ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 21-Aug-2008
Day Change Summary
Previous Current
20-Aug-2008 21-Aug-2008 Change Change % Previous Week
Open 4,831.0 4,925.0 94.0 1.9% 5,022.0
High 4,913.0 4,935.0 22.0 0.4% 5,056.0
Low 4,831.0 4,833.0 2.0 0.0% 4,893.0
Close 4,881.0 4,843.0 -38.0 -0.8% 4,937.0
Range 82.0 102.0 20.0 24.4% 163.0
ATR 109.6 109.1 -0.5 -0.5% 0.0
Volume 22,539 24,421 1,882 8.3% 122,139
Daily Pivots for day following 21-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,176.3 5,111.7 4,899.1
R3 5,074.3 5,009.7 4,871.1
R2 4,972.3 4,972.3 4,861.7
R1 4,907.7 4,907.7 4,852.4 4,889.0
PP 4,870.3 4,870.3 4,870.3 4,861.0
S1 4,805.7 4,805.7 4,833.7 4,787.0
S2 4,768.3 4,768.3 4,824.3
S3 4,666.3 4,703.7 4,815.0
S4 4,564.3 4,601.7 4,786.9
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 5,019.0 4,830.0 189.0 3.9% 85.4 1.8% 7% False False 23,662
10 5,056.0 4,830.0 226.0 4.7% 90.4 1.9% 6% False False 24,796
20 5,056.0 4,728.0 328.0 6.8% 88.1 1.8% 35% False False 25,871
40 5,328.0 4,728.0 600.0 12.4% 88.3 1.8% 19% False False 26,362
60 5,733.0 4,728.0 1,005.0 20.8% 83.3 1.7% 11% False False 24,165
80 6,006.0 4,728.0 1,278.0 26.4% 72.6 1.5% 9% False False 18,155
100 6,006.0 4,728.0 1,278.0 26.4% 64.6 1.3% 9% False False 14,533
120 6,006.0 4,728.0 1,278.0 26.4% 55.8 1.2% 9% False False 12,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,368.5
2.618 5,202.0
1.618 5,100.0
1.000 5,037.0
0.618 4,998.0
HIGH 4,935.0
0.618 4,896.0
0.500 4,884.0
0.382 4,872.0
LOW 4,833.0
0.618 4,770.0
1.000 4,731.0
1.618 4,668.0
2.618 4,566.0
4.250 4,399.5
Fisher Pivots for day following 21-Aug-2008
Pivot 1 day 3 day
R1 4,884.0 4,882.5
PP 4,870.3 4,869.3
S1 4,856.7 4,856.2

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

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