ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 4,951.0 4,934.0 -17.0 -0.3% 5,022.0
High 5,041.0 4,973.0 -68.0 -1.3% 5,056.0
Low 4,903.0 4,917.0 14.0 0.3% 4,893.0
Close 4,928.0 4,937.0 9.0 0.2% 4,937.0
Range 138.0 56.0 -82.0 -59.4% 163.0
ATR 110.3 106.4 -3.9 -3.5% 0.0
Volume 37,138 17,561 -19,577 -52.7% 122,139
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,110.3 5,079.7 4,967.8
R3 5,054.3 5,023.7 4,952.4
R2 4,998.3 4,998.3 4,947.3
R1 4,967.7 4,967.7 4,942.1 4,983.0
PP 4,942.3 4,942.3 4,942.3 4,950.0
S1 4,911.7 4,911.7 4,931.9 4,927.0
S2 4,886.3 4,886.3 4,926.7
S3 4,830.3 4,855.7 4,921.6
S4 4,774.3 4,799.7 4,906.2
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,451.0 5,357.0 5,026.7
R3 5,288.0 5,194.0 4,981.8
R2 5,125.0 5,125.0 4,966.9
R1 5,031.0 5,031.0 4,951.9 4,996.5
PP 4,962.0 4,962.0 4,962.0 4,944.8
S1 4,868.0 4,868.0 4,922.1 4,833.5
S2 4,799.0 4,799.0 4,907.1
S3 4,636.0 4,705.0 4,892.2
S4 4,473.0 4,542.0 4,847.4
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 4,893.0 163.0 3.3% 87.0 1.8% 27% False False 24,427
10 5,056.0 4,728.0 328.0 6.6% 86.1 1.7% 64% False False 25,889
20 5,152.0 4,728.0 424.0 8.6% 87.6 1.8% 49% False False 26,340
40 5,357.0 4,728.0 629.0 12.7% 86.5 1.8% 33% False False 26,336
60 5,777.0 4,728.0 1,049.0 21.2% 79.1 1.6% 20% False False 22,495
80 6,006.0 4,728.0 1,278.0 25.9% 69.6 1.4% 16% False False 16,897
100 6,006.0 4,728.0 1,278.0 25.9% 61.3 1.2% 16% False False 13,526
120 6,006.0 4,728.0 1,278.0 25.9% 52.9 1.1% 16% False False 11,277
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 22.2
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 5,211.0
2.618 5,119.6
1.618 5,063.6
1.000 5,029.0
0.618 5,007.6
HIGH 4,973.0
0.618 4,951.6
0.500 4,945.0
0.382 4,938.4
LOW 4,917.0
0.618 4,882.4
1.000 4,861.0
1.618 4,826.4
2.618 4,770.4
4.250 4,679.0
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 4,945.0 4,967.0
PP 4,942.3 4,957.0
S1 4,939.7 4,947.0

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

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