ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 4,897.0 4,803.0 -94.0 -1.9% 4,981.0
High 4,932.0 4,882.0 -50.0 -1.0% 5,093.0
Low 4,831.0 4,770.0 -61.0 -1.3% 4,813.0
Close 4,926.0 4,827.0 -99.0 -2.0% 4,926.0
Range 101.0 112.0 11.0 10.9% 280.0
ATR 121.1 123.6 2.5 2.1% 0.0
Volume 31,546 106,576 75,030 237.8% 162,768
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,162.3 5,106.7 4,888.6
R3 5,050.3 4,994.7 4,857.8
R2 4,938.3 4,938.3 4,847.5
R1 4,882.7 4,882.7 4,837.3 4,910.5
PP 4,826.3 4,826.3 4,826.3 4,840.3
S1 4,770.7 4,770.7 4,816.7 4,798.5
S2 4,714.3 4,714.3 4,806.5
S3 4,602.3 4,658.7 4,796.2
S4 4,490.3 4,546.7 4,765.4
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 5,073.0 4,770.0 303.0 6.3% 105.0 2.2% 19% False True 45,977
10 5,186.0 4,770.0 416.0 8.6% 109.2 2.3% 14% False True 40,646
20 5,186.0 4,770.0 416.0 8.6% 93.6 1.9% 14% False True 32,699
40 5,186.0 4,728.0 458.0 9.5% 91.2 1.9% 22% False False 29,372
60 5,357.0 4,728.0 629.0 13.0% 89.2 1.8% 16% False False 28,460
80 5,760.0 4,728.0 1,032.0 21.4% 84.2 1.7% 10% False False 25,360
100 6,006.0 4,728.0 1,278.0 26.5% 75.5 1.6% 8% False False 20,309
120 6,006.0 4,728.0 1,278.0 26.5% 67.6 1.4% 8% False False 16,931
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 18.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,358.0
2.618 5,175.2
1.618 5,063.2
1.000 4,994.0
0.618 4,951.2
HIGH 4,882.0
0.618 4,839.2
0.500 4,826.0
0.382 4,812.8
LOW 4,770.0
0.618 4,700.8
1.000 4,658.0
1.618 4,588.8
2.618 4,476.8
4.250 4,294.0
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 4,826.7 4,851.0
PP 4,826.3 4,843.0
S1 4,826.0 4,835.0

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

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