ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 4,928.0 5,012.0 84.0 1.7% 4,916.0
High 5,006.0 5,040.0 34.0 0.7% 5,019.0
Low 4,872.0 4,955.0 83.0 1.7% 4,830.0
Close 4,985.0 4,984.0 -1.0 0.0% 4,901.0
Range 134.0 85.0 -49.0 -36.6% 189.0
ATR 109.6 107.8 -1.8 -1.6% 0.0
Volume 31,017 23,579 -7,438 -24.0% 123,911
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,248.0 5,201.0 5,030.8
R3 5,163.0 5,116.0 5,007.4
R2 5,078.0 5,078.0 4,999.6
R1 5,031.0 5,031.0 4,991.8 5,012.0
PP 4,993.0 4,993.0 4,993.0 4,983.5
S1 4,946.0 4,946.0 4,976.2 4,927.0
S2 4,908.0 4,908.0 4,968.4
S3 4,823.0 4,861.0 4,960.6
S4 4,738.0 4,776.0 4,937.3
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,483.7 5,381.3 5,005.0
R3 5,294.7 5,192.3 4,953.0
R2 5,105.7 5,105.7 4,935.7
R1 5,003.3 5,003.3 4,918.3 4,960.0
PP 4,916.7 4,916.7 4,916.7 4,895.0
S1 4,814.3 4,814.3 4,883.7 4,771.0
S2 4,727.7 4,727.7 4,866.4
S3 4,538.7 4,625.3 4,849.0
S4 4,349.7 4,436.3 4,797.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,040.0 4,833.0 207.0 4.2% 86.6 1.7% 73% True False 25,690
10 5,041.0 4,830.0 211.0 4.2% 89.6 1.8% 73% False False 25,948
20 5,056.0 4,728.0 328.0 6.6% 86.4 1.7% 78% False False 25,704
40 5,152.0 4,728.0 424.0 8.5% 85.1 1.7% 60% False False 25,783
60 5,636.0 4,728.0 908.0 18.2% 83.3 1.7% 28% False False 25,885
80 6,006.0 4,728.0 1,278.0 25.6% 75.8 1.5% 20% False False 19,453
100 6,006.0 4,728.0 1,278.0 25.6% 66.2 1.3% 20% False False 15,571
120 6,006.0 4,728.0 1,278.0 25.6% 58.4 1.2% 20% False False 12,982
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 True
Stretch 18.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,401.3
2.618 5,262.5
1.618 5,177.5
1.000 5,125.0
0.618 5,092.5
HIGH 5,040.0
0.618 5,007.5
0.500 4,997.5
0.382 4,987.5
LOW 4,955.0
0.618 4,902.5
1.000 4,870.0
1.618 4,817.5
2.618 4,732.5
4.250 4,593.8
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 4,997.5 4,974.7
PP 4,993.0 4,965.3
S1 4,988.5 4,956.0

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

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