ASX SPI 200 Index Future June 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 5,376.0 5,392.0 16.0 0.3% 5,500.0
High 5,397.0 5,412.0 15.0 0.3% 5,508.0
Low 5,296.0 5,359.0 63.0 1.2% 5,296.0
Close 5,367.0 5,375.0 8.0 0.1% 5,367.0
Range 101.0 53.0 -48.0 -47.5% 212.0
ATR 97.7 94.5 -3.2 -3.3% 0.0
Volume 36,811 65,777 28,966 78.7% 131,303
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 5,541.0 5,511.0 5,404.2
R3 5,488.0 5,458.0 5,389.6
R2 5,435.0 5,435.0 5,384.7
R1 5,405.0 5,405.0 5,379.9 5,393.5
PP 5,382.0 5,382.0 5,382.0 5,376.3
S1 5,352.0 5,352.0 5,370.1 5,340.5
S2 5,329.0 5,329.0 5,365.3
S3 5,276.0 5,299.0 5,360.4
S4 5,223.0 5,246.0 5,345.9
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 5,508.0 5,296.0 212.0 3.9% 73.4 1.4% 37% False False 39,416
10 5,717.0 5,296.0 421.0 7.8% 76.1 1.4% 19% False False 33,324
20 6,004.0 5,296.0 708.0 13.2% 74.4 1.4% 11% False False 26,178
40 6,004.0 5,296.0 708.0 13.2% 83.4 1.6% 11% False False 24,289
60 6,004.0 5,173.0 831.0 15.5% 81.8 1.5% 24% False False 23,986
80 6,004.0 5,090.0 914.0 17.0% 79.6 1.5% 31% False False 20,380
100 6,004.0 5,090.0 914.0 17.0% 78.2 1.5% 31% False False 16,327
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 19.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,637.3
2.618 5,550.8
1.618 5,497.8
1.000 5,465.0
0.618 5,444.8
HIGH 5,412.0
0.618 5,391.8
0.500 5,385.5
0.382 5,379.2
LOW 5,359.0
0.618 5,326.2
1.000 5,306.0
1.618 5,273.2
2.618 5,220.2
4.250 5,133.8
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 5,385.5 5,368.0
PP 5,382.0 5,361.0
S1 5,378.5 5,354.0

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

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