ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 08-Sep-2008
Day Change Summary
Previous Current
05-Sep-2008 08-Sep-2008 Change Change % Previous Week
Open 4,800.0 4,981.0 181.0 3.8% 5,120.0
High 4,896.0 5,093.0 197.0 4.0% 5,186.0
Low 4,795.0 4,981.0 186.0 3.9% 4,795.0
Close 4,873.0 5,083.0 210.0 4.3% 4,873.0
Range 101.0 112.0 11.0 10.9% 391.0
ATR 112.8 120.5 7.7 6.8% 0.0
Volume 37,577 39,459 1,882 5.0% 153,319
Daily Pivots for day following 08-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,388.3 5,347.7 5,144.6
R3 5,276.3 5,235.7 5,113.8
R2 5,164.3 5,164.3 5,103.5
R1 5,123.7 5,123.7 5,093.3 5,144.0
PP 5,052.3 5,052.3 5,052.3 5,062.5
S1 5,011.7 5,011.7 5,072.7 5,032.0
S2 4,940.3 4,940.3 5,062.5
S3 4,828.3 4,899.7 5,052.2
S4 4,716.3 4,787.7 5,021.4
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,124.3 5,889.7 5,088.1
R3 5,733.3 5,498.7 4,980.5
R2 5,342.3 5,342.3 4,944.7
R1 5,107.7 5,107.7 4,908.8 5,029.5
PP 4,951.3 4,951.3 4,951.3 4,912.3
S1 4,716.7 4,716.7 4,837.2 4,638.5
S2 4,560.3 4,560.3 4,801.3
S3 4,169.3 4,325.7 4,765.5
S4 3,778.3 3,934.7 4,658.0
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 4,795.0 391.0 7.7% 113.4 2.2% 74% False False 35,316
10 5,186.0 4,795.0 391.0 7.7% 97.8 1.9% 74% False False 29,908
20 5,186.0 4,795.0 391.0 7.7% 91.8 1.8% 74% False False 27,531
40 5,186.0 4,728.0 458.0 9.0% 89.6 1.8% 78% False False 27,141
60 5,454.0 4,728.0 726.0 14.3% 88.1 1.7% 49% False False 28,835
80 6,006.0 4,728.0 1,278.0 25.1% 80.0 1.6% 28% False False 22,494
100 6,006.0 4,728.0 1,278.0 25.1% 71.1 1.4% 28% False False 18,012
120 6,006.0 4,728.0 1,278.0 25.1% 63.7 1.3% 28% False False 15,016
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,569.0
2.618 5,386.2
1.618 5,274.2
1.000 5,205.0
0.618 5,162.2
HIGH 5,093.0
0.618 5,050.2
0.500 5,037.0
0.382 5,023.8
LOW 4,981.0
0.618 4,911.8
1.000 4,869.0
1.618 4,799.8
2.618 4,687.8
4.250 4,505.0
Fisher Pivots for day following 08-Sep-2008
Pivot 1 day 3 day
R1 5,067.7 5,039.3
PP 5,052.3 4,995.7
S1 5,037.0 4,952.0

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

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