ASX SPI 200 Index Future March 2008


Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary
Previous Current
11-Mar-2008 12-Mar-2008 Change Change % Previous Week
Open 5,120.0 5,290.0 170.0 3.3% 5,439.0
High 5,148.0 5,375.0 227.0 4.4% 5,464.0
Low 5,087.0 5,217.0 130.0 2.6% 5,242.0
Close 5,115.0 5,226.0 111.0 2.2% 5,269.0
Range 61.0 158.0 97.0 159.0% 222.0
ATR 136.4 145.3 8.8 6.5% 0.0
Volume 28,281 43,557 15,276 54.0% 139,768
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 5,746.7 5,644.3 5,312.9
R3 5,588.7 5,486.3 5,269.5
R2 5,430.7 5,430.7 5,255.0
R1 5,328.3 5,328.3 5,240.5 5,300.5
PP 5,272.7 5,272.7 5,272.7 5,258.8
S1 5,170.3 5,170.3 5,211.5 5,142.5
S2 5,114.7 5,114.7 5,197.0
S3 4,956.7 5,012.3 5,182.6
S4 4,798.7 4,854.3 5,139.1
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 5,991.0 5,852.0 5,391.1
R3 5,769.0 5,630.0 5,330.1
R2 5,547.0 5,547.0 5,309.7
R1 5,408.0 5,408.0 5,289.4 5,366.5
PP 5,325.0 5,325.0 5,325.0 5,304.3
S1 5,186.0 5,186.0 5,248.7 5,144.5
S2 5,103.0 5,103.0 5,228.3
S3 4,881.0 4,964.0 5,208.0
S4 4,659.0 4,742.0 5,146.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,461.0 5,087.0 374.0 7.2% 99.0 1.9% 37% False False 30,109
10 5,714.0 5,087.0 627.0 12.0% 99.0 1.9% 22% False False 29,738
20 5,759.0 5,087.0 672.0 12.9% 98.0 1.9% 21% False False 28,289
40 6,009.0 5,087.0 922.0 17.6% 126.8 2.4% 15% False False 31,813
60 6,633.0 5,087.0 1,546.0 29.6% 115.9 2.2% 9% False False 30,245
80 6,725.0 5,087.0 1,638.0 31.3% 96.1 1.8% 8% False False 22,840
100 6,869.0 5,087.0 1,782.0 34.1% 82.3 1.6% 8% False False 18,298
120 6,869.0 5,087.0 1,782.0 34.1% 72.0 1.4% 8% False False 15,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.2
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 6,046.5
2.618 5,788.6
1.618 5,630.6
1.000 5,533.0
0.618 5,472.6
HIGH 5,375.0
0.618 5,314.6
0.500 5,296.0
0.382 5,277.4
LOW 5,217.0
0.618 5,119.4
1.000 5,059.0
1.618 4,961.4
2.618 4,803.4
4.250 4,545.5
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 5,296.0 5,231.0
PP 5,272.7 5,229.3
S1 5,249.3 5,227.7

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

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