ASX SPI 200 Index Future June 2008


Trading Metrics calculated at close of trading on 13-Jun-2008
Day Change Summary
Previous Current
12-Jun-2008 13-Jun-2008 Change Change % Previous Week
Open 5,362.0 5,376.0 14.0 0.3% 5,500.0
High 5,379.0 5,397.0 18.0 0.3% 5,508.0
Low 5,329.0 5,296.0 -33.0 -0.6% 5,296.0
Close 5,339.0 5,367.0 28.0 0.5% 5,367.0
Range 50.0 101.0 51.0 102.0% 212.0
ATR 97.4 97.7 0.3 0.3% 0.0
Volume 29,498 36,811 7,313 24.8% 131,303
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 5,656.3 5,612.7 5,422.6
R3 5,555.3 5,511.7 5,394.8
R2 5,454.3 5,454.3 5,385.5
R1 5,410.7 5,410.7 5,376.3 5,382.0
PP 5,353.3 5,353.3 5,353.3 5,339.0
S1 5,309.7 5,309.7 5,357.7 5,281.0
S2 5,252.3 5,252.3 5,348.5
S3 5,151.3 5,208.7 5,339.2
S4 5,050.3 5,107.7 5,311.5
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 6,026.3 5,908.7 5,483.6
R3 5,814.3 5,696.7 5,425.3
R2 5,602.3 5,602.3 5,405.9
R1 5,484.7 5,484.7 5,386.4 5,437.5
PP 5,390.3 5,390.3 5,390.3 5,366.8
S1 5,272.7 5,272.7 5,347.6 5,225.5
S2 5,178.3 5,178.3 5,328.1
S3 4,966.3 5,060.7 5,308.7
S4 4,754.3 4,848.7 5,250.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,639.0 5,296.0 343.0 6.4% 74.8 1.4% 21% False True 30,307
10 5,717.0 5,296.0 421.0 7.8% 76.8 1.4% 17% False True 29,084
20 6,004.0 5,296.0 708.0 13.2% 74.4 1.4% 10% False True 23,826
40 6,004.0 5,296.0 708.0 13.2% 84.1 1.6% 10% False True 23,003
60 6,004.0 5,114.0 890.0 16.6% 81.8 1.5% 28% False False 24,673
80 6,004.0 5,090.0 914.0 17.0% 79.3 1.5% 30% False False 19,558
100 6,004.0 5,090.0 914.0 17.0% 79.2 1.5% 30% False False 15,670
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.3
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,826.3
2.618 5,661.4
1.618 5,560.4
1.000 5,498.0
0.618 5,459.4
HIGH 5,397.0
0.618 5,358.4
0.500 5,346.5
0.382 5,334.6
LOW 5,296.0
0.618 5,233.6
1.000 5,195.0
1.618 5,132.6
2.618 5,031.6
4.250 4,866.8
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 5,360.2 5,386.5
PP 5,353.3 5,380.0
S1 5,346.5 5,373.5

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

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