ASX SPI 200 Index Future June 2008


Trading Metrics calculated at close of trading on 22-May-2008
Day Change Summary
Previous Current
21-May-2008 22-May-2008 Change Change % Previous Week
Open 5,854.0 5,784.0 -70.0 -1.2% 5,800.0
High 5,886.0 5,885.0 -1.0 0.0% 5,989.0
Low 5,822.0 5,750.0 -72.0 -1.2% 5,775.0
Close 5,854.0 5,860.0 6.0 0.1% 5,955.0
Range 64.0 135.0 71.0 110.9% 214.0
ATR 96.5 99.3 2.7 2.8% 0.0
Volume 20,305 31,023 10,718 52.8% 102,010
Daily Pivots for day following 22-May-2008
Classic Woodie Camarilla DeMark
R4 6,236.7 6,183.3 5,934.3
R3 6,101.7 6,048.3 5,897.1
R2 5,966.7 5,966.7 5,884.8
R1 5,913.3 5,913.3 5,872.4 5,940.0
PP 5,831.7 5,831.7 5,831.7 5,845.0
S1 5,778.3 5,778.3 5,847.6 5,805.0
S2 5,696.7 5,696.7 5,835.3
S3 5,561.7 5,643.3 5,822.9
S4 5,426.7 5,508.3 5,785.8
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 6,548.3 6,465.7 6,072.7
R3 6,334.3 6,251.7 6,013.9
R2 6,120.3 6,120.3 5,994.2
R1 6,037.7 6,037.7 5,974.6 6,079.0
PP 5,906.3 5,906.3 5,906.3 5,927.0
S1 5,823.7 5,823.7 5,935.4 5,865.0
S2 5,692.3 5,692.3 5,915.8
S3 5,478.3 5,609.7 5,896.2
S4 5,264.3 5,395.7 5,837.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,004.0 5,750.0 254.0 4.3% 74.0 1.3% 43% False True 20,548
10 6,004.0 5,732.0 272.0 4.6% 79.8 1.4% 47% False False 21,060
20 6,004.0 5,548.0 456.0 7.8% 84.8 1.4% 68% False False 21,795
40 6,004.0 5,328.0 676.0 11.5% 86.1 1.5% 79% False False 21,773
60 6,004.0 5,090.0 914.0 15.6% 84.1 1.4% 84% False False 19,843
80 6,004.0 5,090.0 914.0 15.6% 77.2 1.3% 84% False False 14,902
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 20.6
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,458.8
2.618 6,238.4
1.618 6,103.4
1.000 6,020.0
0.618 5,968.4
HIGH 5,885.0
0.618 5,833.4
0.500 5,817.5
0.382 5,801.6
LOW 5,750.0
0.618 5,666.6
1.000 5,615.0
1.618 5,531.6
2.618 5,396.6
4.250 5,176.3
Fisher Pivots for day following 22-May-2008
Pivot 1 day 3 day
R1 5,845.8 5,861.0
PP 5,831.7 5,860.7
S1 5,817.5 5,860.3

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

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