ASX SPI 200 Index Future September 2008

Trading Metrics calculated at close of trading on 29-Jul-2008

Day Change Summary
	Previous	Current
	28-Jul-2008	29-Jul-2008	Change	Change %	Previous Week
Open	4,994.0	4,855.0	-139.0	-2.8%	4,931.0
High	4,994.0	4,884.0	-110.0	-2.2%	5,152.0
Low	4,870.0	4,799.0	-71.0	-1.5%	4,922.0
Close	4,937.0	4,826.0	-111.0	-2.2%	4,981.0
Range	124.0	85.0	-39.0	-31.5%	230.0
ATR	109.4	111.4	2.0	1.9%	0.0
Volume	28,440	23,472	-4,968	-17.5%	147,091

Daily Pivots for day following 29-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,091.3	5,043.7	4,872.8
R3	5,006.3	4,958.7	4,849.4
R2	4,921.3	4,921.3	4,841.6
R1	4,873.7	4,873.7	4,833.8	4,855.0
PP	4,836.3	4,836.3	4,836.3	4,827.0
S1	4,788.7	4,788.7	4,818.2	4,770.0
S2	4,751.3	4,751.3	4,810.4
S3	4,666.3	4,703.7	4,802.6
S4	4,581.3	4,618.7	4,779.3

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	4,799.0	353.0	7.3%	98.2	2.0%	8%	False	True	29,147
10	5,152.0	4,784.0	368.0	7.6%	92.7	1.9%	11%	False	False	27,952
20	5,152.0	4,784.0	368.0	7.6%	84.8	1.8%	11%	False	False	26,428
40	5,677.0	4,784.0	893.0	18.5%	82.0	1.7%	5%	False	False	25,524
60	6,006.0	4,784.0	1,222.0	25.3%	71.4	1.5%	3%	False	False	17,062
80	6,006.0	4,784.0	1,222.0	25.3%	60.6	1.3%	3%	False	False	12,807
100	6,006.0	4,784.0	1,222.0	25.3%	52.4	1.1%	3%	False	False	10,253

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	11.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,245.3
2.618	5,106.5
1.618	5,021.5
1.000	4,969.0
0.618	4,936.5
HIGH	4,884.0
0.618	4,851.5
0.500	4,841.5
0.382	4,831.5
LOW	4,799.0
0.618	4,746.5
1.000	4,714.0
1.618	4,661.5
2.618	4,576.5
4.250	4,437.8

Fisher Pivots for day following 29-Jul-2008
Pivot	1 day	3 day
R1	4,841.5	4,909.0
PP	4,836.3	4,881.3
S1	4,831.2	4,853.7

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols