ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 5,006.0 5,007.0 1.0 0.0% 5,262.0
High 5,036.0 5,044.0 8.0 0.2% 5,328.0
Low 4,933.0 4,973.0 40.0 0.8% 4,975.0
Close 4,962.0 4,993.0 31.0 0.6% 5,074.0
Range 103.0 71.0 -32.0 -31.1% 353.0
ATR 96.0 95.0 -1.0 -1.0% 0.0
Volume 27,182 27,974 792 2.9% 141,361
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,216.3 5,175.7 5,032.1
R3 5,145.3 5,104.7 5,012.5
R2 5,074.3 5,074.3 5,006.0
R1 5,033.7 5,033.7 4,999.5 5,018.5
PP 5,003.3 5,003.3 5,003.3 4,995.8
S1 4,962.7 4,962.7 4,986.5 4,947.5
S2 4,932.3 4,932.3 4,980.0
S3 4,861.3 4,891.7 4,973.5
S4 4,790.3 4,820.7 4,954.0
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 5,098.0 4,933.0 165.0 3.3% 74.2 1.5% 36% False False 25,269
10 5,357.0 4,933.0 424.0 8.5% 89.9 1.8% 14% False False 28,364
20 5,454.0 4,933.0 521.0 10.4% 84.7 1.7% 12% False False 32,228
40 6,006.0 4,933.0 1,073.0 21.5% 68.8 1.4% 6% False False 16,264
60 6,006.0 4,933.0 1,073.0 21.5% 57.0 1.1% 6% False False 10,863
80 6,006.0 4,933.0 1,073.0 21.5% 48.8 1.0% 6% False False 8,160
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 22.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,345.8
2.618 5,229.9
1.618 5,158.9
1.000 5,115.0
0.618 5,087.9
HIGH 5,044.0
0.618 5,016.9
0.500 5,008.5
0.382 5,000.1
LOW 4,973.0
0.618 4,929.1
1.000 4,902.0
1.618 4,858.1
2.618 4,787.1
4.250 4,671.3
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 5,008.5 4,991.5
PP 5,003.3 4,990.0
S1 4,998.2 4,988.5

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

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