ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 27-Jun-2008
Day Change Summary
Previous Current
26-Jun-2008 27-Jun-2008 Change Change % Previous Week
Open 5,292.0 5,191.0 -101.0 -1.9% 5,217.0
High 5,357.0 5,282.0 -75.0 -1.4% 5,357.0
Low 5,290.0 5,141.0 -149.0 -2.8% 5,141.0
Close 5,312.0 5,262.0 -50.0 -0.9% 5,262.0
Range 67.0 141.0 74.0 110.4% 216.0
ATR 84.2 90.4 6.2 7.4% 0.0
Volume 30,121 38,745 8,624 28.6% 138,456
Daily Pivots for day following 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 5,651.3 5,597.7 5,339.6
R3 5,510.3 5,456.7 5,300.8
R2 5,369.3 5,369.3 5,287.9
R1 5,315.7 5,315.7 5,274.9 5,342.5
PP 5,228.3 5,228.3 5,228.3 5,241.8
S1 5,174.7 5,174.7 5,249.1 5,201.5
S2 5,087.3 5,087.3 5,236.2
S3 4,946.3 5,033.7 5,223.2
S4 4,805.3 4,892.7 5,184.5
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 5,901.3 5,797.7 5,380.8
R3 5,685.3 5,581.7 5,321.4
R2 5,469.3 5,469.3 5,301.6
R1 5,365.7 5,365.7 5,281.8 5,417.5
PP 5,253.3 5,253.3 5,253.3 5,279.3
S1 5,149.7 5,149.7 5,242.2 5,201.5
S2 5,037.3 5,037.3 5,222.4
S3 4,821.3 4,933.7 5,202.6
S4 4,605.3 4,717.7 5,143.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,357.0 5,141.0 216.0 4.1% 87.8 1.7% 56% False True 27,691
10 5,454.0 5,141.0 313.0 5.9% 85.6 1.6% 39% False True 41,258
20 5,718.0 5,141.0 577.0 11.0% 74.6 1.4% 21% False True 21,707
40 6,006.0 5,141.0 865.0 16.4% 59.4 1.1% 14% False True 10,915
60 6,006.0 5,141.0 865.0 16.4% 49.6 0.9% 14% False True 7,291
80 6,006.0 5,110.0 896.0 17.0% 41.3 0.8% 17% False False 5,477
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.6
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 5,881.3
2.618 5,651.1
1.618 5,510.1
1.000 5,423.0
0.618 5,369.1
HIGH 5,282.0
0.618 5,228.1
0.500 5,211.5
0.382 5,194.9
LOW 5,141.0
0.618 5,053.9
1.000 5,000.0
1.618 4,912.9
2.618 4,771.9
4.250 4,541.8
Fisher Pivots for day following 27-Jun-2008
Pivot 1 day 3 day
R1 5,245.2 5,257.7
PP 5,228.3 5,253.3
S1 5,211.5 5,249.0

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

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