ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
01-Sep-2008 02-Sep-2008 Change Change % Previous Week
Open 5,120.0 5,130.0 10.0 0.2% 4,964.0
High 5,149.0 5,186.0 37.0 0.7% 5,155.0
Low 5,097.0 5,108.0 11.0 0.2% 4,872.0
Close 5,140.0 5,140.0 0.0 0.0% 5,144.0
Range 52.0 78.0 26.0 50.0% 283.0
ATR 102.1 100.4 -1.7 -1.7% 0.0
Volume 16,196 25,774 9,578 59.1% 132,577
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,378.7 5,337.3 5,182.9
R3 5,300.7 5,259.3 5,161.5
R2 5,222.7 5,222.7 5,154.3
R1 5,181.3 5,181.3 5,147.2 5,202.0
PP 5,144.7 5,144.7 5,144.7 5,155.0
S1 5,103.3 5,103.3 5,132.9 5,124.0
S2 5,066.7 5,066.7 5,125.7
S3 4,988.7 5,025.3 5,118.6
S4 4,910.7 4,947.3 5,097.1
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,906.0 5,808.0 5,299.7
R3 5,623.0 5,525.0 5,221.8
R2 5,340.0 5,340.0 5,195.9
R1 5,242.0 5,242.0 5,169.9 5,291.0
PP 5,057.0 5,057.0 5,057.0 5,081.5
S1 4,959.0 4,959.0 5,118.1 5,008.0
S2 4,774.0 4,774.0 5,092.1
S3 4,491.0 4,676.0 5,066.2
S4 4,208.0 4,393.0 4,988.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,186.0 4,955.0 231.0 4.5% 71.0 1.4% 80% True False 23,451
10 5,186.0 4,831.0 355.0 6.9% 78.5 1.5% 87% True False 24,466
20 5,186.0 4,830.0 356.0 6.9% 83.5 1.6% 87% True False 24,809
40 5,186.0 4,728.0 458.0 8.9% 84.3 1.6% 90% True False 25,666
60 5,479.0 4,728.0 751.0 14.6% 84.4 1.6% 55% False False 27,411
80 6,006.0 4,728.0 1,278.0 24.9% 76.1 1.5% 32% False False 20,617
100 6,006.0 4,728.0 1,278.0 24.9% 67.9 1.3% 32% False False 16,505
120 6,006.0 4,728.0 1,278.0 24.9% 60.0 1.2% 32% False False 13,762
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 16.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,517.5
2.618 5,390.2
1.618 5,312.2
1.000 5,264.0
0.618 5,234.2
HIGH 5,186.0
0.618 5,156.2
0.500 5,147.0
0.382 5,137.8
LOW 5,108.0
0.618 5,059.8
1.000 5,030.0
1.618 4,981.8
2.618 4,903.8
4.250 4,776.5
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 5,147.0 5,139.3
PP 5,144.7 5,138.7
S1 5,142.3 5,138.0

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

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