,392.7 5,392.7 5,392.7 5,369.0
S1 5,276.3 5,276.3 5,351.7 5,229.0
S2 5,181.7 5,181.7 5,332.3
S3 4,970.7 5,065.3 5,313.0
S4 4,759.7 4,854.3 5,255.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,479.0 5,298.0 181.0 3.3% 79.0 1.5% 70% False False 34,328
10 5,677.0 5,298.0 379.0 7.0% 66.7 1.2% 34% False False 17,421
20 5,975.0 5,298.0 677.0 12.5% 60.5 1.1% 19% False False 8,784
40 6,006.0 5,298.0 708.0 13.1% 48.1 0.9% 18% False False 4,433
60 6,006.0 5,298.0 708.0 13.1% 41.5 0.8% 18% False False 2,968
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.0
Widest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 5,980.5
2.618 5,774.9
1.618 5,648.9
1.000 5,571.0
0.618 5,522.9
HIGH 5,445.0
0.618 5,396.9
0.500 5,382.0
0.382 5,367.1
LOW 5,319.0
0.618 5,241.1
1.000 5,193.0
1.618 5,115.1
2.618 4,989.1
4.250 4,783.5
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 5,410.7 5,407.2
PP 5,396.3 5,389.3
S1 5,382.0 5,371.5

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

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