ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 4,785.0 4,900.0 115.0 2.4% 4,994.0
High 4,830.0 4,979.0 149.0 3.1% 5,007.0
Low 4,728.0 4,898.0 170.0 3.6% 4,799.0
Close 4,826.0 4,972.0 146.0 3.0% 4,913.0
Range 102.0 81.0 -21.0 -20.6% 208.0
ATR 111.6 114.5 3.0 2.7% 0.0
Volume 39,887 30,027 -9,860 -24.7% 120,837
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,192.7 5,163.3 5,016.6
R3 5,111.7 5,082.3 4,994.3
R2 5,030.7 5,030.7 4,986.9
R1 5,001.3 5,001.3 4,979.4 5,016.0
PP 4,949.7 4,949.7 4,949.7 4,957.0
S1 4,920.3 4,920.3 4,964.6 4,935.0
S2 4,868.7 4,868.7 4,957.2
S3 4,787.7 4,839.3 4,949.7
S4 4,706.7 4,758.3 4,927.5
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,530.3 5,429.7 5,027.4
R3 5,322.3 5,221.7 4,970.2
R2 5,114.3 5,114.3 4,951.1
R1 5,013.7 5,013.7 4,932.1 4,960.0
PP 4,906.3 4,906.3 4,906.3 4,879.5
S1 4,805.7 4,805.7 4,893.9 4,752.0
S2 4,698.3 4,698.3 4,874.9
S3 4,490.3 4,597.7 4,855.8
S4 4,282.3 4,389.7 4,798.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,007.0 4,728.0 279.0 5.6% 82.0 1.6% 87% False False 28,318
10 5,152.0 4,728.0 424.0 8.5% 84.5 1.7% 58% False False 27,035
20 5,152.0 4,728.0 424.0 8.5% 85.7 1.7% 58% False False 26,626
40 5,454.0 4,728.0 726.0 14.6% 85.2 1.7% 34% False False 29,427
60 6,006.0 4,728.0 1,278.0 25.7% 74.4 1.5% 19% False False 19,718
80 6,006.0 4,728.0 1,278.0 25.7% 64.2 1.3% 19% False False 14,804
100 6,006.0 4,728.0 1,278.0 25.7% 56.2 1.1% 19% False False 11,853
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 17.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,323.3
2.618 5,191.1
1.618 5,110.1
1.000 5,060.0
0.618 5,029.1
HIGH 4,979.0
0.618 4,948.1
0.500 4,938.5
0.382 4,928.9
LOW 4,898.0
0.618 4,847.9
1.000 4,817.0
1.618 4,766.9
2.618 4,685.9
4.250 4,553.8
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 4,960.8 4,932.5
PP 4,949.7 4,893.0
S1 4,938.5 4,853.5

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

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