ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 4,923.0 4,897.0 -26.0 -0.5% 4,981.0
High 4,930.0 4,932.0 2.0 0.0% 5,093.0
Low 4,813.0 4,831.0 18.0 0.4% 4,813.0
Close 4,834.0 4,926.0 92.0 1.9% 4,926.0
Range 117.0 101.0 -16.0 -13.7% 280.0
ATR 122.7 121.1 -1.5 -1.3% 0.0
Volume 27,495 31,546 4,051 14.7% 162,768
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,199.3 5,163.7 4,981.6
R3 5,098.3 5,062.7 4,953.8
R2 4,997.3 4,997.3 4,944.5
R1 4,961.7 4,961.7 4,935.3 4,979.5
PP 4,896.3 4,896.3 4,896.3 4,905.3
S1 4,860.7 4,860.7 4,916.7 4,878.5
S2 4,795.3 4,795.3 4,907.5
S3 4,694.3 4,759.7 4,898.2
S4 4,593.3 4,658.7 4,870.5
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,784.0 5,635.0 5,080.0
R3 5,504.0 5,355.0 5,003.0
R2 5,224.0 5,224.0 4,977.3
R1 5,075.0 5,075.0 4,951.7 5,009.5
PP 4,944.0 4,944.0 4,944.0 4,911.3
S1 4,795.0 4,795.0 4,900.3 4,729.5
S2 4,664.0 4,664.0 4,874.7
S3 4,384.0 4,515.0 4,849.0
S4 4,104.0 4,235.0 4,772.0
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 4,813.0 280.0 5.7% 105.0 2.1% 40% False False 32,553
10 5,186.0 4,795.0 391.0 7.9% 103.2 2.1% 34% False False 31,608
20 5,186.0 4,795.0 391.0 7.9% 93.7 1.9% 34% False False 28,628
40 5,186.0 4,728.0 458.0 9.3% 90.7 1.8% 43% False False 27,484
60 5,357.0 4,728.0 629.0 12.8% 88.9 1.8% 31% False False 27,100
80 5,777.0 4,728.0 1,049.0 21.3% 82.8 1.7% 19% False False 24,029
100 6,006.0 4,728.0 1,278.0 25.9% 74.4 1.5% 15% False False 19,243
120 6,006.0 4,728.0 1,278.0 25.9% 66.7 1.4% 15% False False 16,043
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 False
Stretch 17.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,361.3
2.618 5,196.4
1.618 5,095.4
1.000 5,033.0
0.618 4,994.4
HIGH 4,932.0
0.618 4,893.4
0.500 4,881.5
0.382 4,869.6
LOW 4,831.0
0.618 4,768.6
1.000 4,730.0
1.618 4,667.6
2.618 4,566.6
4.250 4,401.8
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 4,911.2 4,909.0
PP 4,896.3 4,892.0
S1 4,881.5 4,875.0

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

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