ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 5,000.0 4,951.0 -49.0 -1.0% 4,881.0
High 5,001.0 5,041.0 40.0 0.8% 4,993.0
Low 4,893.0 4,903.0 10.0 0.2% 4,728.0
Close 4,913.0 4,928.0 15.0 0.3% 4,962.0
Range 108.0 138.0 30.0 27.8% 265.0
ATR 108.2 110.3 2.1 2.0% 0.0
Volume 24,889 37,138 12,249 49.2% 136,751
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,371.3 5,287.7 5,003.9
R3 5,233.3 5,149.7 4,966.0
R2 5,095.3 5,095.3 4,953.3
R1 5,011.7 5,011.7 4,940.7 4,984.5
PP 4,957.3 4,957.3 4,957.3 4,943.8
S1 4,873.7 4,873.7 4,915.4 4,846.5
S2 4,819.3 4,819.3 4,902.7
S3 4,681.3 4,735.7 4,890.1
S4 4,543.3 4,597.7 4,852.1
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,689.3 5,590.7 5,107.8
R3 5,424.3 5,325.7 5,034.9
R2 5,159.3 5,159.3 5,010.6
R1 5,060.7 5,060.7 4,986.3 5,110.0
PP 4,894.3 4,894.3 4,894.3 4,919.0
S1 4,795.7 4,795.7 4,937.7 4,845.0
S2 4,629.3 4,629.3 4,913.4
S3 4,364.3 4,530.7 4,889.1
S4 4,099.3 4,265.7 4,816.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,056.0 4,880.0 176.0 3.6% 95.4 1.9% 27% False False 25,930
10 5,056.0 4,728.0 328.0 6.7% 90.4 1.8% 61% False False 26,704
20 5,152.0 4,728.0 424.0 8.6% 90.1 1.8% 47% False False 26,467
40 5,373.0 4,728.0 645.0 13.1% 87.5 1.8% 31% False False 26,629
60 5,883.0 4,728.0 1,155.0 23.4% 79.6 1.6% 17% False False 22,207
80 6,006.0 4,728.0 1,278.0 25.9% 68.9 1.4% 16% False False 16,678
100 6,006.0 4,728.0 1,278.0 25.9% 60.8 1.2% 16% False False 13,351
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 20.7
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 5,627.5
2.618 5,402.3
1.618 5,264.3
1.000 5,179.0
0.618 5,126.3
HIGH 5,041.0
0.618 4,988.3
0.500 4,972.0
0.382 4,955.7
LOW 4,903.0
0.618 4,817.7
1.000 4,765.0
1.618 4,679.7
2.618 4,541.7
4.250 4,316.5
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 4,972.0 4,974.5
PP 4,957.3 4,959.0
S1 4,942.7 4,943.5

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

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