ASX SPI 200 Index Future June 2008


Trading Metrics calculated at close of trading on 15-May-2008
Day Change Summary
Previous Current
14-May-2008 15-May-2008 Change Change % Previous Week
Open 5,845.0 5,914.0 69.0 1.2% 5,785.0
High 5,907.0 5,932.0 25.0 0.4% 5,837.0
Low 5,815.0 5,878.0 63.0 1.1% 5,583.0
Close 5,905.0 5,909.0 4.0 0.1% 5,765.0
Range 92.0 54.0 -38.0 -41.3% 254.0
ATR 107.1 103.3 -3.8 -3.5% 0.0
Volume 19,324 18,373 -951 -4.9% 121,347
Daily Pivots for day following 15-May-2008
Classic Woodie Camarilla DeMark
R4 6,068.3 6,042.7 5,938.7
R3 6,014.3 5,988.7 5,923.9
R2 5,960.3 5,960.3 5,918.9
R1 5,934.7 5,934.7 5,914.0 5,920.5
PP 5,906.3 5,906.3 5,906.3 5,899.3
S1 5,880.7 5,880.7 5,904.1 5,866.5
S2 5,852.3 5,852.3 5,899.1
S3 5,798.3 5,826.7 5,894.2
S4 5,744.3 5,772.7 5,879.3
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 6,490.3 6,381.7 5,904.7
R3 6,236.3 6,127.7 5,834.9
R2 5,982.3 5,982.3 5,811.6
R1 5,873.7 5,873.7 5,788.3 5,801.0
PP 5,728.3 5,728.3 5,728.3 5,692.0
S1 5,619.7 5,619.7 5,741.7 5,547.0
S2 5,474.3 5,474.3 5,718.4
S3 5,220.3 5,365.7 5,695.2
S4 4,966.3 5,111.7 5,625.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,932.0 5,732.0 200.0 3.4% 85.6 1.4% 89% True False 21,573
10 5,932.0 5,583.0 349.0 5.9% 90.4 1.5% 93% True False 23,134
20 5,932.0 5,423.0 509.0 8.6% 93.9 1.6% 95% True False 22,180
40 5,932.0 5,114.0 818.0 13.8% 85.5 1.4% 97% True False 25,096
60 5,932.0 5,090.0 842.0 14.2% 81.0 1.4% 97% True False 18,135
80 5,932.0 5,090.0 842.0 14.2% 80.3 1.4% 97% True False 13,631
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 12.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,161.5
2.618 6,073.4
1.618 6,019.4
1.000 5,986.0
0.618 5,965.4
HIGH 5,932.0
0.618 5,911.4
0.500 5,905.0
0.382 5,898.6
LOW 5,878.0
0.618 5,844.6
1.000 5,824.0
1.618 5,790.6
2.618 5,736.6
4.250 5,648.5
Fisher Pivots for day following 15-May-2008
Pivot 1 day 3 day
R1 5,907.7 5,895.5
PP 5,906.3 5,882.0
S1 5,905.0 5,868.5

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

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