ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 4,809.0 4,603.0 -206.0 -4.3% 4,981.0
High 4,837.0 4,616.0 -221.0 -4.6% 5,093.0
Low 4,699.0 4,536.0 -163.0 -3.5% 4,813.0
Close 4,730.0 4,542.0 -188.0 -4.0% 4,926.0
Range 138.0 80.0 -58.0 -42.0% 280.0
ATR 126.0 130.9 4.9 3.9% 0.0
Volume 81,862 5,540 -76,322 -93.2% 162,768
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 4,804.7 4,753.3 4,586.0
R3 4,724.7 4,673.3 4,564.0
R2 4,644.7 4,644.7 4,556.7
R1 4,593.3 4,593.3 4,549.3 4,579.0
PP 4,564.7 4,564.7 4,564.7 4,557.5
S1 4,513.3 4,513.3 4,534.7 4,499.0
S2 4,484.7 4,484.7 4,527.3
S3 4,404.7 4,433.3 4,520.0
S4 4,324.7 4,353.3 4,498.0
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 4,932.0 4,536.0 396.0 8.7% 105.8 2.3% 2% False True 70,557
10 5,093.0 4,536.0 557.0 12.3% 105.4 2.3% 1% False True 52,158
20 5,186.0 4,536.0 650.0 14.3% 96.6 2.1% 1% False True 39,653
40 5,186.0 4,536.0 650.0 14.3% 92.3 2.0% 1% False True 32,762
60 5,328.0 4,536.0 792.0 17.4% 91.1 2.0% 1% False True 30,792
80 5,733.0 4,536.0 1,197.0 26.4% 86.6 1.9% 1% False True 28,037
100 6,006.0 4,536.0 1,470.0 32.4% 77.4 1.7% 0% False True 22,455
120 6,006.0 4,536.0 1,470.0 32.4% 69.9 1.5% 0% False True 18,720
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15.0
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,956.0
2.618 4,825.4
1.618 4,745.4
1.000 4,696.0
0.618 4,665.4
HIGH 4,616.0
0.618 4,585.4
0.500 4,576.0
0.382 4,566.6
LOW 4,536.0
0.618 4,486.6
1.000 4,456.0
1.618 4,406.6
2.618 4,326.6
4.250 4,196.0
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 4,576.0 4,686.5
PP 4,564.7 4,638.3
S1 4,553.3 4,590.2

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

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