ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 4,860.0 4,923.0 63.0 1.3% 5,120.0
High 4,937.0 4,930.0 -7.0 -0.1% 5,186.0
Low 4,851.0 4,813.0 -38.0 -0.8% 4,795.0
Close 4,913.0 4,834.0 -79.0 -1.6% 4,873.0
Range 86.0 117.0 31.0 36.0% 391.0
ATR 123.1 122.7 -0.4 -0.4% 0.0
Volume 35,078 27,495 -7,583 -21.6% 153,319
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,210.0 5,139.0 4,898.4
R3 5,093.0 5,022.0 4,866.2
R2 4,976.0 4,976.0 4,855.5
R1 4,905.0 4,905.0 4,844.7 4,882.0
PP 4,859.0 4,859.0 4,859.0 4,847.5
S1 4,788.0 4,788.0 4,823.3 4,765.0
S2 4,742.0 4,742.0 4,812.6
S3 4,625.0 4,671.0 4,801.8
S4 4,508.0 4,554.0 4,769.7
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 5,093.0 4,795.0 298.0 6.2% 105.0 2.2% 13% False False 33,759
10 5,186.0 4,795.0 391.0 8.1% 99.6 2.1% 10% False False 30,931
20 5,186.0 4,795.0 391.0 8.1% 91.5 1.9% 10% False False 27,929
40 5,186.0 4,728.0 458.0 9.5% 90.8 1.9% 23% False False 27,198
60 5,373.0 4,728.0 645.0 13.3% 88.8 1.8% 16% False False 27,063
80 5,883.0 4,728.0 1,155.0 23.9% 82.6 1.7% 9% False False 23,637
100 6,006.0 4,728.0 1,278.0 26.4% 73.4 1.5% 8% False False 18,928
120 6,006.0 4,728.0 1,278.0 26.4% 65.9 1.4% 8% False False 15,780
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 14.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,427.3
2.618 5,236.3
1.618 5,119.3
1.000 5,047.0
0.618 5,002.3
HIGH 4,930.0
0.618 4,885.3
0.500 4,871.5
0.382 4,857.7
LOW 4,813.0
0.618 4,740.7
1.000 4,696.0
1.618 4,623.7
2.618 4,506.7
4.250 4,315.8
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 4,871.5 4,943.0
PP 4,859.0 4,906.7
S1 4,846.5 4,870.3

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

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