ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 4,930.0 4,895.0 -35.0 -0.7% 5,040.0
High 4,973.0 4,897.0 -76.0 -1.5% 5,044.0
Low 4,902.0 4,787.0 -115.0 -2.3% 4,904.0
Close 4,935.0 4,813.0 -122.0 -2.5% 4,953.0
Range 71.0 110.0 39.0 54.9% 140.0
ATR 91.2 95.2 4.1 4.5% 0.0
Volume 18,503 29,043 10,540 57.0% 118,763
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,162.3 5,097.7 4,873.5
R3 5,052.3 4,987.7 4,843.3
R2 4,942.3 4,942.3 4,833.2
R1 4,877.7 4,877.7 4,823.1 4,855.0
PP 4,832.3 4,832.3 4,832.3 4,821.0
S1 4,767.7 4,767.7 4,802.9 4,745.0
S2 4,722.3 4,722.3 4,792.8
S3 4,612.3 4,657.7 4,782.8
S4 4,502.3 4,547.7 4,752.5
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,387.0 5,310.0 5,030.0
R3 5,247.0 5,170.0 4,991.5
R2 5,107.0 5,107.0 4,978.7
R1 5,030.0 5,030.0 4,965.8 4,998.5
PP 4,967.0 4,967.0 4,967.0 4,951.3
S1 4,890.0 4,890.0 4,940.2 4,858.5
S2 4,827.0 4,827.0 4,927.3
S3 4,687.0 4,750.0 4,914.5
S4 4,547.0 4,610.0 4,876.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,044.0 4,787.0 257.0 5.3% 77.6 1.6% 10% False True 24,172
10 5,146.0 4,787.0 359.0 7.5% 76.8 1.6% 7% False True 24,903
20 5,454.0 4,787.0 667.0 13.9% 84.3 1.8% 4% False True 28,361
40 5,975.0 4,787.0 1,188.0 24.7% 72.4 1.5% 2% False True 18,572
60 6,006.0 4,787.0 1,219.0 25.3% 60.2 1.3% 2% False True 12,409
80 6,006.0 4,787.0 1,219.0 25.3% 52.2 1.1% 2% False True 9,317
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 14.8
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5,364.5
2.618 5,185.0
1.618 5,075.0
1.000 5,007.0
0.618 4,965.0
HIGH 4,897.0
0.618 4,855.0
0.500 4,842.0
0.382 4,829.0
LOW 4,787.0
0.618 4,719.0
1.000 4,677.0
1.618 4,609.0
2.618 4,499.0
4.250 4,319.5
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 4,842.0 4,891.5
PP 4,832.3 4,865.3
S1 4,822.7 4,839.2

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

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