ASX SPI 200 Index Future December 2008


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 5,073.0 5,038.0 -35.0 -0.7% 4,920.0
High 5,081.0 5,058.0 -23.0 -0.5% 5,020.0
Low 5,032.0 5,038.0 6.0 0.1% 4,780.0
Close 5,064.0 5,071.0 7.0 0.1% 5,004.0
Range 49.0 20.0 -29.0 -59.2% 240.0
ATR 83.7 79.6 -4.1 -4.9% 0.0
Volume 154 354 200 129.9% 403
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,115.7 5,113.3 5,082.0
R3 5,095.7 5,093.3 5,076.5
R2 5,075.7 5,075.7 5,074.7
R1 5,073.3 5,073.3 5,072.8 5,074.5
PP 5,055.7 5,055.7 5,055.7 5,056.3
S1 5,053.3 5,053.3 5,069.2 5,054.5
S2 5,035.7 5,035.7 5,067.3
S3 5,015.7 5,033.3 5,065.5
S4 4,995.7 5,013.3 5,060.0
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,654.7 5,569.3 5,136.0
R3 5,414.7 5,329.3 5,070.0
R2 5,174.7 5,174.7 5,048.0
R1 5,089.3 5,089.3 5,026.0 5,132.0
PP 4,934.7 4,934.7 4,934.7 4,956.0
S1 4,849.3 4,849.3 4,982.0 4,892.0
S2 4,694.7 4,694.7 4,960.0
S3 4,454.7 4,609.3 4,938.0
S4 4,214.7 4,369.3 4,872.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,081.0 4,961.0 120.0 2.4% 40.8 0.8% 92% False False 148
10 5,081.0 4,780.0 301.0 5.9% 39.3 0.8% 97% False False 114
20 5,183.0 4,780.0 403.0 7.9% 35.4 0.7% 72% False False 77
40 5,495.0 4,780.0 715.0 14.1% 41.8 0.8% 41% False False 112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5,143.0
2.618 5,110.4
1.618 5,090.4
1.000 5,078.0
0.618 5,070.4
HIGH 5,058.0
0.618 5,050.4
0.500 5,048.0
0.382 5,045.6
LOW 5,038.0
0.618 5,025.6
1.000 5,018.0
1.618 5,005.6
2.618 4,985.6
4.250 4,953.0
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 5,063.3 5,056.0
PP 5,055.7 5,041.0
S1 5,048.0 5,026.0

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

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