ASX SPI 200 Index Future June 2008


Trading Metrics calculated at close of trading on 01-May-2008
Day Change Summary
Previous Current
30-Apr-2008 01-May-2008 Change Change % Previous Week
Open 5,560.0 5,575.0 15.0 0.3% 5,572.0
High 5,652.0 5,611.0 -41.0 -0.7% 5,697.0
Low 5,548.0 5,556.0 8.0 0.1% 5,555.0
Close 5,601.0 5,594.0 -7.0 -0.1% 5,625.0
Range 104.0 55.0 -49.0 -47.1% 142.0
ATR 113.4 109.2 -4.2 -3.7% 0.0
Volume 25,305 15,948 -9,357 -37.0% 92,449
Daily Pivots for day following 01-May-2008
Classic Woodie Camarilla DeMark
R4 5,752.0 5,728.0 5,624.3
R3 5,697.0 5,673.0 5,609.1
R2 5,642.0 5,642.0 5,604.1
R1 5,618.0 5,618.0 5,599.0 5,630.0
PP 5,587.0 5,587.0 5,587.0 5,593.0
S1 5,563.0 5,563.0 5,589.0 5,575.0
S2 5,532.0 5,532.0 5,583.9
S3 5,477.0 5,508.0 5,578.9
S4 5,422.0 5,453.0 5,563.8
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 6,051.7 5,980.3 5,703.1
R3 5,909.7 5,838.3 5,664.1
R2 5,767.7 5,767.7 5,651.0
R1 5,696.3 5,696.3 5,638.0 5,732.0
PP 5,625.7 5,625.7 5,625.7 5,643.5
S1 5,554.3 5,554.3 5,612.0 5,590.0
S2 5,483.7 5,483.7 5,599.0
S3 5,341.7 5,412.3 5,586.0
S4 5,199.7 5,270.3 5,546.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,710.0 5,548.0 162.0 2.9% 84.4 1.5% 28% False False 20,366
10 5,710.0 5,423.0 287.0 5.1% 97.3 1.7% 60% False False 21,226
20 5,718.0 5,343.0 375.0 6.7% 89.4 1.6% 67% False False 21,395
40 5,718.0 5,090.0 628.0 11.2% 87.2 1.6% 80% False False 21,390
60 5,844.0 5,090.0 754.0 13.5% 71.3 1.3% 67% False False 14,291
80 6,195.0 5,090.0 1,105.0 19.8% 74.2 1.3% 46% False False 10,770
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 True
Bear Hook False
Bull Hook False
Stretch 8.6
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,844.8
2.618 5,755.0
1.618 5,700.0
1.000 5,666.0
0.618 5,645.0
HIGH 5,611.0
0.618 5,590.0
0.500 5,583.5
0.382 5,577.0
LOW 5,556.0
0.618 5,522.0
1.000 5,501.0
1.618 5,467.0
2.618 5,412.0
4.250 5,322.3
Fisher Pivots for day following 01-May-2008
Pivot 1 day 3 day
R1 5,590.5 5,610.5
PP 5,587.0 5,605.0
S1 5,583.5 5,599.5

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

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