ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 5,130.0 5,123.0 -7.0 -0.1% 4,964.0
High 5,186.0 5,154.0 -32.0 -0.6% 5,155.0
Low 5,108.0 5,033.0 -75.0 -1.5% 4,872.0
Close 5,140.0 5,082.0 -58.0 -1.1% 5,144.0
Range 78.0 121.0 43.0 55.1% 283.0
ATR 100.4 101.9 1.5 1.5% 0.0
Volume 25,774 36,009 10,235 39.7% 132,577
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,452.7 5,388.3 5,148.6
R3 5,331.7 5,267.3 5,115.3
R2 5,210.7 5,210.7 5,104.2
R1 5,146.3 5,146.3 5,093.1 5,118.0
PP 5,089.7 5,089.7 5,089.7 5,075.5
S1 5,025.3 5,025.3 5,070.9 4,997.0
S2 4,968.7 4,968.7 5,059.8
S3 4,847.7 4,904.3 5,048.7
S4 4,726.7 4,783.3 5,015.5
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 5,004.0 182.0 3.6% 78.2 1.5% 43% False False 25,937
10 5,186.0 4,833.0 353.0 6.9% 82.4 1.6% 71% False False 25,813
20 5,186.0 4,830.0 356.0 7.0% 85.5 1.7% 71% False False 25,108
40 5,186.0 4,728.0 458.0 9.0% 85.6 1.7% 77% False False 25,867
60 5,454.0 4,728.0 726.0 14.3% 85.3 1.7% 49% False False 27,987
80 6,006.0 4,728.0 1,278.0 25.1% 77.2 1.5% 28% False False 21,065
100 6,006.0 4,728.0 1,278.0 25.1% 68.4 1.3% 28% False False 16,865
120 6,006.0 4,728.0 1,278.0 25.1% 61.0 1.2% 28% False False 14,062
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,668.3
2.618 5,470.8
1.618 5,349.8
1.000 5,275.0
0.618 5,228.8
HIGH 5,154.0
0.618 5,107.8
0.500 5,093.5
0.382 5,079.2
LOW 5,033.0
0.618 4,958.2
1.000 4,912.0
1.618 4,837.2
2.618 4,716.2
4.250 4,518.8
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 5,093.5 5,109.5
PP 5,089.7 5,100.3
S1 5,085.8 5,091.2

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

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