ASX SPI 200 Index Future March 2008


Trading Metrics calculated at close of trading on 06-Mar-2008
Day Change Summary
Previous Current
05-Mar-2008 06-Mar-2008 Change Change % Previous Week
Open 5,390.0 5,423.0 33.0 0.6% 5,590.0
High 5,464.0 5,461.0 -3.0 -0.1% 5,759.0
Low 5,339.0 5,373.0 34.0 0.6% 5,500.0
Close 5,375.0 5,443.0 68.0 1.3% 5,564.0
Range 125.0 88.0 -37.0 -29.6% 259.0
ATR 137.6 134.0 -3.5 -2.6% 0.0
Volume 35,314 24,450 -10,864 -30.8% 135,476
Daily Pivots for day following 06-Mar-2008
Classic Woodie Camarilla DeMark
R4 5,689.7 5,654.3 5,491.4
R3 5,601.7 5,566.3 5,467.2
R2 5,513.7 5,513.7 5,459.1
R1 5,478.3 5,478.3 5,451.1 5,496.0
PP 5,425.7 5,425.7 5,425.7 5,434.5
S1 5,390.3 5,390.3 5,434.9 5,408.0
S2 5,337.7 5,337.7 5,426.9
S3 5,249.7 5,302.3 5,418.8
S4 5,161.7 5,214.3 5,394.6
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,384.7 6,233.3 5,706.5
R3 6,125.7 5,974.3 5,635.2
R2 5,866.7 5,866.7 5,611.5
R1 5,715.3 5,715.3 5,587.7 5,661.5
PP 5,607.7 5,607.7 5,607.7 5,580.8
S1 5,456.3 5,456.3 5,540.3 5,402.5
S2 5,348.7 5,348.7 5,516.5
S3 5,089.7 5,197.3 5,492.8
S4 4,830.7 4,938.3 5,421.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,600.0 5,339.0 261.0 4.8% 96.2 1.8% 40% False False 28,658
10 5,759.0 5,339.0 420.0 7.7% 88.7 1.6% 25% False False 27,809
20 5,759.0 5,339.0 420.0 7.7% 103.0 1.9% 25% False False 27,083
40 6,117.0 5,183.0 934.0 17.2% 126.9 2.3% 28% False False 31,068
60 6,725.0 5,183.0 1,542.0 28.3% 112.2 2.1% 17% False False 28,309
80 6,725.0 5,183.0 1,542.0 28.3% 92.3 1.7% 17% False False 21,278
100 6,869.0 5,183.0 1,686.0 31.0% 80.5 1.5% 15% False False 17,041
120 6,869.0 5,183.0 1,686.0 31.0% 68.6 1.3% 15% False False 14,205
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,835.0
2.618 5,691.4
1.618 5,603.4
1.000 5,549.0
0.618 5,515.4
HIGH 5,461.0
0.618 5,427.4
0.500 5,417.0
0.382 5,406.6
LOW 5,373.0
0.618 5,318.6
1.000 5,285.0
1.618 5,230.6
2.618 5,142.6
4.250 4,999.0
Fisher Pivots for day following 06-Mar-2008
Pivot 1 day 3 day
R1 5,434.3 5,429.2
PP 5,425.7 5,415.3
S1 5,417.0 5,401.5

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

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