ASX SPI 200 Index Future March 2008


Trading Metrics calculated at close of trading on 14-Jan-2008
Day Change Summary
Previous Current
11-Jan-2008 14-Jan-2008 Change Change % Previous Week
Open 6,101.0 5,962.0 -139.0 -2.3% 6,218.0
High 6,109.0 6,024.0 -85.0 -1.4% 6,231.0
Low 5,985.0 5,909.0 -76.0 -1.3% 5,985.0
Close 6,003.0 5,965.0 -38.0 -0.6% 6,003.0
Range 124.0 115.0 -9.0 -7.3% 246.0
ATR 95.0 96.4 1.4 1.5% 0.0
Volume 23,469 23,763 294 1.3% 113,774
Daily Pivots for day following 14-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,311.0 6,253.0 6,028.3
R3 6,196.0 6,138.0 5,996.6
R2 6,081.0 6,081.0 5,986.1
R1 6,023.0 6,023.0 5,975.5 6,052.0
PP 5,966.0 5,966.0 5,966.0 5,980.5
S1 5,908.0 5,908.0 5,954.5 5,937.0
S2 5,851.0 5,851.0 5,943.9
S3 5,736.0 5,793.0 5,933.4
S4 5,621.0 5,678.0 5,901.8
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,811.0 6,653.0 6,138.3
R3 6,565.0 6,407.0 6,070.7
R2 6,319.0 6,319.0 6,048.1
R1 6,161.0 6,161.0 6,025.6 6,117.0
PP 6,073.0 6,073.0 6,073.0 6,051.0
S1 5,915.0 5,915.0 5,980.5 5,871.0
S2 5,827.0 5,827.0 5,957.9
S3 5,581.0 5,669.0 5,935.4
S4 5,335.0 5,423.0 5,867.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,210.0 5,909.0 301.0 5.0% 90.0 1.5% 19% False True 23,487
10 6,411.0 5,909.0 502.0 8.4% 80.2 1.3% 11% False True 20,060
20 6,681.0 5,909.0 772.0 12.9% 91.5 1.5% 7% False True 25,888
40 6,725.0 5,909.0 816.0 13.7% 62.6 1.0% 7% False True 13,146
60 6,869.0 5,909.0 960.0 16.1% 52.2 0.9% 6% False True 8,808
80 6,869.0 5,909.0 960.0 16.1% 43.2 0.7% 6% False True 6,616
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 24.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,512.8
2.618 6,325.1
1.618 6,210.1
1.000 6,139.0
0.618 6,095.1
HIGH 6,024.0
0.618 5,980.1
0.500 5,966.5
0.382 5,952.9
LOW 5,909.0
0.618 5,837.9
1.000 5,794.0
1.618 5,722.9
2.618 5,607.9
4.250 5,420.3
Fisher Pivots for day following 14-Jan-2008
Pivot 1 day 3 day
R1 5,966.5 6,013.0
PP 5,966.0 5,997.0
S1 5,965.5 5,981.0

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

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