ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 4,934.0 4,916.0 -18.0 -0.4% 5,022.0
High 4,973.0 5,019.0 46.0 0.9% 5,056.0
Low 4,917.0 4,905.0 -12.0 -0.2% 4,893.0
Close 4,937.0 5,004.0 67.0 1.4% 4,937.0
Range 56.0 114.0 58.0 103.6% 163.0
ATR 106.4 107.0 0.5 0.5% 0.0
Volume 17,561 25,161 7,600 43.3% 122,139
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,318.0 5,275.0 5,066.7
R3 5,204.0 5,161.0 5,035.4
R2 5,090.0 5,090.0 5,024.9
R1 5,047.0 5,047.0 5,014.5 5,068.5
PP 4,976.0 4,976.0 4,976.0 4,986.8
S1 4,933.0 4,933.0 4,993.6 4,954.5
S2 4,862.0 4,862.0 4,983.1
S3 4,748.0 4,819.0 4,972.7
S4 4,634.0 4,705.0 4,941.3
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% 97.6 2.0% 68% False False 25,306
10 5,056.0 4,728.0 328.0 6.6% 91.3 1.8% 84% False False 26,278
20 5,152.0 4,728.0 424.0 8.5% 88.8 1.8% 65% False False 26,044
40 5,357.0 4,728.0 629.0 12.6% 87.0 1.7% 44% False False 26,340
60 5,760.0 4,728.0 1,032.0 20.6% 81.0 1.6% 27% False False 22,914
80 6,006.0 4,728.0 1,278.0 25.5% 71.0 1.4% 22% False False 17,212
100 6,006.0 4,728.0 1,278.0 25.5% 62.4 1.2% 22% False False 13,778
120 6,006.0 4,728.0 1,278.0 25.5% 53.6 1.1% 22% False False 11,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 20.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,503.5
2.618 5,317.5
1.618 5,203.5
1.000 5,133.0
0.618 5,089.5
HIGH 5,019.0
0.618 4,975.5
0.500 4,962.0
0.382 4,948.5
LOW 4,905.0
0.618 4,834.5
1.000 4,791.0
1.618 4,720.5
2.618 4,606.5
4.250 4,420.5
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 4,990.0 4,993.3
PP 4,976.0 4,982.7
S1 4,962.0 4,972.0

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

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