ASX SPI 200 Index Future September 2008


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 5,619.0 5,508.0 -111.0 -2.0% 5,713.0
High 5,636.0 5,509.0 -127.0 -2.3% 5,715.0
Low 5,587.0 5,436.0 -151.0 -2.7% 5,538.0
Close 5,587.0 5,436.0 -151.0 -2.7% 5,587.0
Range 49.0 73.0 24.0 49.0% 177.0
ATR 73.1 78.7 5.6 7.6% 0.0
Volume 363 1,049 686 189.0% 1,625
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 5,679.3 5,630.7 5,476.2
R3 5,606.3 5,557.7 5,456.1
R2 5,533.3 5,533.3 5,449.4
R1 5,484.7 5,484.7 5,442.7 5,472.5
PP 5,460.3 5,460.3 5,460.3 5,454.3
S1 5,411.7 5,411.7 5,429.3 5,399.5
S2 5,387.3 5,387.3 5,422.6
S3 5,314.3 5,338.7 5,415.9
S4 5,241.3 5,265.7 5,395.9
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 6,144.3 6,042.7 5,684.4
R3 5,967.3 5,865.7 5,635.7
R2 5,790.3 5,790.3 5,619.5
R1 5,688.7 5,688.7 5,603.2 5,651.0
PP 5,613.3 5,613.3 5,613.3 5,594.5
S1 5,511.7 5,511.7 5,570.8 5,474.0
S2 5,436.3 5,436.3 5,554.6
S3 5,259.3 5,334.7 5,538.3
S4 5,082.3 5,157.7 5,489.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,677.0 5,436.0 241.0 4.4% 54.4 1.0% 0% False True 515
10 5,745.0 5,436.0 309.0 5.7% 61.9 1.1% 0% False True 344
20 6,006.0 5,436.0 570.0 10.5% 51.2 0.9% 0% False True 234
40 6,006.0 5,393.0 613.0 11.3% 43.1 0.8% 7% False False 146
60 6,006.0 5,110.0 896.0 16.5% 35.7 0.7% 36% False False 114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,819.3
2.618 5,700.1
1.618 5,627.1
1.000 5,582.0
0.618 5,554.1
HIGH 5,509.0
0.618 5,481.1
0.500 5,472.5
0.382 5,463.9
LOW 5,436.0
0.618 5,390.9
1.000 5,363.0
1.618 5,317.9
2.618 5,244.9
4.250 5,125.8
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 5,472.5 5,536.0
PP 5,460.3 5,502.7
S1 5,448.2 5,469.3

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

View Archives - Comment on this page... - Back to Index of Symbols