ASX SPI 200 Index Future June 2008


Trading Metrics calculated at close of trading on 18-Jun-2008
Day Change Summary
Previous Current
17-Jun-2008 18-Jun-2008 Change Change % Previous Week
Open 5,367.0 5,393.0 26.0 0.5% 5,500.0
High 5,439.0 5,447.0 8.0 0.1% 5,508.0
Low 5,312.0 5,373.0 61.0 1.1% 5,296.0
Close 5,418.0 5,434.0 16.0 0.3% 5,367.0
Range 127.0 74.0 -53.0 -41.7% 212.0
ATR 96.8 95.2 -1.6 -1.7% 0.0
Volume 127,078 85,029 -42,049 -33.1% 131,303
Daily Pivots for day following 18-Jun-2008
Classic Woodie Camarilla DeMark
R4 5,640.0 5,611.0 5,474.7
R3 5,566.0 5,537.0 5,454.4
R2 5,492.0 5,492.0 5,447.6
R1 5,463.0 5,463.0 5,440.8 5,477.5
PP 5,418.0 5,418.0 5,418.0 5,425.3
S1 5,389.0 5,389.0 5,427.2 5,403.5
S2 5,344.0 5,344.0 5,420.4
S3 5,270.0 5,315.0 5,413.7
S4 5,196.0 5,241.0 5,393.3
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 5,447.0 5,296.0 151.0 2.8% 81.0 1.5% 91% True False 68,838
10 5,639.0 5,296.0 343.0 6.3% 76.6 1.4% 40% False False 48,308
20 5,886.0 5,296.0 590.0 10.9% 78.6 1.4% 23% False False 35,149
40 6,004.0 5,296.0 708.0 13.0% 82.2 1.5% 19% False False 28,223
60 6,004.0 5,296.0 708.0 13.0% 82.5 1.5% 19% False False 26,234
80 6,004.0 5,090.0 914.0 16.8% 81.0 1.5% 38% False False 23,029
100 6,004.0 5,090.0 914.0 16.8% 78.1 1.4% 38% False False 18,446
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 21.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,761.5
2.618 5,640.7
1.618 5,566.7
1.000 5,521.0
0.618 5,492.7
HIGH 5,447.0
0.618 5,418.7
0.500 5,410.0
0.382 5,401.3
LOW 5,373.0
0.618 5,327.3
1.000 5,299.0
1.618 5,253.3
2.618 5,179.3
4.250 5,058.5
Fisher Pivots for day following 18-Jun-2008
Pivot 1 day 3 day
R1 5,426.0 5,415.8
PP 5,418.0 5,397.7
S1 5,410.0 5,379.5

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

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