ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 5,010.0 4,994.0 -16.0 -0.3% 4,931.0
High 5,019.0 4,994.0 -25.0 -0.5% 5,152.0
Low 4,922.0 4,870.0 -52.0 -1.1% 4,922.0
Close 4,981.0 4,937.0 -44.0 -0.9% 4,981.0
Range 97.0 124.0 27.0 27.8% 230.0
ATR 108.3 109.4 1.1 1.0% 0.0
Volume 36,960 28,440 -8,520 -23.1% 147,091
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,305.7 5,245.3 5,005.2
R3 5,181.7 5,121.3 4,971.1
R2 5,057.7 5,057.7 4,959.7
R1 4,997.3 4,997.3 4,948.4 4,965.5
PP 4,933.7 4,933.7 4,933.7 4,917.8
S1 4,873.3 4,873.3 4,925.6 4,841.5
S2 4,809.7 4,809.7 4,914.3
S3 4,685.7 4,749.3 4,902.9
S4 4,561.7 4,625.3 4,868.8
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,708.3 5,574.7 5,107.5
R3 5,478.3 5,344.7 5,044.3
R2 5,248.3 5,248.3 5,023.2
R1 5,114.7 5,114.7 5,002.1 5,181.5
PP 5,018.3 5,018.3 5,018.3 5,051.8
S1 4,884.7 4,884.7 4,959.9 4,951.5
S2 4,788.3 4,788.3 4,938.8
S3 4,558.3 4,654.7 4,917.8
S4 4,328.3 4,424.7 4,854.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,152.0 4,870.0 282.0 5.7% 98.2 2.0% 24% False True 28,888
10 5,152.0 4,784.0 368.0 7.5% 95.2 1.9% 42% False False 28,509
20 5,238.0 4,784.0 454.0 9.2% 85.6 1.7% 34% False False 26,395
40 5,715.0 4,784.0 931.0 18.9% 82.3 1.7% 16% False False 24,940
60 6,006.0 4,784.0 1,222.0 24.8% 70.5 1.4% 13% False False 16,671
80 6,006.0 4,784.0 1,222.0 24.8% 59.8 1.2% 13% False False 12,514
100 6,006.0 4,784.0 1,222.0 24.8% 51.5 1.0% 13% False False 10,019
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 9.2
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5,521.0
2.618 5,318.6
1.618 5,194.6
1.000 5,118.0
0.618 5,070.6
HIGH 4,994.0
0.618 4,946.6
0.500 4,932.0
0.382 4,917.4
LOW 4,870.0
0.618 4,793.4
1.000 4,746.0
1.618 4,669.4
2.618 4,545.4
4.250 4,343.0
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 4,935.3 5,011.0
PP 4,933.7 4,986.3
S1 4,932.0 4,961.7

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

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