ASX SPI 200 Index Future June 2008


Trading Metrics calculated at close of trading on 25-Mar-2008
Day Change Summary
Previous Current
20-Mar-2008 25-Mar-2008 Change Change % Previous Week
Open 5,224.0 5,410.0 186.0 3.6% 5,164.0
High 5,253.0 5,415.0 162.0 3.1% 5,361.0
Low 5,173.0 5,362.0 189.0 3.7% 5,090.0
Close 5,178.0 5,388.0 210.0 4.1% 5,178.0
Range 80.0 53.0 -27.0 -33.8% 271.0
ATR 129.3 137.0 7.7 5.9% 0.0
Volume 23,399 28,221 4,822 20.6% 237,333
Daily Pivots for day following 25-Mar-2008
Classic Woodie Camarilla DeMark
R4 5,547.3 5,520.7 5,417.2
R3 5,494.3 5,467.7 5,402.6
R2 5,441.3 5,441.3 5,397.7
R1 5,414.7 5,414.7 5,392.9 5,401.5
PP 5,388.3 5,388.3 5,388.3 5,381.8
S1 5,361.7 5,361.7 5,383.1 5,348.5
S2 5,335.3 5,335.3 5,378.3
S3 5,282.3 5,308.7 5,373.4
S4 5,229.3 5,255.7 5,358.9
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,022.7 5,871.3 5,327.1
R3 5,751.7 5,600.3 5,252.5
R2 5,480.7 5,480.7 5,227.7
R1 5,329.3 5,329.3 5,202.8 5,405.0
PP 5,209.7 5,209.7 5,209.7 5,247.5
S1 5,058.3 5,058.3 5,153.2 5,134.0
S2 4,938.7 4,938.7 5,128.3
S3 4,667.7 4,787.3 5,103.5
S4 4,396.7 4,516.3 5,029.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,415.0 5,090.0 325.0 6.0% 82.4 1.5% 92% True False 53,110
10 5,421.0 5,090.0 331.0 6.1% 86.8 1.6% 90% False False 29,275
20 5,816.0 5,090.0 726.0 13.5% 78.9 1.5% 41% False False 14,822
40 5,880.0 5,090.0 790.0 14.7% 69.6 1.3% 38% False False 7,460
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 25.7
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,640.3
2.618 5,553.8
1.618 5,500.8
1.000 5,468.0
0.618 5,447.8
HIGH 5,415.0
0.618 5,394.8
0.500 5,388.5
0.382 5,382.2
LOW 5,362.0
0.618 5,329.2
1.000 5,309.0
1.618 5,276.2
2.618 5,223.2
4.250 5,136.8
Fisher Pivots for day following 25-Mar-2008
Pivot 1 day 3 day
R1 5,388.5 5,356.7
PP 5,388.3 5,325.3
S1 5,388.2 5,294.0

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

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