ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 5,040.0 5,006.0 -34.0 -0.7% 5,262.0
High 5,042.0 5,036.0 -6.0 -0.1% 5,328.0
Low 4,978.0 4,933.0 -45.0 -0.9% 4,975.0
Close 5,029.0 4,962.0 -67.0 -1.3% 5,074.0
Range 64.0 103.0 39.0 60.9% 353.0
ATR 95.5 96.0 0.5 0.6% 0.0
Volume 18,265 27,182 8,917 48.8% 141,361
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,286.0 5,227.0 5,018.7
R3 5,183.0 5,124.0 4,990.3
R2 5,080.0 5,080.0 4,980.9
R1 5,021.0 5,021.0 4,971.4 4,999.0
PP 4,977.0 4,977.0 4,977.0 4,966.0
S1 4,918.0 4,918.0 4,952.6 4,896.0
S2 4,874.0 4,874.0 4,943.1
S3 4,771.0 4,815.0 4,933.7
S4 4,668.0 4,712.0 4,905.4
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 6,184.7 5,982.3 5,268.2
R3 5,831.7 5,629.3 5,171.1
R2 5,478.7 5,478.7 5,138.7
R1 5,276.3 5,276.3 5,106.4 5,201.0
PP 5,125.7 5,125.7 5,125.7 5,088.0
S1 4,923.3 4,923.3 5,041.6 4,848.0
S2 4,772.7 4,772.7 5,009.3
S3 4,419.7 4,570.3 4,976.9
S4 4,066.7 4,217.3 4,879.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,146.0 4,933.0 213.0 4.3% 76.0 1.5% 14% False True 25,634
10 5,357.0 4,933.0 424.0 8.5% 90.2 1.8% 7% False True 27,890
20 5,479.0 4,933.0 546.0 11.0% 84.6 1.7% 5% False True 30,900
40 6,006.0 4,933.0 1,073.0 21.6% 67.9 1.4% 3% False True 15,567
60 6,006.0 4,933.0 1,073.0 21.6% 57.0 1.1% 3% False True 10,398
80 6,006.0 4,933.0 1,073.0 21.6% 47.9 1.0% 3% False True 7,811
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,473.8
2.618 5,305.7
1.618 5,202.7
1.000 5,139.0
0.618 5,099.7
HIGH 5,036.0
0.618 4,996.7
0.500 4,984.5
0.382 4,972.3
LOW 4,933.0
0.618 4,869.3
1.000 4,830.0
1.618 4,766.3
2.618 4,663.3
4.250 4,495.3
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 4,984.5 5,015.5
PP 4,977.0 4,997.7
S1 4,969.5 4,979.8

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

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